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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Pástor, Ľuboš"
~subject:"Wohlfahrtsanalyse"
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Capital income
Zeitreihenanalyse
Wohlfahrtsanalyse
Theorie
13
Theory
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USA
6
United States
6
CAPM
5
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
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Börsenkurs
3
Estimation
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Liquidity
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Liquidität
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Schätzung
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Share price
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Investmentfonds
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1834-1996
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1926-1996
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1962-2000
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1963-1998
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1979-2011
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Ankündigungseffekt
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Announcement effect
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CGE model
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Capital market returns
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Cost of capital
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Pástor, Ľuboš
Campbell, John Y.
12
Engle, Robert F.
9
Ferson, Wayne E.
9
Nieuwerburgh, Stijn van
9
Cochrane, John H.
8
Diebold, Francis X.
8
Harvey, Campbell R.
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Stambaugh, Robert F.
8
Bekaert, Geert
7
Aizenman, Joshua
6
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Acemoglu, Daron
5
Amador, Manuel
5
Angeletos, Marios
5
Devereux, Michael B.
5
Jeanne, Olivier
5
Krueger, Dirk
5
Lo, Andrew W.
5
Razin, Asaf
5
Shleifer, Andrei
5
Tsadḳah, Efrayim
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Atkeson, Andrew
4
Auerbach, Alan J.
4
Backus, David
4
Brandt, Michael W.
4
Fullerton, Don
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Gennaioli, Nicola
4
Krishna, Kala
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Ludvigson, Sydney C.
4
Pavan, Alessandro
4
Redding, Stephen
4
Shiller, Robert J.
4
Stock, James H.
4
Watson, Mark W.
4
Werning, Iván
4
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3
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Working paper / National Bureau of Economic Research, Inc.
Rodney L. White Center for Financial Research
4
Working paper series / Center for Research in Security Prices
3
Discussion paper / Centre for Economic Policy Research
2
Journal of political economy
2
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
Saved in:
2
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001609805
Saved in:
3
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001493300
Saved in:
4
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
-
1999
Persistent link: https://www.econbiz.de/10001390251
Saved in:
5
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
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