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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial economics"
~person:"Aït-Sahalia, Yacine"
~person:"Xiong, Wei"
~subject:"Anlageverhalten"
~subject:"Kapitalanlage"
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Capital income
Zeitreihenanalyse
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Kapitalanlage
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Theory
7
Financial market
3
Finanzmarkt
3
Behavioural finance
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Noise Trading
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Ansteckungseffekt
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Bubbles
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Aït-Sahalia, Yacine
Xiong, Wei
Fama, Eugene F.
4
Hong, Harrison G.
4
Pedersen, Lasse Heje
4
Bekaert, Geert
3
Harvey, Campbell R.
3
Liu, Yan
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Da, Zhi
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Han, Yufeng
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Herskovic, Bernard
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Lo, Andrew W.
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Vishny, Robert W.
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
10
NBER working paper series
7
Journal of econometrics
4
The journal of finance : the journal of the American Finance Association
4
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3
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Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
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Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
3
Advisors and asset prices : a model of the origins of bubbles
Hong, Harrison G.
;
Scheinkman, José Alexandre
;
Xiong, Wei
- In:
Journal of financial economics
89
(
2008
)
2
,
pp. 268-287
Persistent link: https://www.econbiz.de/10003777236
Saved in:
4
Investor attention, overconfidence and category learning
Peng, Lin
;
Xiong, Wei
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 563-602
Persistent link: https://www.econbiz.de/10003331356
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