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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject:"predictability"
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Capital income
28
Kapitaleinkommen
28
Forecasting model
26
Prognoseverfahren
26
Estimation
19
Schätzung
19
return predictability
13
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predictability
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
75
Finance research letters
70
Journal of banking & finance
68
International review of financial analysis
54
Journal of empirical finance
52
IMF Working Papers
48
Pacific-Basin finance journal
44
International review of economics & finance : IREF
41
MPRA Paper
34
CEPR Discussion Papers
33
Energy economics
32
Economic modelling
31
Journal of financial markets
26
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
25
International journal of forecasting
22
CREATES Research Papers
21
Journal of Financial Economics
21
Journal of international financial markets, institutions & money
21
Journal of Banking & Finance
19
Journal of econometrics
18
Journal of international money and finance
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Discussion papers / CEPR
16
Research in international business and finance
16
Economics letters
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Research paper series / Swiss Finance Institute
15
Review of finance : journal of the European Finance Association
15
Working Paper
15
Applied economics letters
14
Journal of economic dynamics & control
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
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Emerging markets review
10
Quantitative finance
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ECONIS (ZBW)
30
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30
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date (oldest first)
1
Digesting FOREXS : information transmission across asset classes and return
predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
2
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
3
Option trading activity, news releases, and stock return
predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
4
Gone with the vol : a decline in asset return
predictability
during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
5
Understanding alpha decay
Pénasse, Julien
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3966-3973
Persistent link: https://www.econbiz.de/10013368971
Saved in:
6
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
7
The leverage factor : credit cycles and asset returns
Davis, Joshua M.
;
Taylor, Alan M.
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7350-7361
Persistent link: https://www.econbiz.de/10013546030
Saved in:
8
Disaggregated sales and stock returns
Agarwal, Sumit
;
Qian, Wenlan
;
Zou, Xin
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 7167-7183
Persistent link: https://www.econbiz.de/10012703809
Saved in:
9
Mind the (convergence) gap : bond
predictability
strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
Saved in:
10
Predictability
and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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