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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"ARMA model"
~subject:"Börsenkurs"
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ARMA model
Börsenkurs
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83
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83
Portfolio selection
77
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77
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38
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38
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35
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Fabozzi, Frank J.
Gupta, Rangan
120
Narayan, Paresh Kumar
72
Wohar, Mark E.
56
Zaremba, Adam
56
McMillan, David G.
53
Ryu, Doojin
52
Gil-Alaña, Luis A.
51
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50
Ma, Feng
47
Tiwari, Aviral Kumar
46
Caporale, Guglielmo Maria
41
Faff, Robert W.
40
Hammoudeh, Shawkat
40
Zhang, Wei
36
Xiong, Xiong
35
Chiang, Thomas C.
34
Hassan, M. Kabir
34
Pierdzioch, Christian
34
Blau, Benjamin
32
Bouri, Elie
32
Kim, Jeong-bon
32
Salisu, Afees A.
31
Apergēs, Nikolaos
30
Balcilar, Mehmet
30
Brooks, Robert
30
Chan, Kam C.
30
Corbet, Shaen
30
Ngo, Thanh
30
Xuan Vinh Vo
29
Demirer, Rıza
28
Subrahmanyam, Avanidhar
28
Nguyen, Duc Khuong
27
Plastun, Alex
27
Wong, Wing Keung
27
Frino, Alex
26
Lien, Da-hsiang Donald
26
McAleer, Michael
26
Schiereck, Dirk
26
Bohl, Martin T.
25
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25
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The journal of portfolio management : a publication of Institutional Investor
3
Annals of economics and finance
1
Applied economics letters
1
Applied financial economics
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
European financial management : the journal of the European Financial Management Association
1
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1
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1
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1
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ECONIS (ZBW)
19
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1
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
2
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
3
Sin stocks revisited : resolving the sin stock anomaly
Blitz, David
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
Saved in:
4
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
5
Trade the tweet : social media text mining and sparse matrix factorization for stock market prediction
Sun, Andrew
;
Lachanski, Michael
;
Fabozzi, Frank J.
- In:
International review of financial analysis
48
(
2016
),
pp. 272-281
Persistent link: https://www.econbiz.de/10011624520
Saved in:
6
In search of cash-flow pricing
Fabozzi, Frank J.
;
Chen, K. C.
;
Ma, K. C.
;
West, Jessica
- In:
The journal of financial research
38
(
2015
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10011440767
Saved in:
7
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
8
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
9
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
10
Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.
;
Fung, Chun-yip
;
Lam, Kin
;
Wong, Wing …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
Saved in:
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