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source:"econis"
subject:"Theorie"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper"
~person:"Nagel, Stefan"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"USA"
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Nagel, Stefan
McAleer, Michael
16
Mumtaz, Haroon
10
Belzil, Christian
8
Kapetanios, George
7
Neely, Christopher J.
7
Owyang, Michael T.
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5
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4
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4
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4
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4
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3
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ECONIS (ZBW)
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Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
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2
Market efficiency in the age of big data
Martin, Ian
;
Nagel, Stefan
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10013473732
Saved in:
3
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
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