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Year of publication
Subject
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Factor analysis 5,342 Faktorenanalyse 4,998 Theorie 1,570 Theory 1,560 Schätzung 1,225 Estimation 1,212 factor analysis 1,084 Prognoseverfahren 887 Forecasting model 885 Zeitreihenanalyse 690 Time series analysis 689 Estimation theory 496 Schätztheorie 495 Portfolio selection 419 Portfolio-Management 419 CAPM 416 Capital income 353 Kapitaleinkommen 353 USA 325 United States 319 Frühindikator 306 Leading indicator 306 Consumer behaviour 279 Panel 271 Konsumentenverhalten 265 Panel study 265 Economic forecast 254 Wirtschaftsprognose 254 India 238 Volatility 228 Volatilität 228 Indien 220 Welt 220 World 219 Business cycle 217 Konjunktur 216 Regression analysis 208 Regressionsanalyse 205 Strukturgleichungsmodell 203 Deutschland 202
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Online availability
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Free 2,485 Undetermined 2,024 CC license 129
Type of publication
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Article 3,897 Book / Working Paper 2,473 Other 9
Type of publication (narrower categories)
All
Article in journal 2,913 Aufsatz in Zeitschrift 2,913 Working Paper 1,060 Graue Literatur 1,028 Non-commercial literature 1,028 Arbeitspapier 981 Aufsatz im Buch 185 Book section 185 research-article 157 Hochschulschrift 137 Thesis 99 Article 70 Conference paper 19 Konferenzbeitrag 19 Dissertation u.a. Prüfungsschriften 16 Collection of articles of several authors 14 Sammelwerk 14 Lehrbuch 13 Collection of articles written by one author 12 Sammlung 12 Aufsatzsammlung 11 Bibliografie enthalten 11 Bibliography included 11 Case study 11 Fallstudie 11 review-article 10 Reprint 9 Textbook 8 Amtsdruckschrift 7 Government document 7 Konferenzschrift 7 review 4 Conference Paper 3 Congress Report 3 Einführung 3 Forschungsbericht 3 Mikroform 3 case-report 3 Research Report 2 conceptual-paper 2
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Language
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English 5,374 Undetermined 705 German 221 Spanish 35 French 11 Russian 11 Portuguese 7 Italian 5 Polish 5 Serbian 3 Slovak 2 Czech 1 Croatian 1 Hungarian 1 Japanese 1 Kazakh 1 Slovenian 1
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Author
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Pesaran, M. Hashem 59 Marcellino, Massimiliano 53 Kapetanios, George 51 Bai, Jushan 41 Koopman, Siem Jan 41 Barigozzi, Matteo 38 Härdle, Wolfgang 38 Schumacher, Christian 38 Eickmeier, Sandra 37 Hallin, Marc 28 Luciani, Matteo 27 Ng, Serena 26 Chudik, Alexander 25 Lippi, Marco 24 Giannone, Domenico 23 Fan, Jianqing 22 Yamagata, Takashi 22 Gagliardini, Patrick 21 Breitung, Jörg 19 Scaillet, Olivier 19 Forni, Mario 18 Modugno, Michele 17 Doz, Catherine 16 Liao, Yuan 16 Poncela, Pilar 16 Zaffaroni, Paolo 16 Heckman, James J. 15 Kim, Hyeongwoo 15 Lucas, André 15 Ruiz, Esther 15 Zeileis, Achim 15 Han, Xu 14 Tatahi, Motasam 14 Xiu, Dacheng 14 D'Agostino, Antonello 13 Giovannelli, Alessandro 13 Jacobs, Jan 13 Korobilis, Dimitris 13 Li, Kunpeng 13 McAleer, Michael 13
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Institution
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International Monetary Fund (IMF) 48 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 44 National Bureau of Economic Research 28 EconWPA 7 Institute for the Study of Labor (IZA) 6 International Monetary Fund 6 C.E.P.R. Discussion Papers 5 London School of Economics (LSE) 5 Queen Mary College / Department of Economics 4 School of Economics and Management, University of Aarhus 4 Agricultural and Applied Economics Association - AAEA 3 Banca d'Italia 3 Erasmus University Rotterdam, Econometric Institute 3 European Association of Agricultural Economists - EAAE 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Industrial Relations Section, Department of Economics 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Society for Computational Economics - SCE 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Tinbergen Instituut 3 Australian Agricultural and Resource Economics Society - AARES 2 Centre for Economic Performance, LSE 2 Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 2 Department of Economics, Boston College 2 Department of Economics, University of Oregon 2 Deutsche Bundesbank 2 Division of Economics, Nanyang Technological University 2 Economics Department, European Investment Bank (EIB) 2 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 2 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. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 European Central Bank 2 European Commission / Directorate-General for Economic and Financial Affairs 2 European University Institute / Department of Economics 2 European University Institute / Department of Law 2 Fondazione ENI Enrico Mattei (FEEM) 2 Graduate School of Management, St. Petersburg State University 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 International Food Policy Research Institute (IFPRI) 2
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Published in...
