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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"The review of financial studies"
~person:"Dunn, Brett R."
~person:"Eberhart, Allan C."
~person:"Hillion, Pierre Henri"
~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
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Dunn, Brett R.
Eberhart, Allan C.
Hillion, Pierre Henri
Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Ang, Andrew
3
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2
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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
Rodney L. White Center for Financial Research
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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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 long-term performance of corporate bonds (and stocks) following seasoned equity offerings
Eberhart, Allan C.
;
Siddique, Akhtar R.
- In:
The review of financial studies
15
(
2002
)
5
,
pp. 1385-1406
Persistent link: https://www.econbiz.de/10001718714
Saved in:
4
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
Saved in:
5
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:
6
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:
7
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:
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