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isPartOf:"Advances in investment analysis and portfolio management : a research annual"
subject:"Capital income"
~isPartOf:"International journal of economics and finance"
~isPartOf:"The European journal of finance"
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Capital income
Estimation
476
Schätzung
476
Kapitaleinkommen
117
Theorie
112
Theory
112
Börsenkurs
98
Share price
98
Volatility
82
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Fletcher, Jonathan
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Gupta, Rangan
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Pierdzioch, Christian
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Advances in investment analysis and portfolio management : a research annual
International journal of economics and finance
The European journal of finance
Finance research letters
163
Journal of banking & finance
139
International review of financial analysis
134
Journal of financial economics
127
International review of economics & finance : IREF
123
Journal of empirical finance
121
Applied economics
101
NBER working paper series
95
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied financial economics
87
Applied economics letters
86
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82
Journal of international financial markets, institutions & money
79
NBER Working Paper
71
Pacific-Basin finance journal
71
Research in international business and finance
69
Review of quantitative finance and accounting
59
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Journal of econometrics
53
Journal of international money and finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
45
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
Journal of risk and financial management : JRFM
40
Working paper
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Cogent economics & finance
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Finance and economics discussion series
32
The journal of finance : the journal of the American Finance Association
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Investor sentiment and stock market returns : a story of night and day
Wang, Wenzhao
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1437-1469
Persistent link: https://www.econbiz.de/10014636567
Saved in:
2
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
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:
4
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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