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~isPartOf:"Economics letters"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital income
Capital market returns
30
Kapitalmarktrendite
30
Kapitaleinkommen
23
Börsenkurs
17
Share price
17
CAPM
11
Forecasting model
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Economics letters
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
36
Finance research letters
34
Pacific-Basin finance journal
31
Journal of banking & finance
30
International review of financial analysis
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Energy economics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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European financial management : the journal of the European Financial Management Association
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Review of quantitative finance and accounting
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The journal of asset management : a major new, international quarterly journal for the financial community
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International journal of finance & economics : IJFE
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Journal of economics and finance
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ECONIS (ZBW)
23
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1
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
2
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
Saved in:
3
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
4
Hedge fund activism and corporate M&A decisions
Wu, Szu-Yin
;
Chung, Kee H.
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1378-1403
Persistent link: https://www.econbiz.de/10012887602
Saved in:
5
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
6
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
7
The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
Saved in:
8
A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo
;
Chen, Jiaqi
;
Yang, Zhibin
;
Tindall, Michael L.
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
Saved in:
9
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
Saved in:
10
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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