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~language:"eng"
~person:"Cakici, Nusret"
~person:"Fletcher, Jonathan"
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Capital income
Volatility
Kapitaleinkommen
77
CAPM
49
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36
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36
Großbritannien
29
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29
Estimation
25
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Cakici, Nusret
Fletcher, Jonathan
Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
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
Demirer, Rıza
58
Pierdzioch, Christian
58
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
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Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
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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Journal of banking & finance
7
International review of financial analysis
5
Review of quantitative finance and accounting
5
Journal of financial services research : JFSR
4
International review of economics & finance : IREF
3
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3
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3
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Journal of economic dynamics & control
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The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
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The journal of impact and ESG investing
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ECONIS (ZBW)
80
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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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