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Journal of econometrics 130 Psychometrika 106 International journal of forecasting 71 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 70 Economics letters 49 IMF Working Papers 45 MPRA Paper 43 Working paper 43 Discussion paper / Tinbergen Institute 37 Global business review 32 Journal of applied econometrics 31 Journal of forecasting 31 Economic modelling 28 Journal of financial econometrics 28 NBER working paper series 28 SFB 649 discussion paper 27 CESifo working papers 26 Discussion paper / Centre for Economic Policy Research 25 CREATES research paper 24 NBER Working Paper 24 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 23 Working paper series / European Central Bank 23 Econometric reviews 22 Working paper / National Bureau of Economic Research, Inc. 22 Asian Agricultural Research 20 Journal of financial economics 20 Organizational research methods : ORM 20 Total quality management & business excellence 20 Applied economics letters 19 IMF working papers 19 Journal of banking & finance 19 Journal of business research : JBR 19 Discussion paper / Deutsche Bundesbank 18 Discussion paper series / IZA 18 Discussion papers / CEPR 18 Dynamic factor models 18 Finance research letters 18 Cambridge working papers in economics 17 Applied economics 16 CEMMAP working papers / Centre for Microdata Methods and Practice 16
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Source
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ECONIS (ZBW) 5,164 RePEc 783 Other ZBW resources 189 EconStor 155 USB Cologne (EcoSocSci) 55 BASE 33
Showing 1 - 50 of 6,379
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Translation and validation of a team viability scale for Peruvian workers
Pilco-Pezo, Josue; Paredes-Saavedra, Maribel; … - In: Administrative Sciences : open access journal 15 (2025) 3, pp. 1-10
Background: Team viability, understood as the ability to adapt and collaborate effectively over time, is a key concept in organizational literature. In Peru, where changes are constant, culturally adapted tools are needed for its measurement. Objective: To translate and validate a team viability...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398655
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Helpless rich data : the effect of financial openness with dimensionality reduction
Cha, H. E.; Wang, Doo Kyun; Berg-Ridenour, Sherryl - In: Economies : open access journal 13 (2025) 3, pp. 1-23
The literature on financial openness is rich, yet the selection of a suitable financial index remains a challenge. In this paper, Principal Component Analysis (PCA) and Factor Analysis (FA) are utilized to reduce the dimensionality of five publicly available financial openness indices. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337750
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Air pollution and migration in European cities
Jakub, Vontroba; Daniel, Pakši; Vojtěch, Koňařík - In: Národohospodářský obzor : časopis věnovaný … 25 (2025) 1, pp. 1-14
This article aims to provide new and robust evidence of the effect of air pollution on migration at the level of 70 European cities in the period 2004-2019. We use factor and regression analysis and panel data conducted from Eurobarometer, Eurostat, national statistical offices, and the European...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461354
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Factor structure of Green, Grey, and Red EU securities
Kottas, Ferdinantos - In: Risks : open access journal 13 (2025) 9, pp. 1-25
This study examined the factor structure of Green, Grey, and Red EU securities using extended asset pricing models built on the Fama–French and Carhart frameworks. The findings show improved return predictability and consistently negative risk-adjusted alpha across categories post-Global...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467471
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Symmetric positive semi-definite Fourier estimator of spot covariance matrix with high frequency data
Akahori, Jiro; Kambara, Reika; Liu, Nien-Lin; Mancino, … - In: Risks : open access journal 13 (2025) 10, pp. 1-30
This paper proposes a nonparametric estimator of the spot volatility matrix with high-frequency data. Our newly proposed Positive Definite Fourier (PDF) estimator produces symmetric positive semi-definite estimates and is consistent with a suitable choice of the localizing kernel. The PDF...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492652
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A study on fuzzy-AHP analysis for carbon neutrality in container terminals in Korea
Kim, Hyun-Woo; Choi, Yong Seok; Lee, Jae Eun - In: The Asian Journal of Shipping and Logistics 41 (2025) 2, pp. 90-98
The purpose of this study was to investigate the relative importance of determinants that should be considered first in order for container terminals to realize carbon neutrality and become an eco-friendly port. Three upper determinants and 12 lower determinants were derived through the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436363
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Perception of Indian customers towards e-service quality and its effect on consumer happiness, retention, and loyalty
Bhattacharya, Ipsha; Mulay, Rahul - In: Cogent business & management 11 (2024) 1, pp. 1-15
This study aims to understand the attributes of electronic service quality and tries to build the connection between the quality of electronic service, the happiness of consumers, their retention, and loyalty in the context of the consumer e-commerce industry in India. The attributes chosen to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448949
