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type_genre:"Article in journal"
type_genre:"Dissertation"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~subject:"Effizienzmarkthypothese"
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Capital income
Effizienzmarkthypothese
Estimation
193
Schätzung
193
Theorie
68
Theory
68
Kapitaleinkommen
66
Börsenkurs
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47
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Gupta, Rangan
3
Pierdzioch, Christian
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Charemza, Wojciech
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Copeland, Laurence S.
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Shields, Kalvinder K.
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Vivian, Andrew
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Alireza Zarei
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The European journal of finance
Finance research letters
160
Journal of banking & finance
148
International review of financial analysis
147
Journal of financial economics
131
International review of economics & finance : IREF
122
Journal of empirical finance
120
Applied economics
117
Applied financial economics
103
Applied economics letters
95
The North American journal of economics and finance : a journal of financial economics studies
93
Economic modelling
86
Journal of international financial markets, institutions & money
82
Research in international business and finance
74
Pacific-Basin finance journal
69
Journal of international money and finance
62
Review of quantitative finance and accounting
62
Journal of econometrics
56
Management science : journal of the Institute for Operations Research and the Management Sciences
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Journal of risk and financial management : JRFM
46
Economics letters
45
International journal of finance & economics : IJFE
45
International journal of economics and finance
43
Cogent economics & finance
41
Energy economics
41
Journal of financial markets
40
International journal of economics and financial issues : IJEFI
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
International journal of forecasting
34
The journal of futures markets
34
Investment management and financial innovations
33
Journal of financial and quantitative analysis : JFQA
33
Journal of forecasting
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The journal of finance : the journal of the American Finance Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Global finance journal
25
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The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
3
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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8
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
9
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
10
The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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