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~language:"eng"
~person:"Cakici, Nusret"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Capital income
Time series analysis
173
Zeitreihenanalyse
173
Estimation
151
Schätzung
151
Kapitaleinkommen
105
USA
98
United States
98
Theorie
75
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75
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73
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73
Großbritannien
72
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72
Cointegration
64
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64
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57
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57
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55
CAPM
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44
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39
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long memory
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Cakici, Nusret
Fletcher, Jonathan
Gil-Alaña, Luis A.
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
38
Demirer, Rıza
36
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
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
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Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
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Ryu, Doojin
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Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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Journal of banking & finance
7
International review of financial analysis
6
Review of quantitative finance and accounting
6
Finance research letters
5
Journal of financial services research : JFSR
4
Applied economics letters
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
Computational economics
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
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Journal of business finance & accounting : JBFA
2
Journal of economic dynamics & control
2
Journal of economics & business
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
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Applied financial economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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European financial management : the journal of the European Financial Management Association
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European review of economics and finance
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Financial management
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Financial markets and portfolio management
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International Journal of Financial Studies : open access journal
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International journal of banking, accounting and finance
1
International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
105
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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
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
Exploring the performance of US international bond mutual funds
Fletcher, Jonathan
;
Littlejohn, Elizabeth
;
Marshall, …
- In:
The financial review : the official publication of the …
58
(
2023
)
4
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014436067
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
10
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
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