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The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 335-340
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014496302
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Sustainable fashion choices : exploring European consumer motivations behind second-hand clothing purchases
Halicki, Daniel; Zaborek, Piotr; Meylan, Grégoire - In: Administrative Sciences : open access journal 14 (2024) 8, pp. 1-24
The second-hand clothing (SHC) market has seen dynamic expansion, driven by shifts in consumer attitudes. However, motivations underlying customer engagement in this market remain largely unexplored. Accordingly, this study investigates factors driving consumer sentiment towards buying used...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071571
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Exploring temporal stability in travel attitudes
Mulley, Corinne; Van Acker, Veronique - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015125237
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Identifying the prevalence of destructive leadership behavior and its determinants in northwest Ethiopia
Mebratie, Eshetu; Shanbel, Birhanu - In: Cogent business & management 11 (2024) 1, pp. 1-17
Destructive leadership behaviors and their effects on the organization have received little attention in terms of research & theory development. As a result, the purpose of this article is to investigate the prevalence and determinants of destructive leadership behavior from the quantitative...
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The satisfaction of healthcare consumers : analysis and comparison of different methodologies
Vieira, Inês; Ferreira, Diogo R.; Pedro, Maria Isabel - In: International transactions in operational research : a … 30 (2023) 1, pp. 545-571
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ICT usage intensity in the Hungarian corporate sector : stylised facts on microdata
Berki, Tamás - 2023
In this paper, we investigate the information and communication technology (ICT) usage patterns of Hungarian companies, relying on a company-level questionnaire survey conducted in 2020, and combining it with data from corporate annual reports. Our main objective is to construct an index of ICT...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014464245
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Demographic factors and customers' bank choice criteria
Schmidt-Jessa, Katarzyna - In: Central European economic journal 10 (2023) 57, pp. 237-253
The main objective of the presented research is to verify the influence of demographic factors on retail customers’ bank selection criteria in Poland. We compiled descriptive and inferential statistics and did factor analysis using Principal Component Analysis. Our dataset is based on a sample...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014445082
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A comparative analysis of the principal component method and parallel analysis in working with official statistical data
Holubova, Halyna - In: Statistics in transition : an international journal of … 24 (2023) 1, pp. 199-212
The dynamic development of the digitized society generates large-scale information data flows. Therefore, data need to be compressed in a way allowing its content to remain complete and informative. In order for the above to be achieved, it is advisable to use the principal component method...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015051737
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Let the market speak: using interest rates to identify the Fed information effect
Zhu, Linyan - 2023 - Revised: February 20, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014381619
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Exploring stability in travel attitudes : evidence from a repeated crosssectional study in Sydney, Australia
Van Acker, Veronique; Mulley, Corinne - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014322383
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Is there more to compensation than money? : the empirical study of dimensionality of the total rewards model and its implications for entrepreneurship
Kulikowski, Konrad; Sedlak, Piotr - In: Entrepreneurial business and economics review : EBER 11 (2023) 3, pp. 77-91
Objective: We aim to verify the dimensionality of the total rewards (TR) model, the idea that employees' compensations do not consist only of money but encompass all financial and non-financial values that employees received from their work. Research Design & Methods: Drawing inspirations from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014429168
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Foreign direct investment : robustness analysis of an attractiveness index
Zambujal-Oliveira, João; Amaral, José - In: International transactions in operational research : a … 30 (2023) 5, pp. 2595-2619
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014261140
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Factor analysis of the efficiency of Russian oil and gas companies
Borodin, Alex; Mityushina, Irina; Harputlu, Mustafa; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 172-188
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Determination of the importance of job offer characteristics by students of economic studies : factor analysis
Wronowska, Gabriela - In: Ekonomia i prawo 22 (2023) 4, pp. 861-886
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015094965
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Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index
