Stirling, Scotland FK9 4LA
University of Stirling
in Total Papers Downloads
in Total Papers Citations
citation analysis, diversification, ethical investment, literature review, socially responsible investment, research methods, research synthesis
Non-linearities, regime switching, threshold predictive regressions, forecasting, predictability in financial returns
Long-Run Value Premium, Cointegration, Interest Rates, Variance Decomposition
stock market returns, STAR, switching models, forecasting
regime switching, threshold, smooth transition, predictive regressions, forecasting
Stock Returns, Predictability, Time-Variation, Dividend Growth, Panel
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: FMII.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Stock Returns, Predictability, Time‐Variation, Dividend Growth, Panel
Dividend Yield, Returns Predictability, Forecasting, Time-Varying ESTR Model
Asymmetry, Consecutive returns, Holding period
Stock Prices, Commodity Prices, Forecasting, Rolling
House Prices, Stock Prices, ESTR Model, Credit Effect
Stock Prices, Fundamentals, Bubbles, GDP, Cointegration
Dividend Yield, Returns Predictability, Forecasting, Backward Recursion
Stock Returns, Money Supply, Predictability, Asset Price Movement, Forecasting
Temperature, CO2, Stationarity, VAR
Value premium, value stocks, growth stocks, equity style
Short-sale constraints, Short-selling, Arbitrage, Mispricing
Inflation, Unofficial inflation, hidden inflation, inflation weights, poverty
Stock Returns, Predictability, Time-Variation, State Space, Dividend Growth, Consumption Growth, Asset Price Movement
Stock Returns, FED Model, Rolling Regression, Forecasting, Market Timing, Inflation
File name: jbfa.
File name: irfi.
File name: manc.
File name: jbfa.
File name: boer.
File name: manc2281.
File name: j-9957.
Stocks, Return, Risk, Volatility, Quantile, Bull v’s Bear, Index, Firm-Level
Stock Returns, Predictability, Firm-Level, Asset Pricing, Output
Stock Market Factors, GDP Growth, Predictability, Asset Pricing
Five-Factor Model, Momentum, Volatility, Time-Variation, Expected Returns
Feedback trading, High-frequency trading, Cross-listing, Spillover, Volatility, Liquidity
Wavelet; De-noising; Volatility; Forecasting, Value-at-Risk
Stock Returns, Predictability, Inflation, Threshold, Forecasting
Banks, Risk, Earnings, Volatility, Risk-Return, Complex, Prospect Theory, Market Structure, Sharpe Ratio
Stock Markets, Correlations, Firm-Level, Sectors, Time-Varying
Spillovers, Exchange Rates, Stock Returns, Volatility, Commodity Markets, Turkey
Stock Returns, Predictability, Forecasting, Combinations
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2790900.
dynamic linkages, credit risk, money market, derivatives market
Stock Returns, Predictability, Global Information, Principal Components, Forecasting
Banks, Market Structure, Profit Persistence, Risk
Stock Returns, Dividend Yield, Forecasting, Rolling Regressions
File name: OBES.
Credit crunch, insider trading, market efficiency
exchange rates, common volatility, co-movement, correlation, multivariate GARCH
bibliometrics, citation analysis, ethical investing, research policy, scientometrics
Volatility, Long Memory, Structural Breaks, Time-Varying Unconditional Variance
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