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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Rodney L. White Center for Financial Research"
~isPartOf:"The review of financial studies"
~person:"Dunn, Brett R."
~person:"Hong, Harrison G."
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~subject:"Bayes-Statistik"
~subject:"Risk"
~subject:"Share"
~subject:"Stock market"
~subject:"Transaction costs"
~subject:"Volatilität"
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Börsenkurs
Financial analysis
Bayes-Statistik
Risk
Share
Stock market
Transaction costs
Volatilität
Estimation
12
Schätzung
12
Share price
7
USA
7
United States
7
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5
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5
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4
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4
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1927-1987
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Aktienindex
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Asset-Backed Securities
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English
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Dunn, Brett R.
Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Madhavan, Ananth Narayan
4
Ang, Andrew
3
Cao, Charles Q.
2
Hollifield, Burton
2
Sandås, Patrik
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Rodney L. White Center for Financial Research
The review of financial studies
Journal of financial economics
7
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Journal of econometrics
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
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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
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NBER working paper series
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
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:
2
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:
3
The restrictions on predictability implied by rational asset pricing models
Kirby, Chris
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
Saved in:
4
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
5
The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001198899
Saved in:
6
Execution costs and investment performance : an empirical analysis of institutional equity trades
Keim, Donald B.
;
Madhavan, Ananth Narayan
-
1995
Persistent link: https://www.econbiz.de/10000906008
Saved in:
7
Execution costs and investment performance : an empirical analysis of institutional equity trades
Keim, Donald B.
;
Madhavan, Ananth Narayan
-
1994
Persistent link: https://www.econbiz.de/10000901534
Saved in:
8
The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.
;
Madhavan, Ananth Narayan
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000887996
Saved in:
9
On the predictability of common stock returns : world-wide evidence
Hawawini, Gabriel A.
;
Keim, Donald B.
-
1993
Persistent link: https://www.econbiz.de/10000897043
Saved in:
10
Risk and return characteristics of lower-grade bonds : 1977 - 1987
Blume, Marshall E.
;
Keim, Donald B.
-
1989
Persistent link: https://www.econbiz.de/10000802469
Saved in:
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