Joaqui-Barandica, Orlando; Osorio-Vanegas, Brayan; … - In: Journal of Economics, Finance and Administrative Science 30 (2025) 59, pp. 41-60
Purpose - This study aims to explore the asymmetric effects of macroeconomic factors on the profitability of large-cap companies in an emerging country like Colombia, using the Morgan Stanley Capital International (MSCI) Colombia index as the basis. Design/methodology/approach We employ a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015414347
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Translation and validation of a team viability scale for Peruvian workers
Pilco-Pezo, Josue; Paredes-Saavedra, Maribel; … - In: Administrative Sciences 15 (2025) 3, pp. 1-10
Background: Team viability, understood as the ability to adapt and collaborate effectively over time, is a key concept in organizational literature. In Peru, where changes are constant, culturally adapted tools are needed for its measurement. Objective: To translate and validate a team viability...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015424799
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Accounting for intergenerational educational immobility in low- and middle-income countries
Könings, Fabian; Schwab, Jakob - 2025
This study investigates intergenerational educational immobility and its transmission channels in four developing countries: Ethiopia, India, Peru, and Vietnam. From data elicited throughout children's childhood, we extract latent factors of children's attributes and their environments. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015444371
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Validation and measurement invariance of the German and Spanish gender bias scale for women leaders
Algner, Mona; Fay, Doris; Lorenz, Timo - In: Journal of business and psychology 40 (2025) 1, pp. 155-178
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339694
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Bootstrap inference for group factor models
Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339830
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Measuring consumer perceptions towards S-commerce : scale development and validation
Vij, Sandeep; Kaur, Balpreet - In: Rajagiri management journal 19 (2025) 1, pp. 30-43
Purpose - This paper aims to develop and validate a comprehensive scale for measuring consumer perceptions towards social commerce (S-Commerce). With the growing prominence of social media platforms in electronic commerce (e-commerce), understanding consumer perceptions and attitudes is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357639
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Optimal maximin GMM tests for sphericity in latent factor analysis of short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358019
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Tracking economic activity with alternative high-frequency data
Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - In: Journal of applied econometrics 40 (2025) 3, pp. 270-290
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372760
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Observation-driven hierarchical density models for missing data imputation
Khanna, Yonas; Lucas, André - 2025
We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel data. The model exploits both serial and cross-sectional information in the data and can easily cope with time-variation in conditional means and variances, as well as with either...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373862
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Predictor preselection for mixed-frequency dynamic factor models : a simulation study with an empirical application to GDP nowcasting
Franjic, Domenic; Schweikert, Karsten - In: Journal of forecasting 44 (2025) 2, pp. 255-269
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374018
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A multiple factor analysis and hierarchical clustering of global logistics governance and development
Visbal-Cadavid, Delimiro; Delahoz-Domínguez, Enrique; … - 2025
This study integrates the Logistics Performance Index (LPI), Worldwide Governance Indicators (WGI), and Human Development Index (HDI) through Multiple Factor Analysis (MFA) and hierarchical clustering to create a comprehensive perspective on global development. By clustering countries based on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015420463
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Forecasting asset returns using Nelson-Siegel factors estimated from the US yield curve
Guidolin, Massimo; Ionta, Serena - In: Econometrics : open access journal 13 (2025) 2, pp. 1-36
This paper explores the hypothesis that the returns of asset classes can be predicted using common, systematic risk factors represented by the level, slope, and curvature of the US interest rate term structure. These are extracted using the Nelson-Siegel model, which effectively captures the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437122
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A dynamic factor model of skill formation and mental health : counterfactual analysis of interventions for social mobility
Diaz-Campo, Cecilia S.; Mancino, M. Antonella; Navarro, … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437382
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Localized risk factors : performance differentials between state-level and US factor models
Budras, Oliver; Dierkes, Maik; Sckade, Florian - In: Economic modelling 147 (2025), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015439196
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Does economic uncertainty predict real activity in real time?
