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~language:"eng"
~person:"Demirer, Rıza"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~type_genre:"Article in book"
~type_genre:"Article in journal"
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Kapitaleinkommen
Time series analysis
181
Zeitreihenanalyse
181
Estimation
152
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152
USA
87
United States
87
Stock market
77
Theorie
76
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76
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75
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69
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69
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69
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66
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66
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fractional integration
48
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45
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35
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Demirer, Rıza
Gil-Alaña, Luis A.
Gupta, Rangan
126
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Pierdzioch, Christian
35
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhang, Yaojie
30
Zhou, Guofu
30
Ryu, Doojin
29
Timmermann, Allan
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Energy economics
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Finance research letters
6
Journal of economics and finance
4
International review of financial analysis
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Journal of economics and finance : JEF
3
Research in international business and finance
3
Applied economics letters
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Applied financial economics
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
2
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Central Bank review / The Central Bank of the Republic of Turkey
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Defence and peace economics
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European review of economics and finance
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Review of financial economics : RFE
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Review of quantitative finance and accounting
1
Structural change and economic dynamics : SC+ED
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
66
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
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:
3
Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
3
,
pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
Saved in:
4
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
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:
8
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
9
A test for the efficiency of Nigerian REITs stocks
Gil-Alaña, Luis A.
;
Umar, Hassana Babangida
;
Usman, …
- In:
Review of development finance
13
(
2023
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014637440
Saved in:
10
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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