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~subject:"Capital income"
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Capital income
Theorie
1,510
Theory
1,510
Estimation
430
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430
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220
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218
Portfolio selection
203
Portfolio-Management
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Grobys, Klaus
4
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2
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Applied economics
NBER working paper series
273
Journal of banking & finance
247
Working paper / National Bureau of Economic Research, Inc.
241
Journal of financial economics
232
NBER Working Paper
208
Finance research letters
179
Journal of empirical finance
175
International review of financial analysis
158
The journal of finance : the journal of the American Finance Association
119
The review of financial studies
103
International review of economics & finance : IREF
99
The European journal of finance
99
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Discussion paper / Centre for Economic Policy Research
87
The journal of asset management
87
The North American journal of economics and finance : a journal of financial economics studies
86
Journal of financial and quantitative analysis : JFQA
84
Review of quantitative finance and accounting
81
Applied economics letters
78
Economics letters
76
Pacific-Basin finance journal
74
Journal of risk and financial management : JRFM
73
Journal of econometrics
71
Research in international business and finance
71
Research paper series / Swiss Finance Institute
71
Applied financial economics
70
Journal of international financial markets, institutions & money
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of economic dynamics & control
66
Journal of financial markets
63
Economic modelling
61
International journal of forecasting
56
Financial markets and portfolio management
55
Journal of forecasting
55
Journal of international money and finance
52
Journal of investment management : JOIM
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Quantitative finance
52
The journal of portfolio management : a publication of Institutional Investor
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
2
Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Todorovic, …
- In:
Applied economics
56
(
2024
)
11
,
pp. 1268-1282
Persistent link: https://www.econbiz.de/10014470970
Saved in:
3
Are active individual investors in mutual funds momentums or contrarians?
Wu, Yanran
;
Li, Zhongtai
- In:
Applied economics
56
(
2024
)
13
,
pp. 1489-1508
Persistent link: https://www.econbiz.de/10014471114
Saved in:
4
Attention allocation and return comovement when trading on smartphones : evidence from China
Li, Zhuolei
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Applied economics
56
(
2024
)
25
,
pp. 3011-3031
Persistent link: https://www.econbiz.de/10014526562
Saved in:
5
Choosing factors : the international evidence
Grobys, Klaus
;
Kolari, James W.
- In:
Applied economics
54
(
2022
)
6
,
pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
Saved in:
6
Internal relevance between analysts' forecasts and target prices : informativeness and investment value
Li, Tao
;
Nan, Wenxiu
;
Sultan, Jahangir
- In:
Applied economics
55
(
2023
)
42
,
pp. 4890-4910
Persistent link: https://www.econbiz.de/10014334844
Saved in:
7
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
8
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
Saved in:
9
Long-term reversal and value effects : the role of liquidity risk
Zhu, Shunwei
;
Liu, Hailong
;
Boryniec, Thomas
- In:
Applied economics
55
(
2023
)
14
,
pp. 1546-1566
Persistent link: https://www.econbiz.de/10013554947
Saved in:
10
Fractional non-diversifiable risk and stock market returns
Park, Keehwan
;
Fang, Zhongzheng
- In:
Applied economics
53
(
2021
)
5
,
pp. 575-594
Persistent link: https://www.econbiz.de/10012416076
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