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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cho, Hoon"
~person:"Pelger, Markus"
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Kapitaleinkommen
Capital income
4
Estimation
4
Schätzung
4
Börsenkurs
3
Share price
3
Anlageverhalten
2
Behavioural finance
2
CAPM
2
High-dimensional data
2
PCA
2
Theorie
2
Theory
2
Aktienmarkt
1
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Anomalies
1
Approximate factor model
1
Arbitrageur
1
Behavioral finance
1
Conditional stock returns
1
Cross section of returns
1
Earnings announcement return
1
Expected returns
1
Factor analysis
1
Faktorenanalyse
1
Firm characteristics
1
Firm-specific investor sentiment
1
Gewinn
1
High-frequency data
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Inflation expectations
1
Inflationserwartung
1
Investor sentiment
1
Jumps
1
Latent factor model
1
Latent factors
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Martingal
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Cho, Hoon
Pelger, Markus
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Paolella, Marc S.
3
Tauchen, George Eugene
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Xiu, Dacheng
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Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
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Asai, Manabu
2
Aït-Sahalia, Yacine
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Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
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Li, Jia
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Li, Yingying
2
McAleer, Michael
2
Meddahi, Nour
2
Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
2
Pierdzioch, Christian
2
Polak, Pawel
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Ur Rehman, Mobeen
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Wohar, Mark E.
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Xuan Vinh Vo
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Zaremba, Adam
2
Zhang, Weiguo
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Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
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Al-Jarrah, Idries Mohammad Wanas
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Swiss Finance Institute Research Paper
1
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ECONIS (ZBW)
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Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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3
Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
Saved in:
4
Firm-specific investor sentiment and daily stock returns
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012204504
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