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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~person:"Moon, Hyungsik Roger"
~person:"Subrahmanyam, Avanidhar"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Regressionsanalyse"
~type:"article"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Asymmetric information
Regressionsanalyse
Theorie
14
Theory
14
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Adverse Selektion
2
Adverse selection
2
Asymmetrische Information
2
CAPM
2
Estimation
2
Risikoprämie
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Risk premium
2
Schätzung
2
1993-1998
1
Behavioural finance
1
Börsenkurs
1
Capital market returns
1
Credit default spreads
1
Credit risk
1
Cross section of stock return
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Economics of information
1
Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation theory
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Handelsvolumen der Börse
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Imperfect competition
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Incomplete information
1
Information diffusion
1
Informationsökonomik
1
Kapitalmarktrendite
1
Kreditrisiko
1
Liquidity preference
1
Liquiditätspräferenz
1
Microeconometrics
1
Mikroökonometrie
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Moon, Hyungsik Roger
Subrahmanyam, Avanidhar
Phillips, Peter C. B.
16
Franses, Philip Hans
13
Chambers, Marcus J.
8
Hassler, Uwe
8
Linton, Oliver
8
Lütkepohl, Helmut
8
Wang, Qiying
7
Xiao, Zhijie
7
Choi, In
6
Hecq, Alain W. J.
6
Hong, Yongmiao
6
Park, Joon Y.
6
Saikkonen, Pentti
6
Koop, Gary
5
Lee, Junsoo
5
Peel, David
5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Breitung, Jörg
4
Brennan, Michael J.
4
Fama, Eugene F.
4
Haldrup, Niels
4
Hong, Harrison G.
4
Johansen, Søren
4
Kuan, Chung-ming
4
Newbold, Paul
4
Pedersen, Lasse Heje
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Stambaugh, Robert F.
4
Wright, Jonathan H.
4
Ōgaki, Masao
4
Abadir, Karim Maher
3
Abeysinghe, Tilak
3
Baltagi, Badi H.
3
Bandi, Federico M.
3
Barrio Castro, Tomás del
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric theory
Economics letters
Journal of applied econometrics
Journal of financial economics
Review of financial economics : RFE
4
The journal of finance : the journal of the American Finance Association
4
Econometric reviews
2
Journal of econometrics
2
The review of financial studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of financial intermediation
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
The journal of business : B
1
The legacy of Fischer Black
1
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ECONIS (ZBW)
9
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1
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
2
Feedback and the success of irrational investors
Hirshleifer, David
;
Subrahmanyam, Avanidhar
;
Titman, …
- In:
Journal of financial economics
81
(
2006
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10003353929
Saved in:
3
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
4
Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
Saved in:
5
How to estimate autoregressive roots near unity
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
Saved in:
6
Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometric theory
16
(
2000
)
6
,
pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
Saved in:
7
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
Moon, Hyungsik Roger
- In:
Economics letters
65
(
1999
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001406362
Saved in:
8
Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
Saved in:
9
Investment analysis and price formation in securities markets
Brennan, Michael J.
- In:
Journal of financial economics
38
(
1995
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10001180865
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