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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working paper"
~person:"Andrei, Daniel"
~person:"Asai, Manabu"
~person:"Cen, Ling"
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Capital income
Estimation
5
Schätzung
5
Kapitaleinkommen
4
Börsenkurs
3
Capital market returns
3
Kapitalmarktrendite
3
Share price
3
Theorie
3
Theory
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Anlageverhalten
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Behavioural finance
2
Forecasting model
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Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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disagreement
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1999-2007
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2000-2010
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Information behaviour
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Portfolio-Management
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Risikomaß
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Risk measure
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Statistical distribution
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asset pricing
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breadth of ownership
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cross section of stock returns
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cross-sectional stock returns
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Andrei, Daniel
Asai, Manabu
Cen, Ling
Bohl, Martin T.
9
Guo, Hui
4
McAleer, Michael
4
Białkowski, Je̜drzej
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Savickas, Robert
3
Yang, Liyan
3
Zhou, Guofu
3
Bali, Turan G.
2
Da, Zhi
2
Guidolin, Massimo
2
Hasler, Michael
2
Kapetanios, George
2
Kayal, Parthajit
2
Massa, Massimo
2
Massacci, Daniele
2
Neely, Christopher J.
2
Orłowski, Piotr
2
Raunig, Burkhard
2
Skiadopoulos, George
2
Tang, Yi
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Timmermann, Allan
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Tu, Jun
2
Wei, K. C. John
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Wisniewski, Tomasz Piotr
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Agarwal, Ashish
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Agarwal, Sumit
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Ahmed, Anwer S.
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Allen, David E.
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Asai, Manuabu
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Atesagaoglu, Orhan Erem
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Attanasio, Orazio P.
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Bae, Joon Woo
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Baillie, Richard
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University of Canterbury / Dept. of Economics and Finance
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Econometrics : open access journal
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
Saved in:
2
Disagreement, underreaction, and stock returns
Cen, Ling
;
Wei, K. C. John
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898
Saved in:
3
Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling
;
Lu, Hai
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
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