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subject:"Forecasting model"
subject:"Stock market"
~person:"Caporale, Guglielmo Maria"
~person:"Zaremba, Adam"
~subject:"asset pricing"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
asset pricing
Estimation
154
Schätzung
154
Capital income
69
Kapitaleinkommen
69
Börsenkurs
47
Share price
47
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44
Time series analysis
38
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29
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55
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Caporale, Guglielmo Maria
Zaremba, Adam
Gupta, Rangan
84
Pierdzioch, Christian
32
Ma, Feng
31
McMillan, David G.
29
Balcilar, Mehmet
26
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Wang, Yudong
22
Zhang, Yaojie
22
Tiwari, Aviral Kumar
18
Salisu, Afees A.
17
Sehgal, Sanjay
17
Demirer, Rıza
16
Bouri, Elie
15
Kumar, Dilip
15
Nonejad, Nima
15
Xuan Vinh Vo
15
Chiang, Thomas C.
14
Gil-Alaña, Luis A.
14
Wei, Yu
14
Jawadi, Fredj
12
Moosa, Imad A.
12
Shahzad, Syed Jawad Hussain
12
Westerlund, Joakim
12
Yoon, Seong-min
12
Brooks, Robert
11
Cakici, Nusret
11
Kang, Sang Hoon
11
Long, Huaigang
11
Marcellino, Massimiliano
11
Narayan, Seema
11
Swanson, Norman R.
11
Bekiros, Stelios
10
Lee, Chien-chiang
10
Li, Bin
10
McAleer, Michael
10
Mensi, Walid
10
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10
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Applied economics
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Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Finance a úvěr
2
Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
55
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
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:
5
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
6
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
9
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
The journal of impact and ESG investing
3
(
2022
)
1
,
pp. 80-101
Persistent link: https://www.econbiz.de/10014232997
Saved in:
10
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
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