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Journal of empirical finance
International journal of forecasting
1,548
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860
Technological forecasting & social change : an international journal
332
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290
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287
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ECONIS (ZBW)
176
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
5
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
6
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
7
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
8
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
9
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
10
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:
11
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
12
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
13
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
14
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
15
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
16
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
17
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
18
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
19
Stock price movements : evidence from global equity markets
Lan, Chunhua
;
Bao Doan
- In:
Journal of empirical finance
69
(
2022
),
pp. 123-143
Persistent link: https://www.econbiz.de/10013478522
Saved in:
20
Enhancing the profitability of lottery strategies
Kwon, Kyungyoon
;
Min, Byoung-Kyu
;
Sun, Chenfei
- In:
Journal of empirical finance
69
(
2022
),
pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
Saved in:
21
Stock return prediction : stacking a variety of models
Zhao, Albert Bo
;
Cheng, Tingting
- In:
Journal of empirical finance
67
(
2022
),
pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
Saved in:
22
Economic evaluation of asset pricing models under predictability
Hansen, Erwin
- In:
Journal of empirical finance
68
(
2022
),
pp. 50-66
Persistent link: https://www.econbiz.de/10013464435
Saved in:
23
Technology shocks and stock returns : along-term perspective
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
- In:
Journal of empirical finance
68
(
2022
),
pp. 67-83
Persistent link: https://www.econbiz.de/10013464438
Saved in:
24
Forecasting earnings with combination of analyst forecasts
Lin, Hai
;
Tao, Xinyuan
;
Wu, Chunchi
- In:
Journal of empirical finance
68
(
2022
),
pp. 133-159
Persistent link: https://www.econbiz.de/10013464467
Saved in:
25
Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi
;
Gospodinov, Nikolaj
;
Maynard, Alex
; …
- In:
Journal of empirical finance
68
(
2022
),
pp. 190-215
Persistent link: https://www.econbiz.de/10013464486
Saved in:
26
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
27
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
28
The time-varying bond risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
29
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
30
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
31
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
32
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
33
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
34
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
35
Predicting corporate policies using downside risk : a machine learning approach
Avramov, Doron
;
Li, Minwen
;
Wang, Hao
- In:
Journal of empirical finance
63
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013258693
Saved in:
36
Trading the foreign exchange market with technical analysis and Bayesian Statistics
Hassanniakalager, Arman
;
Sermpinis, Georgios
; …
- In:
Journal of empirical finance
63
(
2021
),
pp. 230-251
Persistent link: https://www.econbiz.de/10013259265
Saved in:
37
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
38
The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang
;
Jiao, Anqi
;
Ma, Jun
- In:
Journal of empirical finance
64
(
2021
),
pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
Saved in:
39
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
40
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
41
When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran
;
Brooks, Chris
;
Bell, Adrian R.
- In:
Journal of empirical finance
57
(
2020
),
pp. 33-51
Persistent link: https://www.econbiz.de/10012430435
Saved in:
42
Biased information weight processing in stock markets
Mohrschladt, Hannes
;
Langer, Thomas
- In:
Journal of empirical finance
57
(
2020
),
pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
Saved in:
43
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
44
Equity premium prediction and the state of the economy
Tsiakas, Ilias
;
Li, Jiahan
;
Zhang, Haibin
- In:
Journal of empirical finance
58
(
2020
),
pp. 75-95
Persistent link: https://www.econbiz.de/10012430664
Saved in:
45
The information content of the term structure of risk-neutral skewness
Borochin, Paul
;
Chang, Hao
;
Wu, Yangru
- In:
Journal of empirical finance
58
(
2020
),
pp. 247-274
Persistent link: https://www.econbiz.de/10012430679
Saved in:
46
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
47
Innovate or die : corporate innovation and bankruptcy forecasts
Bai, Qing
;
Tian, Shaonan
- In:
Journal of empirical finance
59
(
2020
),
pp. 88-108
Persistent link: https://www.econbiz.de/10012437937
Saved in:
48
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
Saved in:
49
Cash-flow or return predictability at long horizons? : the case of earnings yield
Maio, Paulo
;
Xu, Danielle
- In:
Journal of empirical finance
59
(
2020
),
pp. 172-192
Persistent link: https://www.econbiz.de/10012437972
Saved in:
50
Beta dispersion and market timing
Kuntz, Laura-Chloé
- In:
Journal of empirical finance
59
(
2020
),
pp. 235-256
Persistent link: https://www.econbiz.de/10012437978
Saved in:
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