//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Regression coefficient"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Regression analysis
31
Regressionsanalyse
31
Capital income
16
Kapitaleinkommen
16
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Theorie
10
Theory
10
Börsenkurs
6
Share price
6
Estimation theory
5
Risikoprämie
5
Risk premium
5
Schätztheorie
5
Portfolio selection
4
Portfolio-Management
4
Predictive regression
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Currency derivative
3
Währungsderivat
3
Aktienmarkt
2
Bank risk
2
Bankrisiko
2
Bias
2
Capital market returns
2
Correlation
2
Forecast
2
Forward premium anomaly
2
Interest rate parity
2
Kapitalmarktrendite
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Baillie, Richard
2
Christiansen, Charlotte
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Amihud, Yakov
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Baur, Dirk G.
1
Blake, David
1
Caporin, Massimiliano
1
Castro, Carlos
1
Chevapatrakul, Thanaset
1
Cho, Dooyeon
1
Cook, Douglas O.
1
Diao, Xundi
1
Dimpfl, Thomas
1
Ferrari, Stijn
1
Harvey, Campbell R.
1
Hirk, Rainer
1
Hornik, Kurt
1
Huang, Dengshi
1
Hurvich, Clifford M.
1
Javed, Farrukh
1
Jayetileke, Harshanie L.
1
Jung, Robert
1
Kieschnick, Robert L.
1
Kim, Jae H.
1
Kim, Kun Ho
1
Li, Ming-yuan Leon
1
Linh Hoang Nguyen
1
Liu, Li
1
Liu, Wei
1
Long, Wei
1
Lunde, Asger
1
Luo, Fuyan
1
Ma, Feng
1
Maio, Paulo
1
Maynard, Alex
1
McCullough, Bruce D.
1
Miu, Peter
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
454
Economics letters
208
Econometric theory
156
Applied economics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Journal of the American Statistical Association : JASA
106
Applied economics letters
104
Econometric reviews
104
Economic modelling
91
International journal of forecasting
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
The econometrics journal
79
European journal of operational research : EJOR
72
Energy economics
64
Journal of forecasting
57
Finance research letters
55
Journal of applied econometrics
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Journal of risk and financial management : JRFM
50
Computational economics
42
Oxford bulletin of economics and statistics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Insurance / Mathematics & economics
38
Journal of business research : JBR
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
The empirical economics letters : a monthly international journal of economics
38
Econometrics : open access journal
36
International review of economics & finance : IREF
36
Risks : open access journal
36
Cogent economics & finance
34
International review of financial analysis
34
Journal of banking & finance
30
Research in international business and finance
30
Tourism economics : the business and finance of tourism and recreation
30
The North American journal of economics and finance : a journal of financial economics studies
29
Agricultural economics : the journal of the International Association of Agricultural Economists
28
Managerial finance
28
Regional science & urban economics
28
Statistical papers
28
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
31
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Do as they say or do as they do? : uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
Renz, Franziska M.
;
Vogel, Julian U. N.
;
Xie, Feixue
- In:
Journal of empirical finance
72
(
2023
),
pp. 410-420
Persistent link: https://www.econbiz.de/10014476870
Saved in:
2
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
3
A corporate credit rating model with autoregressive errors
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
- In:
Journal of empirical finance
69
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013478530
Saved in:
4
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:
5
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:
6
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:
7
Is the presidential premium spurious?
Sy, Oumar
;
Al Zaman, Ashraf
- In:
Journal of empirical finance
56
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012430413
Saved in:
8
Investigating tail-risk dependence in the cryptocurrency markets : a LASSO quantile regression approach
Linh Hoang Nguyen
;
Chevapatrakul, Thanaset
;
Yao, Kai
- In:
Journal of empirical finance
58
(
2020
),
pp. 333-355
Persistent link: https://www.econbiz.de/10012430704
Saved in:
9
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:
10
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
11
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
12
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
13
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
Saved in:
14
Analysis of earnings management influence on the investment efficiency of listed Chinese companies
Shen, Chung-hua
;
Luo, Fuyan
;
Huang, Dengshi
- In:
Journal of empirical finance
34
(
2015
),
pp. 60-78
Persistent link: https://www.econbiz.de/10011557065
Saved in:
15
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
16
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
17
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
18
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
19
Measuring and testing for the systemically important financial institutions
Castro, Carlos
;
Ferrari, Stijn
- In:
Journal of empirical finance
25
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010462114
Saved in:
20
Predictive regression : an improved augmented regression method
Kim, Jae H.
- In:
Journal of empirical finance
26
(
2014
),
pp. 13-25
Persistent link: https://www.econbiz.de/10010472013
Saved in:
21
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
22
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G.
;
Dimpfl, Thomas
;
Jung, Robert
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 254-265
Persistent link: https://www.econbiz.de/10009615707
Saved in:
23
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon
;
Miu, Peter
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
Saved in:
24
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
25
Improvement in finite sample properties of the HansenJagannathan distance test
Ren, Yun
;
Shimotsu, Katsumi
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10003856829
Saved in:
26
Regression analysis of proportions in finance with self selection
Cook, Douglas O.
;
Kieschnick, Robert L.
;
McCullough, …
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 860-867
Persistent link: https://www.econbiz.de/10003776386
Saved in:
27
Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei
;
Maynard, Alex
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
Saved in:
28
Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Perron, Pierre
;
Vodounou, Cosmé
- In:
Journal of empirical finance
11
(
2004
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10001981312
Saved in:
29
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
;
Swinkels, Laurens
;
Verbeek, Marno
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 461-481
Persistent link: https://www.econbiz.de/10002145197
Saved in:
30
The specification of conditional expectations
Harvey, Campbell R.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 573-637
Persistent link: https://www.econbiz.de/10001655355
Saved in:
31
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 121-152
Persistent link: https://www.econbiz.de/10001426329
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->