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accessRights:"restricted"
subject:"Capital income"
~person:"Li, Xiao"
~person:"Todorov, Viktor"
~type:"article"
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Capital income
Estimation
27
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27
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18
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18
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Li, Xiao
Todorov, Viktor
Gupta, Rangan
50
Zaremba, Adam
50
Wang, Yudong
17
Wohar, Mark E.
17
Ma, Feng
16
McMillan, David G.
15
Tiwari, Aviral Kumar
15
Zhang, Yaojie
15
Long, Huaigang
14
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13
Narayan, Paresh Kumar
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12
Pierdzioch, Christian
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11
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11
Bollerslev, Tim
10
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10
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10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Demirer, Rıza
9
Jawadi, Fredj
9
Li, Bin
9
Nonejad, Nima
9
Salisu, Afees A.
9
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9
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9
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9
Umutlu, Mehmet
8
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7
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7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
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7
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7
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5
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4
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2
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2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
20
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
When stock return synchronicity meets investor sentiment
Li, Xiao
;
Xing, Yao
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472447
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Understanding short-term price pressure from index reconstitutions : evidence from the CSI 300
Chu, Gang
;
Goodell, John W.
;
Li, Xiao
;
Zhang, Yongjie
- In:
Accounting and finance
63
(
2023
)
2
,
pp. 2421-2440
Persistent link: https://www.econbiz.de/10014302097
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
Investor attention shocks and stock co-movement : substitution or reinforcement?
Hu, Yitong
;
Li, Xiao
;
Goodell, John W.
;
Shen, Dehua
- In:
International review of financial analysis
73
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803443
Saved in:
8
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
9
Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Li, Xiao
- In:
Finance research letters
38
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012485085
Saved in:
10
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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