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subject:"Forecasting model"
subject:"Stock market"
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"asset pricing"
~type_genre:"Article in journal"
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Forecasting model
Stock market
asset pricing
Estimation
142
Schätzung
142
Capital income
85
Kapitaleinkommen
85
Börsenkurs
56
Share price
56
Aktienmarkt
43
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43
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41
Welt
33
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33
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25
Portfolio selection
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Asset pricing
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Wohar, Mark E.
Zaremba, Adam
Gupta, Rangan
84
Pierdzioch, Christian
32
Ma, Feng
31
McMillan, David G.
29
Balcilar, Mehmet
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
Caporale, Guglielmo Maria
12
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
Wong, Wing Keung
10
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Applied economics
6
Finance research letters
5
Economic research
4
International review of financial analysis
4
Emerging markets, finance and trade : EMFT
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance a úvěr
2
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2
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E-Finanse : finansowy kwartalnik internetowy
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ECONIS (ZBW)
69
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69
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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
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:
3
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:
4
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:
5
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
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