Keijsers, Bart; Dijk, Dick van - In: International journal of forecasting 41 (2025) 2, pp. 748-762
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440646
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Taking into account data revisions when nowcasting Romanian GDP
Pleșa, Georgiana; Sîrbu, Dragoș; Tănase, Andrei - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015442221
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A framework for the innovation management capacity : empirical evidence from the Porto Digital cluster in Brazil
Pinto, Sidney de Lima; Muniz, Jorge <Jr.>; Freitas, … - In: Administrative Sciences : open access journal 15 (2025) 5, pp. 1-26
This study develops and validates an innovation management framework based on the integration of dynamic capabilities and multidimensional innovation process factors. A mixed-methods approach was employed, combining a quantitative survey of 267 respondents from the Porto Digital ecosystem with...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406502
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Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index
Joaqui-Barandica, Orlando; Osorio-Vanegas, Brayan; … - In: Journal of economics, finance & administrative science 30 (2025) 59, pp. 41-60
Purpose This study aims to explore the asymmetric effects of macroeconomic factors on the profitability of large-cap companies in an emerging country like Colombia, using the Morgan Stanley Capital International (MSCI) Colombia index as the basis. Design/methodology/approach We employ a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410406
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Analysing decision behavior styles in contingent valuation : the latent class and the factor analysis
Su, Hongyan; He, Jie; Wang, Hua - In: China economic review 90 (2025), pp. 1-21
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Component-based dynamic factor nowcast model
O'Keeffe, Hannah; Petrova, Katerina - 2025
In this paper, we propose a component-based dynamic factor model for nowcasting GDP growth. We combine ideas from "bottom-up" approaches, which utilize the national income accounting identity through modelling and predicting sub-components of GDP, with a dynamic factor (DF) model, which is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015396074
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An agility and performance assessment framework for supply chains using confirmatory factor analysis and structural equation modelling
Nsb, Akhil; Raj, Rohit; Kumar, Vimal; Gangaraju, … - In: Supply chain analytics 9 (2025), pp. 1-16
This study examines the impact of agile practices on supply chain performance measurements in manufacturing firms. Following COVID-19, there have been operational and logistics disruptions in manufacturing firms and supply chains worldwide. We study the link between supply chain performance and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325135
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Forward selection Fama-MacBeth regression with higher-order asset pricing factors
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015417540
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Financial factors influencing investment willingness in environment-friendly business : empirical study on an emerging economy
Ayoungman, Fairtown Zhou; Islam, Md. Shoriful; … - In: Innovation and green development 4 (2025) 1, pp. 1-13
The United Nations established Sustainable Development Goals (SDGs) to address resource depletion, global warming, and other environmental issues caused by profit-driven economic activities. In line with the sustainability mission, this study examines the financial factors influencing the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405050
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Which factors in China? : a pre-registered report
Gharghori, Philip; Nguyen, Annette - In: Pacific-Basin finance journal 91 (2025), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405117
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Eigenvalue tests for the number of latent factors in short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - In: Journal of financial econometrics 23 (2025) 1, pp. 1-41
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339146
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An information-theoretic asset pricing model
Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - In: Journal of financial econometrics 23 (2025) 1, pp. 1-40
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339156
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A sparse approximate factor model for high-dimensional covariance matrix estimation and portfolio selection
Daniele, Maurizio; Pohlmeier, Winfried; Zagidullina, Aygul - In: Journal of financial econometrics 23 (2025) 1, pp. 1-30
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339161
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Asset allocation with factor-based covariance matrices
Conlon, Thomas; Cotter, John; Kynigakis, Iason - In: European journal of operational research : EJOR 325 (2025) 1, pp. 189-203
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433232
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A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015204018
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