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subject:"Unemployment"
type_genre:"Article in journal"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"ARCH model"
~subject:"Share price"
~subject:"return predictability"
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Unemployment
ARCH model
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return predictability
Estimation
139
Schätzung
139
Capital income
50
Kapitaleinkommen
50
Theorie
44
Theory
44
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34
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Article in journal
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Yang, Liyan
3
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Wei, K. C. John
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Agarwal, Ashish
1
Agarwal, Sumit
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Management science : journal of the Institute for Operations Research and the Management Sciences
Applied economics
198
Applied economics letters
172
Finance research letters
161
Economic modelling
158
International review of economics & finance : IREF
128
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of banking & finance
112
Energy economics
109
Journal of empirical finance
107
Applied financial economics
105
Journal of international financial markets, institutions & money
94
Research in international business and finance
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Journal of econometrics
80
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73
Economics letters
68
International journal of economics and finance
66
Pacific-Basin finance journal
63
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59
Review of quantitative finance and accounting
59
The European journal of finance
59
International journal of finance & economics : IJFE
55
The journal of futures markets
55
Cogent economics & finance
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
43
Quantitative finance
39
Journal of financial markets
38
Emerging markets, finance and trade : EMFT
36
The journal of finance : the journal of the American Finance Association
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Economic research
35
International journal of forecasting
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1
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
3
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
4
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
5
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
6
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
Saved in:
7
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
8
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
9
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
10
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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