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~language:"eng"
~language:"nor"
~person:"Bouri, Elie"
~person:"Cakici, Nusret"
~subject:"Kapitaleinkommen"
~subject:"Return predictability"
~type_genre:"Article in journal"
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Kapitaleinkommen
Return predictability
Volatility
95
Volatilität
95
Capital income
85
Welt
75
World
75
Börsenkurs
58
Share price
58
Aktienmarkt
57
Stock market
57
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54
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54
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42
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38
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38
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38
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15
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85
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Bouri, Elie
Cakici, Nusret
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Kumar, Dilip
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
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Finance research letters
11
Energy economics
6
Journal of banking & finance
5
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Applied economics
2
Defence and peace economics
2
Economic research
2
Financial innovation : FIN
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of international money and finance
2
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2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of banking, accounting and finance
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of financial stability
1
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1
Journal of risk
1
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
Review of economic and business studies
1
Review of finance : journal of the European Finance Association
1
Technological forecasting & social change : an international journal
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The European journal of finance
1
The energy journal
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
85
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85
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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
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Jalkh, Naji
;
Bouri, Elie
- In:
Defence and peace economics
35
(
2024
)
3
,
pp. 339-366
Persistent link: https://www.econbiz.de/10014514974
Saved in:
4
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
7
Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods
Bouri, Elie
;
Nekhili, Ramzi
;
Kinateder, Harald
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473034
Saved in:
8
From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions
Bouri, Elie
;
Rognone, Lavinia
;
Sokhanvar, Amin
;
Wang, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
Saved in:
9
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:
10
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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