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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~person:"Hall, Stephen G."
~person:"Subrahmanyam, Avanidhar"
~subject:"Anlageverhalten"
~subject:"Imperfect competition"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Imperfect competition
Theorie
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3
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Hall, Stephen G.
Subrahmanyam, Avanidhar
Franses, Philip Hans
12
Hecq, Alain W. J.
6
Hassler, Uwe
5
Peel, David
5
Pesaran, M. Hashem
5
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4
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3
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3
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2
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Economics letters
Journal of applied econometrics
Journal of financial economics
Discussion paper / Centre for Economic Forecasting
8
Fisher College of Business working paper series
4
Economic modelling
2
International journal of finance & economics : IJFE
2
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ECONIS (ZBW)
7
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1
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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
A suggestion for constructing a large time-varying conditional covariance matrix
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Economics letters
156
(
2017
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011822383
Saved in:
3
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:
4
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:
5
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
6
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Saved in:
7
Risk aversion, imperfect competition, and long-lived information
Holden, Craig W.
- In:
Economics letters
44
(
1994
)
1
,
pp. 181-190
Persistent link: https://www.econbiz.de/10001163997
Saved in:
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