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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
Estimation
516
Schätzung
515
Capital income
174
Kapitaleinkommen
174
Börsenkurs
143
Share price
143
Volatility
141
Volatilität
141
Aktienmarkt
122
Theorie
104
Theory
104
Prognoseverfahren
85
USA
66
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66
ARCH model
63
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Welt
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30
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27
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Aufsatz in Zeitschrift
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185
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185
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Gupta, Rangan
6
Ma, Feng
5
Pierdzioch, Christian
4
Degiannakis, Stavros
3
Demirer, Rıza
3
Kim, Jae H.
3
Nonejad, Nima
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Zaremba, Adam
3
Balcilar, Mehmet
2
Boughrara, Adel
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
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2
Coakley, Jerry
2
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2
Darné, Olivier
2
Gabauer, David
2
Gong, Xue
2
Goodell, John W.
2
Huang, Yisu
2
Kumar, Dilip
2
Liu, Jia
2
Majumdar, Anandamayee
2
Shen, Dehua
2
Urquhart, Andrew
2
Van Eyden, Reneé
2
Aastveit, Knut Are
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
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1
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1
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1
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1
Al-Shboul, Mohammad
1
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1
Ali, Faek Menla
1
Ali, Syed Riaz Mahmood
1
Allen, D. E.
1
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
163
International journal of forecasting
152
Applied economics
142
Economic modelling
137
Applied economics letters
124
International review of economics & finance : IREF
122
Journal of forecasting
108
Journal of banking & finance
106
Journal of empirical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
Energy economics
86
Research in international business and finance
85
Applied financial economics
82
Journal of international financial markets, institutions & money
82
Journal of financial economics
75
Journal of econometrics
68
The European journal of finance
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Pacific-Basin finance journal
61
Journal of risk and financial management : JRFM
57
Journal of international money and finance
55
Economics letters
54
International journal of finance & economics : IJFE
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
International journal of economics and finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Review of quantitative finance and accounting
40
Cogent economics & finance
35
Journal of applied econometrics
35
Journal of financial markets
34
The empirical economics letters : a monthly international journal of economics
34
Emerging markets, finance and trade : EMFT
31
The journal of futures markets
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International journal of economics and financial issues : IJEFI
29
Emerging markets review
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Global finance journal
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ECONIS (ZBW)
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41
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
42
Adjusted dividend-price ratios and stock return predictability : evidence from China
Yin, Libo
;
Nie, Jing
- In:
International review of financial analysis
73
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803441
Saved in:
43
Investor attention shocks and stock co-movement : substitution or reinforcement?
Hu, Yitong
;
Li, Xiao
;
Goodell, John W.
;
Shen, Dehua
- In:
International review of financial analysis
73
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803443
Saved in:
44
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
45
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
46
Skewness-based market integration : a systemic risk measure across international equity markets
Jian, Zhihong
;
Li, Xupei
- In:
International review of financial analysis
74
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803812
Saved in:
47
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
48
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
49
A network perspective of comovement and structural change : evidence from the Chinese stock market
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xiaoguang
;
Cao, Jinde
- In:
International review of financial analysis
76
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012804747
Saved in:
50
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
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