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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The journal of business : B"
~person:"Ferson, Wayne E."
~person:"French, Kenneth Ronald"
~person:"Li, Jinliang"
~person:"Linnainmaa, Juhani"
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Capital income
Zeitreihenanalyse
Kapitaleinkommen
3
Theorie
3
Theory
3
USA
3
United States
3
1926-1989
1
Aktienfonds
1
Bid-ask spread
1
Börsenkurs
1
CAPM
1
Discounting
1
Diskontierung
1
Equity fund
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
Information behaviour
1
Informationsverhalten
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Share price
1
Trading volume
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Volatility
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English
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Ferson, Wayne E.
French, Kenneth Ronald
Li, Jinliang
Linnainmaa, Juhani
Richardson, Matthew
2
Smith, Tom
2
Akgiray, Vedat
1
Alexander, Gordon J.
1
Barro, Robert J.
1
Bessler, David A.
1
Brandt, Michael W.
1
Chang, Chun
1
Chung, Y. Peter
1
Diebold, Francis X.
1
Evans, Martin D. D.
1
Farnsworth, Heber
1
Hafer, Rik W.
1
Hein, Scott E.
1
Jackson, David
1
Jaditz, Theodore Mark
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Kling, John L.
1
Korajczyk, Robert A.
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LeBaron, Blake Dean
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Longin, François M.
1
Madan, Dilip B.
1
Neftci, Salih N.
1
Scheinkman, José Alexandre
1
Schill, Michael J.
1
Seneta, Eugene
1
Stein, Jeremy C.
1
Todd, Steven
1
Wachtel, Paul
1
Wu, Chunchi
1
Yu, Xiaoyun
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The journal of business : B
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial economics
6
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
2
Applied economics letters
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts journal : FAJ
1
Financial markets and asset pricing
1
Journal of banking & finance
1
Journal of political economy
1
Research in finance
1
Tuck School of Business working paper / Tuck School of Business at Dartmouth
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ECONIS (ZBW)
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
2
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
- In:
The journal of business : B
75
(
2002
)
3
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
Saved in:
3
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
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