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~language:"eng"
~language:"nor"
~person:"Cakici, Nusret"
~subject:"Kapitaleinkommen"
~subject:"Return predictability"
~subject:"USA"
~type_genre:"Article in journal"
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Kapitaleinkommen
Return predictability
USA
Capital income
41
CAPM
30
Börsenkurs
26
Share price
26
Estimation
20
Schätzung
20
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19
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16
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12
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12
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9
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9
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6
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52
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Cakici, Nusret
Gupta, Rangan
208
Cebula, Richard J.
175
Bahmani-Oskooee, Mohsen
124
Wohar, Mark E.
113
Neumark, David
104
Viscusi, W. Kip
99
Gil-Alaña, Luis A.
97
Uri, Noel Dean
97
Poterba, James M.
96
Zaremba, Adam
94
Gruber, Jonathan
87
Madura, Jeff
83
McMillan, David G.
79
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Narayan, Paresh Kumar
75
Apergēs, Nikolaos
74
Burkhauser, Richard V.
74
Auerbach, Alan J.
73
Heckman, James J.
72
Cutler, David M.
70
Feldstein, Martin S.
70
Sirmans, Clemon F.
70
Caporale, Guglielmo Maria
69
Jorgenson, Dale Weldeau
69
Mishra, Ashok K.
69
Payne, James E.
69
Card, David E.
68
Mixon, Franklin G.
67
Audretsch, David B.
65
Slemrod, Joel
65
Faff, Robert W.
63
Wolff, Edward N.
63
Berger, Allen N.
62
Goodwin, Barry K.
62
Hassan, M. Kabir
62
Bali, Turan G.
60
Haltiwanger, John C.
60
List, John A.
59
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Journal of banking & finance
8
The journal of futures markets
4
Journal of international financial markets, institutions & money
3
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Financial management
1
International journal of banking, accounting and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Journal of international financial management and accounting
1
Journal of investment management : JOIM
1
Review of Pacific Basin financial markets and policies
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The European journal of finance
1
The journal of financial data science
1
The journal of impact and ESG investing
1
The journal of investing : JOI
1
The journal of investment strategies
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
52
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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
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:
4
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
5
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
6
Predicting returns with machine learning across horizons, firm size, and time
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
The journal of financial data science
5
(
2023
)
4
,
pp. 119-144
Persistent link: https://www.econbiz.de/10014424222
Saved in:
7
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:
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
Salience theory and the cross-section of stock returns : International and further evidence
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 689-725
Persistent link: https://www.econbiz.de/10013482348
Saved in:
10
When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam
;
Cakici, Nusret
;
Demir, Ender
;
Long, Huaigang
- In:
Journal of financial stability
58
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
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