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  • Search: subject:"predictability"
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Year of publication
Subject
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Prognoseverfahren 1,330 Forecasting model 1,314 Kapitaleinkommen 1,148 Capital income 1,146 Börsenkurs 592 Share price 580 Schätzung 567 Estimation 558 Predictability 500 Return predictability 500 Theorie 454 Theory 445 Portfolio-Management 410 Portfolio selection 408 predictability 363 Kapitalmarktrendite 333 Capital market returns 332 Prognose 296 Forecast 294 Stock market 275 Aktienmarkt 270 Volatility 268 Risk premium 267 Risikoprämie 266 Volatilität 262 return predictability 250 Anlageverhalten 230 Behavioural finance 228 CAPM 219 Welt 214 World 212 Risk 166 Risiko 162 Efficient market hypothesis 131 Effizienzmarkthypothese 130 Zeitreihenanalyse 120 Time series analysis 119 Financial analysis 97 Finanzanalyse 97 Exchange rate 96
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Online availability
All
Undetermined 1,340 Free 885 CC license 40
Type of publication
All
Article 1,704 Book / Working Paper 801 Other 8
Type of publication (narrower categories)
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Article in journal 1,349 Aufsatz in Zeitschrift 1,349 Working Paper 360 Graue Literatur 251 Non-commercial literature 251 Arbeitspapier 238 Article 40 Aufsatz im Buch 17 Book section 17 Hochschulschrift 14 Thesis 13 Conference paper 12 Konferenzbeitrag 12 research-article 11 Aufsatzsammlung 6 review-article 4 Collection of articles of several authors 3 Collection of articles written by one author 3 Sammelwerk 3 Sammlung 3 Conference Paper 2 review 2 Preprint 1 Research Report 1
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Language
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English 1,980 Undetermined 521 German 3 Portuguese 3 Spanish 3 French 1 Hungarian 1 Lithuanian 1
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Author
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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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Institution
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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 8 Institut für Weltwirtschaft (IfW) 6 Society for Economic Dynamics - SED 6 CESifo 5 EconWPA 5 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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Published in...
All
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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Source
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ECONIS (ZBW) 1,635 RePEc 670 EconStor 166 BASE 24 Other ZBW resources 18
Showing 931 - 940 of 2,513
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Time-Disaggregated Dividend-Price Ratio and Dividend Growth Predictability in Large Equity Markets
Asimakopoulos, Panagiotis - 2016
predictability hypothesis, suggesting that time-aggregation of dividends eliminates significant information …
Persistent link: https://www.econbiz.de/10013006710
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Three essays in asset management
Roşu, Alina - 2016
Persistent link: https://www.econbiz.de/10012599823
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Equity Volatility Term Structures and the Cross-Section of Option Returns
Vasquez, Aurelio - 2016
The slope of the implied volatility term structure is positively related to future option returns. We rank firms based on the slope of the volatility term structure and analyze the returns for straddle portfolios. Straddle portfolios with high slopes of the volatility term structure outperform...
Persistent link: https://www.econbiz.de/10013008475
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Cross-sectional return dispersion and the equity premium
Maio, Paulo - In: Journal of financial markets 29 (2016), pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
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S&P 500 affiliation and stock price informativeness
Liu, Shinhua - In: The journal of behavioral finance : a publication of … 21 (2020) 3, pp. 219-232
Persistent link: https://www.econbiz.de/10012287198
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Effect of corporate governance on income persistence and value relevance of quoted Nigerian firms
Asogwa, Cosmas Ikechukwu; Ofoegbu, Grace Nyereugwu; … - In: African journal of accounting, auditing and finance : AJAAF 7 (2020) 1, pp. 42-65
Persistent link: https://www.econbiz.de/10012287244
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Predicting firm stock returns with customer stock returns : moderating effects of customer characteristics
Shi, Jinyan; Yu, Conghui; Liu, Xiangkun; Li, Yanxi - In: Research in international business and finance 54 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012581373
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IQ from IP : simplifying search in portfolio choice
Chen, Huaizhi; Cohen, Lauren; Gurun, Umit G.; Lou, Dong; … - In: Journal of financial economics 138 (2020) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10012631930
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Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng; Dong, Xiaodi; Kang, Jie; Hong, Lianying - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
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The information content of real operating performance measures from the airline industry
Borochin, Paul - In: Journal of financial markets 50 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012703800
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