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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Statistical test"
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Capital income
Statistical test
Estimation
903
Schätzung
898
Theorie
251
Theory
251
Estimation theory
231
Schätztheorie
231
Kapitaleinkommen
196
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196
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191
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191
Time series analysis
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Bohl, Martin T.
10
Todorov, Viktor
8
Bollerslev, Tim
5
Narayan, Paresh Kumar
4
Zaremba, Adam
4
Zhou, Guofu
4
Andersen, Torben
3
Cakici, Nusret
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Tauchen, George Eugene
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Xiu, Dacheng
3
Yang, Liyan
3
Aït-Sahalia, Yacine
2
Bali, Turan G.
2
Bekaert, Geert
2
Bley, Jorg
2
Brzeszczyński, Janusz
2
Cen, Ling
2
Chiah, Mardy
2
Da, Zhi
2
Devpura, Neluka
2
Filis, George
2
Ghysels, Eric
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2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Li, Youwei
2
Long, Huaigang
2
Lu, Xun
2
Massa, Massimo
2
Meddahi, Nour
2
Neely, Christopher J.
2
Nguyen, Duc Khuong
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Saad, Mohsen M.
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Journal of international financial markets, institutions & money
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
150
Journal of banking & finance
145
International review of financial analysis
131
Journal of financial economics
129
Journal of empirical finance
125
International review of economics & finance : IREF
121
Applied economics letters
115
Applied economics
113
NBER working paper series
104
Working paper / National Bureau of Economic Research, Inc.
95
The North American journal of economics and finance : a journal of financial economics studies
91
Applied financial economics
90
Economic modelling
90
NBER Working Paper
79
The European journal of finance
68
Pacific-Basin finance journal
67
Research in international business and finance
67
Economics letters
63
Review of quantitative finance and accounting
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of international money and finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
International journal of finance & economics : IJFE
44
Working paper
42
Journal of risk and financial management : JRFM
41
International journal of economics and finance
40
Research paper series / Swiss Finance Institute
40
CESifo working papers
39
International journal of forecasting
39
Energy economics
38
Journal of financial markets
38
Cogent economics & finance
37
Discussion paper / Centre for Economic Policy Research
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of forecasting
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Investment management and financial innovations
33
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ECONIS (ZBW)
226
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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
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
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:
5
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:
6
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:
7
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
10
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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