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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of financial economics"
~isPartOf:"The European journal of finance"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Kapitaleinkommen
Estimation
446
Schätzung
446
Capital income
196
Theorie
153
Theory
153
Börsenkurs
108
Share price
108
CAPM
94
Prognoseverfahren
89
Risikoprämie
86
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86
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84
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84
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Gupta, Rangan
3
Moskowitz, Tobias J.
3
Pierdzioch, Christian
3
Timmermann, Allan
3
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
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2
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2
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2
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2
D'Amico, Stefania
2
Da, Zhi
2
Fletcher, Jonathan
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kaniel, Ron
2
Kilic, Mete
2
Laws, Jason
2
Lin, Tse-Chun
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Linnainmaa, Juhani
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Lo, Andrew W.
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2
Panopulu, Aikaterinē
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
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2
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Journal of financial economics
The European journal of finance
Finance research letters
236
Applied economics
197
International review of financial analysis
196
International review of economics & finance : IREF
182
Journal of banking & finance
180
Applied economics letters
169
Economic modelling
167
International journal of forecasting
163
Journal of empirical finance
157
Applied financial economics
141
The North American journal of economics and finance : a journal of financial economics studies
138
Research in international business and finance
118
Energy economics
113
Journal of forecasting
113
Journal of international financial markets, institutions & money
113
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of international money and finance
89
Pacific-Basin finance journal
88
Economics letters
77
International journal of finance & economics : IJFE
74
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
International journal of economics and finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Cogent economics & finance
55
Journal of financial markets
49
International journal of economics and financial issues : IJEFI
45
Journal of financial and quantitative analysis : JFQA
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The empirical economics letters : a monthly international journal of economics
41
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
40
The journal of futures markets
40
Global finance journal
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ECONIS (ZBW)
245
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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
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
4
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:
5
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
6
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
7
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:
8
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
9
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:
10
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
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