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Search: subject:"predictability"
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Prognoseverfahren
1,330
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1,148
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592
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580
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567
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558
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500
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500
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454
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445
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410
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408
predictability
363
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333
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332
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296
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294
Stock market
275
Aktienmarkt
270
Volatility
268
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267
Risikoprämie
266
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262
return predictability
250
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230
Behavioural finance
228
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219
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214
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212
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166
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162
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Zaremba, Adam
51
Narayan, Paresh Kumar
47
Gupta, Rangan
40
Guidolin, Massimo
31
Zhang, Yaojie
22
Salisu, Afees A.
20
Sharma, Susan Sunila
20
McMillan, David G.
19
Wang, Yudong
18
Westerlund, Joakim
18
Ma, Feng
17
Cakici, Nusret
16
Long, Huaigang
16
Pierdzioch, Christian
16
Linton, Oliver
14
Nitschka, Thomas
14
Prokopczuk, Marcel
14
Zhou, Guofu
14
Bouri, Elie
13
Engsted, Tom
13
Timmermann, Allan
13
Zhu, Xiaoneng
13
Bollerslev, Tim
12
Demirer, Rıza
11
Hoffmann, Mathias
11
Kräussl, Roman
11
Maio, Paulo
11
Park, Cheolbeom
11
Potì, Valerio
11
Sarno, Lucio
11
Skiadopoulos, George
11
Stork, Philip
11
Tamoni, Andrea
11
Wohar, Mark E.
11
Yin, Libo
11
Dinh Hoang Bach Phan
10
Jiang, Fuwei
10
Li, Bin
10
Pedersen, Thomas Q.
10
Shynkevich, Andrei
10
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International Monetary Fund (IMF)
51
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
C.E.P.R. Discussion Papers
33
School of Economics and Management, University of Aarhus
21
European Central Bank
10
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
8
Department of Economics, Faculty of Economic and Management Sciences
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Institut für Weltwirtschaft (IfW)
6
Society for Economic Dynamics - SED
6
CESifo
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EconWPA
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London School of Economics (LSE)
5
Society for Computational Economics - SCE
5
Deutsche Bundesbank
4
Ehrvervøkonomisk Institut, Institut for Økonomi
4
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
International Monetary Fund
4
Banque de France
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
3
Copenhagen Business School
3
Department of Economics, Boston University
3
Econometric Society
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Board (Board of Governors of the Federal Reserve System)
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut d'Economie et Econométrie, Université de Genève
3
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
3
Institute of Economic Research, Hitotsubashi University
3
Institute of Economic Research, Korea University
3
Rimini Centre for Economic Analysis (RCEA)
3
Swiss Finance Institute
3
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
2
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
2
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Chinese University of Hong Kong, Department of Economics
2
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Journal of financial economics
79
Finance research letters
75
Journal of banking & finance
68
International review of financial analysis
56
Journal of empirical finance
56
IMF Working Papers
48
Pacific-Basin finance journal
47
International review of economics & finance : IREF
44
MPRA Paper
34
CEPR Discussion Papers
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Energy economics
32
Economic modelling
31
Journal of financial markets
27
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
25
Journal of international financial markets, institutions & money
24
International journal of forecasting
22
CREATES Research Papers
21
Journal of Financial Economics
21
Journal of international money and finance
21
Journal of Banking & Finance
19
Journal of econometrics
19
Discussion papers / CEPR
16
Economics letters
16
Research in international business and finance
16
Research paper series / Swiss Finance Institute
16
Review of finance : journal of the European Finance Association
15
Working Paper
15
Applied economics letters
14
Journal of economic dynamics & control
14
Journal of forecasting
14
Physica A: Statistical Mechanics and its Applications
14
The European journal of finance
14
Swiss Finance Institute Research Paper
13
ECB Working Paper
12
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
12
Quantitative finance
12
The journal of futures markets
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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ECONIS (ZBW)
1,635
RePEc
670
EconStor
166
BASE
24
Other ZBW resources
18
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361
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370
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361
Allocation of attention and the delayed reaction of stock returns to liquidity shock : global evidence
Lee, Kuan-Hui
;
Wang, Shu Feng
- In:
Journal of empirical finance
72
(
2023
),
pp. 421-444
Persistent link: https://www.econbiz.de/10014476873
Saved in:
362
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
363
A seesaw effect in the cryptocurrency market : understanding the return cross
predictability
of cryptocurrencies
Jia, Yuecheng
;
Wu, Yangru
;
Yan, Shu
;
Liu, Yuzheng
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014477086
Saved in:
364
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
365
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
366
Commodity futures return
predictability
and intertemporal asset pricing
Cotter, John
;
Eyiah-Donkor, Emmanuel
;
Potì, Valerio
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477804
Saved in:
367
Conditional mean reversion of financial ratios and the
predictability
of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
368
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Yulin
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
369
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:
370
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
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