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~language:"eng"
~language:"nor"
~person:"Zaremba, Adam"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatilität
Capital income
94
CAPM
63
Estimation
62
Schätzung
62
Börsenkurs
58
Share price
58
Stock market
47
Aktienmarkt
46
Welt
41
World
41
Forecasting model
37
Prognoseverfahren
37
Portfolio selection
33
Portfolio-Management
33
Return predictability
32
Asset pricing
27
Risikoprämie
26
Risk premium
26
Capital market returns
23
Kapitalmarktrendite
23
Volatility
16
Risiko
13
Risk
13
Coronavirus
12
Equity anomalies
12
Public bond
12
Öffentliche Anleihe
12
Anlageverhalten
11
Behavioural finance
11
return predictability
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The cross-section of stock returns
10
COVID-19
9
Emerging economies
9
Government bonds
9
Impact assessment
9
International stock markets
9
Schwellenländer
9
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9
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Undetermined
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Article in journal
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100
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English
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Zaremba, Adam
Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
79
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
62
Faff, Robert W.
60
Kang, Sang Hoon
59
Wang, Yudong
59
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
58
Demirer, Rıza
57
Brooks, Robert
55
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Zhang, Yaojie
52
Salisu, Afees A.
50
Nguyen, Duc Khuong
49
Kumar, Dilip
48
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Apergēs, Nikolaos
46
Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Shahzad, Syed Jawad Hussain
44
Yin, Libo
43
Andersen, Torben
42
Yoon, Seong-min
42
Chiang, Thomas C.
41
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Finance research letters
8
Applied economics
6
Research in international business and finance
6
Economic research
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
Pacific-Basin finance journal
4
Economic modelling
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Contemporary economics
2
Copernican Journal of Finance & Accounting : CJF&A
2
E-Finanse : finansowy kwartalnik internetowy
2
Energy economics
2
Finance a úvěr
2
International journal of finance & banking studies : JJFBS
2
Journal of business economics and management
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of investing : JOI
2
Applied economics letters
1
Argumenta oeconomica
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial markets, institutions & instruments
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of economics and finance
1
International journal of management and economics
1
Journal of behavioral and experimental finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial stability
1
Managerial finance
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
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:
4
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:
5
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
6
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
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
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
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