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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of empirical finance"
~person:"Cejnek, Georg"
~person:"Hur, Jungshik"
~person:"Nelson, Charles R."
~type:"article"
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Kapitaleinkommen
Capital income
6
Estimation
6
Schätzung
6
Börsenkurs
3
Share price
3
USA
3
United States
3
Bias
2
Disposition Effect
2
Estimation theory
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Schätztheorie
2
Systematischer Fehler
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1926-1986
1
1926-1995
1
1926-1996
1
52-Week High Anchoring Bias
1
Aktienmarkt
1
Anchoring Bias
1
Anlageverhalten
1
Behavioural finance
1
CAPM
1
Derivat
1
Derivative
1
Dividend
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Dividend derivatives
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6
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Cejnek, Georg
Hur, Jungshik
Nelson, Charles R.
Cenesizoglu, Tolga
2
Christiansen, Charlotte
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Li, Chen
2
Maio, Paulo
2
Martens, Martin
2
Min, Byoung-Kyu
2
Salvador, Enrique
2
Wang, Yudong
2
Yu, Deshui
2
Zaremba, Adam
2
Abhyankar, Abhay
1
Aboulamer, Anas
1
Agarwal, Vikas
1
Aldrich, Eric M.
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Alt, Raimund
1
Anatolyev, Stanislav
1
Anderson, Mike
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Antell, Jan
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bao Doan
1
Baur, Dirk G.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Blackburn, Douglas W.
1
Blitz, David
1
Borup, Daniel
1
Brennan, Michael J.
1
Brockman, Paul
1
Bui, Dien Giau
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Journal of empirical finance
Review of quantitative finance and accounting
2
International journal of business and systems research
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of world economic review
1
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ECONIS (ZBW)
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1
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
2
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
3
Risk and return of short-duration equity investments
Cejnek, Georg
;
Randl, Otto
- In:
Journal of empirical finance
36
(
2016
),
pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Saved in:
4
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
5
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
6
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
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