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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Baltussen, Guido"
~person:"Huang, Shiyang"
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Kapitaleinkommen
Capital income
4
Estimation
4
Schätzung
4
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3
Prognoseverfahren
3
Aktienmarkt
2
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2
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52-week high
1
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Capital market returns
1
Cross-firm return predictability
1
Customer momentum
1
Derivat
1
Derivative
1
Economically linked firms
1
Exchange-traded funds (ETFs)
1
Futures trading
1
Hedging
1
Hedging demand
1
Index derivative
1
Indexderivat
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Indexing
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Information behaviour
1
Informationsverhalten
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Investor inattention
1
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1
Momentum spillovers
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Baltussen, Guido
Huang, Shiyang
Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Mazouz, Khelifa
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Vivek Singh
3
Bakshi, Gurdip S.
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Hur, Jungshik
2
Jawadi, Fredj
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Lucey, Brian M.
2
Malik, Farooq
2
McMillan, David G.
2
Novy-Marx, Robert
2
Paye, Bradley S.
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Power, David M.
2
Pruitt, Seth
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Santa-Clara, Pedro
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Scaillet, Olivier
2
Schneider, Paul
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Stambaugh, Robert F.
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Steeley, James M.
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Valkanov, Rossen I.
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Weber, Michael
2
Xiang, Hong
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Applied financial economics
Journal of financial economics
Review of quantitative finance and accounting
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
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ECONIS (ZBW)
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A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
Saved in:
2
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
Saved in:
3
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
4
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
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