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subject:"Prognoseverfahren"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of financial markets"
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Prognoseverfahren
Estimation
319
Schätzung
319
Capital income
116
Kapitaleinkommen
116
Börsenkurs
105
Share price
105
Volatility
94
Volatilität
94
Aktienmarkt
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Stock market
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Theorie
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Risikoprämie
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Risk premium
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Welt
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Portfolio selection
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Portfolio-Management
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Spillover effect
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Cointegration
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Narayan, Paresh Kumar
6
Sharma, Susan Sunila
3
Devpura, Neluka
2
Dinh Hoang Bach Phan
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Zaremba, Adam
2
Alexandridis, Antonios K.
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Andersen, Torben
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Apergis, Iraklis
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Ashour, Samar
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Avramov, Doron
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Baltas, Nick
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Bernales, Alejandro
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Bonato, Matteo
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Buchner, Axel
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Buncic, Daniel
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Bénassy-Quéré, Agnès
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Cakici, Nusret
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Cannavan, Damien
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Cao, Charles Q.
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Cepni, Oguzhan
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Chatzivgeri, Eleni
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Chi, Yeguang
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Chiah, Mardy
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Dimitriou, Dimitrios
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Easley, David
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Faias, José Afonso
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Fu, Xi
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Grossmann, Axel
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Journal of international financial markets, institutions & money
Journal of financial markets
International journal of forecasting
151
Journal of forecasting
105
Finance research letters
85
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
56
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Working paper
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
45
NBER working paper series
44
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
34
Discussion paper / Tinbergen Institute
33
Pacific-Basin finance journal
32
Finance and economics discussion series
31
Journal of applied econometrics
30
The European journal of finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Dynamic connectedness between investors’ sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
5
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
6
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
7
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
8
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
9
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
10
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
11
Does the U.S. president affect the stock market?
Montone, Maurizio
- In:
Journal of financial markets
61
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013540524
Saved in:
12
EPU spillovers and stock return predictability : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013357291
Saved in:
13
Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana
;
Ornelas, José Renato Haas
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
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14
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
15
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
16
The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul
;
Wu, Zekun
;
Zhao, Yanhui
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
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17
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
18
Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa
;
Cannavan, Damien
;
Huang, Ronghong
;
Peng, …
- In:
Journal of financial markets
53
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
Saved in:
19
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro
;
Hsu, Yu-Chin
;
Lin, Hsiou-Wei
- In:
Journal of financial markets
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
Saved in:
20
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
21
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
Saved in:
22
The yield curve and the stock market : mind the long run
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of financial markets
50
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012703802
Saved in:
23
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
24
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
25
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
26
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
27
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
Saved in:
28
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
29
Is stock return predictability time-varying?
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 152-172
Persistent link: https://www.econbiz.de/10011986233
Saved in:
30
Forecasting the equity risk premium : the importance of regime-dependent evaluation
Baltas, Nick
;
Karyampas, Dimitrios
- In:
Journal of financial markets
38
(
2018
),
pp. 83-102
Persistent link: https://www.econbiz.de/10012001142
Saved in:
31
When are extreme daily returns not lottery? : at earnings announcements!
Nguyen, Hung T.
;
Truong, Cameron
- In:
Journal of financial markets
41
(
2018
),
pp. 92-116
Persistent link: https://www.econbiz.de/10012001791
Saved in:
32
Equity premium prediction : the role of economic and statistical constraints
Li, Jiahan
;
Tsiakas, Ilias
- In:
Journal of financial markets
36
(
2017
),
pp. 56-75
Persistent link: https://www.econbiz.de/10011820360
Saved in:
33
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
34
Predicting risk premium under changes in the conditional distribution of stock returns
Sousa, João
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 204-218
Persistent link: https://www.econbiz.de/10011896275
Saved in:
35
The association between earnings forecast in IPOs prospectuses and earnings management : an empirical analysis
Buchner, Axel
;
Mohamed, Abdulkadir
;
Saadouni, Brahim
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 92-105
Persistent link: https://www.econbiz.de/10011896291
Saved in:
36
Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
Saved in:
37
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
38
Cross-sectional return dispersion and the equity premium
Maio, Paulo
- In:
Journal of financial markets
29
(
2016
),
pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
Saved in:
39
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
Saved in:
40
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
41
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
42
Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R.
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
Saved in:
43
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan
;
Yagil, Yossi
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Saved in:
44
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
45
The interactions between China and US stock markets : new perspectives
Ye, George L.
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10011299310
Saved in:
46
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
47
Trade momentum
Rizova, Savina
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 247-257
Persistent link: https://www.econbiz.de/10009726366
Saved in:
48
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
49
Is the value spread a useful predictor of returns?
Liu, Naiping
;
Zhang, Lu
- In:
Journal of financial markets
11
(
2008
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
Saved in:
50
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
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