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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~subject:"Risk premium"
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
Risk premium
Theory
Börsenkurs
2
Estimation
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Schätzung
2
Share price
2
Theorie
2
1980-1988
1
1990-1991
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Ankündigungseffekt
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Announcement effect
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Capital income
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Japan
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Securities trading
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Time
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Time series analysis
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USA
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Engle, Robert F.
Fama, Eugene F.
3
French, Kenneth Ronald
3
Pástor, Ľuboš
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bollerslev, Tim
2
Bossaerts, Peter L.
2
Easley, David
2
Evans, Martin D. D.
2
Fleming, Jeff
2
Jagannathan, Ravi
2
La Porta, Rafael
2
O'Hara, Maureen
2
Singleton, Kenneth J.
2
Stambaugh, Robert F.
2
Whaley, Robert E.
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Aggarwal, Raj
1
Aharony, Joseph
1
An, Byeong-Je
1
Andersen, Torben
1
Ang, Andrew
1
Ang, James S.
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Asquith, Daniel
1
Avramov, Doron
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Babbel, David F.
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Backus, David
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Baillie, Richard
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Bakshi, Gurdip S.
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Balduzzi, Pierluigi
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Bali, Turan G.
1
Bansal, Ravi
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Barber, Brad M.
1
Bekaert, Geert
1
Benink, Harald A.
1
Benzoni, Luca
1
Brandt, Michael W.
1
Brennan, Michael J.
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The journal of finance : the journal of the American Finance Association
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The review of financial studies
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ECONIS (ZBW)
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Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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2
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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