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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Capital income"
~subject:"Schätztheorie"
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Time series analysis
United States
Capital income
Schätztheorie
Estimation
151
Schätzung
150
Kapitaleinkommen
59
Börsenkurs
51
Share price
51
USA
41
Theorie
30
Theory
30
Aktienmarkt
26
Stock market
26
Volatility
23
Volatilität
23
CAPM
18
ARCH model
17
ARCH-Modell
17
Portfolio selection
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Portfolio-Management
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Anlageverhalten
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Behavioural finance
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Forecasting model
16
Prognoseverfahren
16
Risikoprämie
14
Risk premium
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Gewinn
12
Profit
12
Risiko
11
Risk
11
Ankündigungseffekt
10
Announcement effect
10
Asymmetric information
9
Asymmetrische Information
9
Credit risk
9
Estimation theory
9
Kreditrisiko
9
Accounting policy
8
Bilanzpolitik
8
Cointegration
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English
101
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Vivek Singh
3
Hur, Jungshik
2
Jawadi, Fredj
2
Lee, Cheng F.
2
Levy, Azriel
2
Malik, Farooq
2
Mazouz, Khelifa
2
Wu, Yangru
2
Abo Al Haija, Adnan
1
Ahmed, Mohamed S.
1
Akhigbe, Aigbe O.
1
Alam, Md Didarul
1
Alam, Pervaiz
1
Alomari, Mohammad
1
Alshehri, Abdulrahman F.
1
Andriosopoulos, Dimitris
1
Baginski, Stephen P.
1
Bakshi, Gurdip S.
1
Banker, Rajiv D.
1
Bannister, James W.
1
Beaulieu, Marie-Claude
1
Ben Aissia, Dorsaf
1
Benamraoui, Abdelfahid
1
Beng, Soon-chong
1
Bharati, Rakesh
1
Bhattacharya, Debarati
1
Bielstein, Patrick
1
Binder, John J.
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Bleaney, Michael F.
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1
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1
Bozos, Konstantinos
1
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1
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1
Byzalov, Dmitri
1
Cam, Marie-Anne
1
Cao, Charles Q.
1
Cao, Ruanmin
1
Chan, Yue-cheong
1
Chang, Jow-ran
1
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Review of quantitative finance and accounting
Working paper / National Bureau of Economic Research, Inc.
1,536
Discussion paper series / IZA
486
Applied economics
449
Discussion paper / Centre for Economic Policy Research
417
Journal of econometrics
335
Applied economics letters
318
NBER working paper series
284
CESifo working papers
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Economic modelling
254
Economics letters
251
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Journal of banking & finance
218
NBER Working Paper
214
Working paper
210
Finance and economics discussion series
195
Applied financial economics
187
Finance research letters
185
International review of economics & finance : IREF
180
The review of economics and statistics
178
Journal of financial economics
165
Journal of empirical finance
161
The journal of finance : the journal of the American Finance Association
158
International review of financial analysis
155
Journal of applied econometrics
155
The American economic review
153
The North American journal of economics and finance : a journal of financial economics studies
148
Journal of international money and finance
146
Energy economics
128
Discussion paper
123
Discussion paper / Tinbergen Institute
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
International journal of forecasting
112
Journal of international financial markets, institutions & money
104
The journal of futures markets
101
Econometric reviews
100
Journal of financial and quantitative analysis : JFQA
99
Journal of money, credit and banking : JMCB
98
Journal of economic dynamics & control
96
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ECONIS (ZBW)
101
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1
The context of earnings management and its ability to predict future stock returns
Nguyen, Nguyet T. M.
;
Iqbal, Abdullah
;
Shiwakoti, Radha K.
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 123-169
Persistent link: https://www.econbiz.de/10013459262
Saved in:
2
The implied cost of capital : accounting for growth
Penman, Stephen H.
;
Zhu, Julie
;
Wang, Haofei
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10014342154
Saved in:
3
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
4
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
Saved in:
5
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
6
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
7
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
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8
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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9
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
10
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
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