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~person:"Cakici, Nusret"
~person:"Pierdzioch, Christian"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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USA
Capital income
74
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74
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40
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40
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40
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37
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Cakici, Nusret
Pierdzioch, Christian
Gupta, Rangan
36
Titman, Sheridan
17
Bali, Turan G.
15
Fama, Eugene F.
15
Wohar, Mark E.
15
Jegadeesh, Narasimhan
14
Chordia, Tarun
13
French, Kenneth Ronald
13
Guo, Hui
13
Lakonishok, Josef
13
Campbell, John Y.
12
Ferson, Wayne E.
12
Jensen, Gerald R.
12
Subrahmanyam, Avanidhar
11
Ang, Andrew
10
Guidolin, Massimo
10
Lee, Bong-soo
10
Schaub, Mark
10
Sirmans, Clemon F.
10
Whitelaw, Robert F.
10
Zhou, Guofu
10
Goyal, Amit
9
Ling, David C.
9
Loughran, Tim
9
Ma, Feng
9
Naranjo, Andy
9
Peterson, David R.
9
Poterba, James M.
9
Timmermann, Allan
9
Balcilar, Mehmet
8
Barber, Brad M.
8
Bouri, Elie
8
Glascock, John Leslie
8
Goetzmann, William N.
8
Johnson, Robert R.
8
Mansur, Iqbal
8
McMillan, David G.
8
Nguyen, Duc Khuong
8
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8
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The journal of finance : the journal of the American Finance Association
2
Applied economics letters
1
Energy economics
1
Financial innovation : FIN
1
Financial management
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of forecasting
1
Review of asset pricing studies
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
15
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1
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
2
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
3
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
4
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
5
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
6
Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret
;
Erol, Isil
;
Tırtıroğlu, Doğan
- In:
The journal of real estate finance and economics
48
(
2014
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
Saved in:
7
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Saved in:
8
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
9
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
10
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Saved in:
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