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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:"Asai, Manuabu"
~person:"Bae, Joon Woo"
~person:"Bali, Turan G."
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Capital income
Estimation
4
Kapitaleinkommen
4
Schätzung
4
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
1996-2009
1
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital market returns
1
Devisenmarkt
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Forecast
1
Foreign exchange market
1
Information dissemination
1
Informationsverbreitung
1
Kapitalmarktrendite
1
Prognose
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Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Share price
1
Welt
1
World
1
and expected stock returns
1
buying intensity
1
conditional capital asset pricing model
1
currency information
1
dynamic conditional beta
1
foreign operations
1
investor attention
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market efficiency
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Asai, Manuabu
Bae, Joon Woo
Bali, Turan G.
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
Cen, Ling
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
2
Timmermann, Allan
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Tu, Jun
2
Wei, K. C. John
2
Wisniewski, Tomasz Piotr
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Allen, David E.
1
Anagnostopoulos, Alexios
1
Andrei, Daniel
1
Asai, Manabu
1
Atesagaoglu, Orhan Erem
1
Attanasio, Orazio P.
1
Baillie, Richard
1
Bakshi, Gurdip S.
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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
Georgetown McDonough School of Business Research Paper
4
Journal of financial economics
3
Journal of financial and quantitative analysis : JFQA
2
China finance review international
1
Finance and economics discussion series
1
Financial management
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Research paper series / Swiss Finance Institute
1
The journal of business : B
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ECONIS (ZBW)
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1
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
2
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
3
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
4
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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