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~language:"eng"
~language:"nor"
~person:"Cakici, Nusret"
~subject:"Kapitaleinkommen"
~subject:"Return predictability"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Kapitaleinkommen
Return predictability
Capital income
42
CAPM
30
Börsenkurs
27
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27
Aktienmarkt
21
Estimation
21
Schätzung
21
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21
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10
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6
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English
Norwegian
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Cakici, Nusret
Gupta, Rangan
149
Caporale, Guglielmo Maria
103
Zaremba, Adam
94
McMillan, David G.
71
Bekaert, Geert
62
Diebold, Francis X.
62
Narayan, Paresh Kumar
60
Timmermann, Allan
60
Wohar, Mark E.
60
Bollerslev, Tim
56
Campbell, John Y.
55
Pierdzioch, Christian
54
Gil-Alaña, Luis A.
53
Plastun, Alex
53
McAleer, Michael
52
Bouri, Elie
50
Faff, Robert W.
50
Bali, Turan G.
49
Guidolin, Massimo
49
Harvey, Campbell R.
48
Titman, Sheridan
44
Stambaugh, Robert F.
42
Ma, Feng
41
Zhang, Lu
40
Hoesli, Martin
39
Tiwari, Aviral Kumar
39
Andersen, Torben
37
Fletcher, Jonathan
36
Wang, Yudong
36
Bohl, Martin T.
35
Brooks, Robert
35
Demirer, Rıza
35
Chiang, Thomas C.
34
Pástor, Ľuboš
34
Sehgal, Sanjay
34
Zhang, Wei
33
Zhou, Guofu
33
Ferson, Wayne E.
32
Guo, Hui
32
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Journal of banking & finance
5
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
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
International journal of banking, accounting and finance
1
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1
Journal of financial stability
1
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1
Review of Pacific Basin financial markets and policies
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
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1
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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
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
42
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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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