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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of financial studies"
~person:"Dunn, Brett R."
~person:"Greenwood, Robin"
~person:"Hong, Harrison G."
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Risk"
~subject:"Share"
~subject:"Stock market"
~subject:"Volatilität"
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Börsenkurs
Financial analysis
Aktienmarkt
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Estimation
13
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13
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11
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Dunn, Brett R.
Greenwood, Robin
Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Bollerslev, Tim
6
Todorov, Viktor
4
Ang, Andrew
3
Bali, Turan G.
3
Christoffersen, Peter F.
3
Kelly, Bryan T.
3
Moskowitz, Tobias J.
3
Novy-Marx, Robert
3
Santa-Clara, Pedro
3
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3
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3
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2
Bakshi, Gurdip S.
2
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2
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2
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2
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Fusari, Nicola
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Giglio, Stefano
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Gonçalves, Andrei S.
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2
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2
Pástor, Ľuboš
2
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2
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Journal of financial economics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
6
Discussion paper / Centre for Economic Policy Research
5
Journal of econometrics
3
Rodney L. White Center for Financial Research
3
The journal of finance : the journal of the American Finance Association
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / CEPR
2
NBER working paper series
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Arbejdspapirer fra Institut for Økonomi, Politik og Forvaltning / Aalborg Universitet
1
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cambridge working papers in economics
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper series / Harvard Institute of Economic Research
1
Econometric reviews
1
Finance research letters
1
Forecasting volatility in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly journal of economics
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ECONIS (ZBW)
13
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Selection versus talent effects on firm value
Chang, Briana
;
Hong, Harrison G.
- In:
Journal of financial economics
133
(
2019
)
3
,
pp. 751-763
Persistent link: https://www.econbiz.de/10012166171
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
4
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-Cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011289289
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
6
Expectations of returns and expected returns
Greenwood, Robin
;
Shleifer, Andrei
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 714-746
Persistent link: https://www.econbiz.de/10010357860
Saved in:
7
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
8
The only game in town : stock-price consequences of local bias
Hong, Harrison G.
;
Kubik, Jeffrey D.
;
Stein, Jeremy C.
- In:
Journal of financial economics
90
(
2008
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10003778976
Saved in:
9
The economic value of volatility timing using "realized" volatility
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
Saved in:
10
Breadth of ownership and stock returns
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 171-205
Persistent link: https://www.econbiz.de/10001712399
Saved in:
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