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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of economic theory"
~isPartOf:"Southern economic journal"
~subject:"Asymmetric information"
~subject:"CAPM"
~subject:"Estimation"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Asymmetric information
CAPM
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United States
Theorie
7,033
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524
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524
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436
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376
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375
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342
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304
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301
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281
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276
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Li, Kai
5
Bidarkota, Prasad V.
4
Challe, Edouard
4
Clark, Todd E.
4
Detemple, Jérôme B.
4
Hommes, Cars H.
4
Hull, John
4
Ireland, Peter N.
4
Pesaran, M. Hashem
4
Serletis, Apostolos
4
Bollerslev, Tim
3
Brock, William A.
3
Duffie, Darrell
3
Franses, Philip Hans
3
Hautsch, Nikolaus
3
He, Xue-zhong
3
Heer, Burkhard
3
Hens, Thorsten
3
Jarrow, Robert A.
3
Kilian, Lutz
3
Langot, François
3
Lioui, Abraham
3
Lucas, André
3
Lucas, Deborah J.
3
Malley, James R.
3
Marcellino, Massimiliano
3
McCulloch, J. Huston
3
Nielsen, Lars Tyge
3
Phillips, Peter C. B.
3
Psaradakis, Zacharias G.
3
Rahi, Rohit
3
Shibata, Takashi
3
Sola, Martin
3
Vives, Xavier
3
Wen, Yi
3
White, Alan
3
Agarwal, Vikas
2
Aguiar-Conraria, Luís
2
Ahn, Hie Joo
2
Akdeniz, Levent
2
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Conference in Honor of Trumen F. Bewley on Incompleteness and Uncertainty in Economics <2009, Austin, Tex.>
1
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Journal of financial and quantitative analysis : JFQA
Discussion paper
Journal of applied econometrics
Journal of economic dynamics & control
Journal of economic theory
Southern economic journal
Economics letters
523
Applied economics
459
European journal of operational research : EJOR
426
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386
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379
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367
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352
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312
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306
American journal of agricultural economics
296
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293
Applied economics letters
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266
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264
Journal of political economy
243
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European economic review : EER
222
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218
Journal of economic behavior & organization : JEBO
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
214
Computers & operations research : and their applications to problems of world concern ; an international journal
213
Management science : journal of the Institute for Operations Research and the Management Sciences
206
Journal of empirical finance
196
International review of economics & finance : IREF
193
International economic review
184
Economic theory : official journal of the Society for the Advancement of Economic Theory
183
Journal of public economics
175
Economic inquiry : journal of the Western Economic Association International
171
Finance research letters
170
Journal of urban economics
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
Macroeconomic dynamics
164
The journal of futures markets
163
International journal of production research
160
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ECONIS (ZBW)
1,141
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
3
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
4
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
5
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
6
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
7
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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8
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
9
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
10
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
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