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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Dienstleistungsqualität"
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Forecasting model
Dienstleistungsqualität
Estimation
212
Schätzung
212
Theorie
59
Theory
59
USA
59
United States
59
Capital income
52
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asset pricing
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estimation
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Zhou, Guofu
3
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2
Tu, Jun
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The journal of economics
Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Working paper / National Bureau of Economic Research, Inc.
86
Applied economics
80
Journal of banking & finance
77
NBER Working Paper
77
NBER working paper series
76
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Discussion paper / Centre for Economic Policy Research
60
Journal of financial economics
58
Applied economics letters
57
Working paper
55
Energy economics
53
International review of economics & finance : IREF
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
43
CESifo working papers
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
35
Discussion paper / Tinbergen Institute
33
Journal of applied econometrics
32
Pacific-Basin finance journal
32
Finance and economics discussion series
31
Discussion paper series / IZA
30
Journal of international financial markets, institutions & money
30
The European journal of finance
30
Discussion paper / Deutsche Bundesbank
25
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
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22
International journal of finance & economics : IJFE
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ECONIS (ZBW)
36
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1
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:
2
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:
3
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:
4
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
5
Understanding alpha decay
Pénasse, Julien
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3966-3973
Persistent link: https://www.econbiz.de/10013368971
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6
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:
7
Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui
;
Yim, Andrew
;
Newton, David P.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
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8
Disaggregated sales and stock returns
Agarwal, Sumit
;
Qian, Wenlan
;
Zou, Xin
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 7167-7183
Persistent link: https://www.econbiz.de/10012703809
Saved in:
9
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
10
Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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