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~language:"eng"
~person:"Cakici, Nusret"
~person:"Fletcher, Jonathan"
~subject:"Capital income"
~subject:"Großbritannien"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Capital income
Großbritannien
Kapitaleinkommen
77
CAPM
49
Börsenkurs
36
Share price
36
United Kingdom
29
Estimation
25
Schätzung
25
Portfolio selection
23
Portfolio-Management
23
USA
23
United States
23
Aktienmarkt
21
Stock market
21
Investment Fund
16
Investmentfonds
16
Theorie
16
Theory
16
Forecasting model
15
Prognoseverfahren
15
Welt
15
World
15
Return predictability
14
Risikoprämie
12
Risk premium
12
Risiko
11
Risk
11
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9
Capital market returns
9
Kapitalmarktrendite
9
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8
Volatilität
8
Arbitrage Pricing
7
Arbitrage pricing
7
Emerging economies
6
Factor analysis
6
Faktorenanalyse
6
Foreign portfolio investment
6
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Article
82
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Article in journal
Sammlung
Aufsatz in Zeitschrift
82
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
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1
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English
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Cakici, Nusret
Fletcher, Jonathan
Gupta, Rangan
138
Zaremba, Adam
95
Machin, Stephen
88
McMillan, David G.
87
Wohar, Mark E.
70
Narayan, Paresh Kumar
69
Gil-Alaña, Luis A.
68
Wright, Mike
67
Blundell, Richard W.
65
Taylor, Mark P.
60
Crafts, Nicholas
57
Caporale, Guglielmo Maria
56
Mills, Terence C.
51
Faff, Robert W.
49
Harris, Richard I. D.
49
Bryson, Alex
48
Disney, Richard
47
Minford, Patrick
46
Bouri, Elie
45
Cuthbertson, Keith
44
Jenkins, Stephen
44
Green, Francis
42
Ma, Feng
42
Propper, Carol
42
Dolton, Peter J.
41
Bali, Turan G.
40
Brown, Sarah
40
Peel, David
40
Greenaway, David
39
Gregg, Paul
39
Scott, Peter
39
Tiwari, Aviral Kumar
39
Van Reenen, John
39
Booth, Alison L.
38
Burgess, Simon M.
38
Demirer, Rıza
38
Girma, Sourafel
38
Apergēs, Nikolaos
37
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Journal of banking & finance
7
International review of financial analysis
5
Review of quantitative finance and accounting
5
International review of economics & finance : IREF
4
Journal of business finance & accounting : JBFA
4
Journal of financial services research : JFSR
4
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Journal of economic dynamics & control
2
Journal of economics & business
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
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial management
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of economics and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Journal of investment management : JOIM
1
Journal of multinational financial management
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
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
1
The journal of financial data science
1
The journal of impact and ESG investing
1
The journal of investing : JOI
1
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ECONIS (ZBW)
82
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82
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Exploring the diversification benefits of US international equity closed-end funds
Fletcher, Jonathan
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 297-320
Persistent link: https://www.econbiz.de/10013431697
Saved in:
10
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
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