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~isPartOf:"Journal of financial economics"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Leading indicator"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Leading indicator
Forecasting model
113
Prognoseverfahren
113
Capital income
103
Estimation
60
Schätzung
60
Börsenkurs
58
Share price
58
Return predictability
38
Theorie
37
Theory
37
CAPM
35
Risikoprämie
34
Risk premium
34
Forecast
29
Prognose
29
Volatility
25
Volatilität
25
Anlageverhalten
23
Behavioural finance
23
USA
20
United States
20
Portfolio selection
18
Portfolio-Management
18
Financial analysis
17
Finanzanalyse
17
Earnings announcement
16
Gewinn
16
Gewinnprognose
16
Profit
16
Ankündigungseffekt
15
Announcement effect
15
Predictability
15
Aktienmarkt
12
Capital market returns
12
Kapitalmarktrendite
12
Stock market
12
Time series analysis
12
Zeitreihenanalyse
12
Welt
11
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Undetermined
62
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Article
104
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Aufsatz in Zeitschrift
Article in journal
104
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English
104
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Zhou, Guofu
5
Bali, Turan G.
3
Bollerslev, Tim
3
Cohen, Lauren
3
Harvey, Campbell R.
3
Huang, Shiyang
3
Lee, Charles M. C.
3
Liu, Yan
3
Lou, Dong
3
Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
So, Eric
3
Todorov, Viktor
3
Avramov, Doron
2
Baltussen, Guido
2
Brown, Stephen J.
2
Chen, Yong
2
Da, Zhi
2
Han, Yufeng
2
Kelly, Bryan T.
2
Langlois, Hugues
2
Li, Sophia Zhengzi
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Malloy, Christopher
2
Ng, David Tat-chee
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
Scaillet, Olivier
2
Valkanov, Rossen I.
2
Xiang, Hong
2
Addoum, Jawad M.
1
Albuquerque, Rui
1
Amaya, Diego
1
Andersen, Torben
1
Avdis, Efstathios
1
Backus, David
1
Bai, Jennie
1
Bajgrowicz, Pierre
1
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Journal of financial economics
International journal of forecasting
224
Journal of forecasting
132
Finance research letters
127
Journal of empirical finance
105
Journal of banking & finance
103
International review of financial analysis
97
International review of economics & finance : IREF
80
Pacific-Basin finance journal
69
Economic modelling
64
The North American journal of economics and finance : a journal of financial economics studies
63
Applied economics
58
Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Applied economics letters
54
Economics letters
48
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The European journal of finance
41
The review of financial studies
38
Energy economics
37
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
37
The journal of finance : the journal of the American Finance Association
37
Journal of financial markets
35
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
34
Applied financial economics
32
Journal of international financial markets, institutions & money
32
Research in international business and finance
31
Journal of applied econometrics
30
Review of accounting studies
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Quantitative finance
27
Journal of macroeconomics
26
Journal of money, credit and banking : JMCB
24
Journal of international money and finance
23
Journal of risk and financial management : JRFM
23
Economic review
22
Emerging markets, finance and trade : EMFT
22
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ECONIS (ZBW)
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1
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
2
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
3
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
4
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
5
Temperature shocks and industry earnings news
Addoum, Jawad M.
;
Ng, David Tat-chee
;
Ortiz-Bobea, Ariel
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10014421124
Saved in:
6
A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
Saved in:
7
Short selling efficiency
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 387-408
Persistent link: https://www.econbiz.de/10013474363
Saved in:
8
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
9
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
10
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
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