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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~person:"Kuan, Chung-ming"
~person:"Subrahmanyam, Avanidhar"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"CAPM"
~subject:"Regressionsanalyse"
~subject:"Risiko"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Asymmetric information
CAPM
Regressionsanalyse
Risiko
Theorie
19
Theory
19
Estimation theory
7
Schätztheorie
7
Kapitaleinkommen
4
Time series analysis
4
Market microstructure
3
Marktmikrostruktur
3
Statistical theory
3
Statistische Methodenlehre
3
Adverse Selektion
2
Adverse selection
2
Asymmetrische Information
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Statistical test
2
Statistischer Test
2
USA
2
United States
2
Yield curve
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Zinsstruktur
2
1993-1998
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Behavioural finance
1
Börsenkurs
1
Capital market returns
1
Credit default spreads
1
Credit risk
1
Cross section of stock return
1
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11
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Kuan, Chung-ming
Subrahmanyam, Avanidhar
Phillips, Peter C. B.
16
Franses, Philip Hans
13
Linton, Oliver
9
Chambers, Marcus J.
8
Hassler, Uwe
8
Lütkepohl, Helmut
8
Park, Joon Y.
7
Wang, Qiying
7
Xiao, Zhijie
7
Choi, In
6
Fama, Eugene F.
6
Harvey, Campbell R.
6
Hecq, Alain W. J.
6
Hong, Yongmiao
6
Peel, David
6
Saikkonen, Pentti
6
Schmidt, Peter
6
Stambaugh, Robert F.
6
Brennan, Michael J.
5
Eeckhoudt, Louis R.
5
Koop, Gary
5
Lee, Junsoo
5
Morellec, Erwan
5
Pedersen, Lasse Heje
5
Pesaran, M. Hashem
5
Sibbertsen, Philipp
5
Wright, Jonathan H.
5
Bakshi, Gurdip S.
4
Breitung, Jörg
4
Chordia, Tarun
4
Ferson, Wayne E.
4
French, Kenneth Ronald
4
Gollier, Christian
4
Haldrup, Niels
4
Hong, Harrison G.
4
Johansen, Søren
4
Kelly, Bryan T.
4
Koopman, Siem Jan
4
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Econometric theory
Economics letters
Journal of applied econometrics
Journal of financial economics
Fisher College of Business working paper series
5
Review of financial economics : RFE
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of econometrics
1
Journal of financial intermediation
1
NBER Working Paper
1
Nanyang Business School Research Paper
1
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Oxford bulletin of economics and statistics
1
Selected papers from a Symposium on Market Microstructure
1
The econometrics journal
1
The journal of business : B
1
The legacy of Fischer Black
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ECONIS (ZBW)
11
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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
Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting
;
Kuan, Chung-ming
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 565-578
Persistent link: https://www.econbiz.de/10001709316
Saved in:
5
A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming
- In:
Economics letters
65
(
1999
)
3
,
pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
Saved in:
6
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Brennan, Michael J.
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 345-373
Persistent link: https://www.econbiz.de/10001246743
Saved in:
7
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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
Saved in:
10
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
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