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subject:"Announcement effect"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~person:"Baltussen, Guido"
~person:"Ferson, Wayne E."
~subject:"Portfolio-Management"
~subject:"Risk premium"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
Portfolio-Management
Risk premium
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5
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3
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Baltussen, Guido
Ferson, Wayne E.
Bali, Turan G.
5
Bollerslev, Tim
5
Zaremba, Adam
5
Atilgan, Yigit
4
Fama, Eugene F.
4
French, Kenneth Ronald
4
Grobys, Klaus
4
Pedersen, Lasse Heje
4
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4
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3
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3
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3
Karolyi, G. Andrew
3
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3
Moskowitz, Tobias J.
3
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3
Novy-Marx, Robert
3
Starks, Laura T.
3
Timmermann, Allan
3
Yu, Jianfeng
3
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3
Ai, Hengjie
2
Ang, Andrew
2
Bakshi, Gurdip S.
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Barroso, Pedro
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Cheema, Muhammad A.
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Cooper, Michael J.
2
Eraker, Bjørn
2
Ermolov, Andrey
2
Fabozzi, Frank J.
2
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Applied economics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
4
Financial analysts journal : FAJ
2
Financial markets and asset pricing
2
Journal of banking & finance
2
European financial management : the journal of the European Financial Management Association
1
Investment performance measurement : evaluating and presenting results
1
Journal of political economy
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NBER Working Paper
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ECONIS (ZBW)
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1
Global factor premiums
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Willem …
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933
Saved in:
2
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
3
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
4
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
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