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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Moon, Hyungsik Roger"
~person:"Subrahmanyam, Avanidhar"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Regressionsanalyse"
~type:"article"
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Capital income
Zeitreihenanalyse
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Asymmetric information
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Theorie
61
Theory
61
Börsenkurs
14
Share price
14
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10
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30
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Moon, Hyungsik Roger
Subrahmanyam, Avanidhar
Phillips, Peter C. B.
68
Franses, Philip Hans
61
Gil-Alaña, Luis A.
47
Gupta, Rangan
30
Perron, Pierre
30
Taylor, Robert
30
Timmermann, Allan
30
Ghysels, Eric
29
Lütkepohl, Helmut
29
Koop, Gary
28
Granger, C. W. J.
27
Harvey, Andrew C.
27
Koopman, Siem Jan
27
Leybourne, Stephen James
26
Mills, Terence C.
25
Caporale, Guglielmo Maria
24
McAleer, Michael
24
Teräsvirta, Timo
24
Hendry, David F.
23
Hassler, Uwe
22
Hecq, Alain W. J.
22
Pesaran, M. Hashem
22
Swanson, Norman R.
22
Hong, Yongmiao
21
Härdle, Wolfgang
21
Linton, Oliver
21
Newbold, Paul
21
Yannelis, Nicholas C.
21
Campbell, John Y.
20
Diebold, Francis X.
20
Engle, Robert F.
20
He, Xue-zhong
20
Park, Joon Y.
20
Hyndman, Rob J.
19
Xiao, Zhijie
19
Moosa, Imad A.
18
Petropoulos, Fotios
18
Proietti, Tommaso
18
Stock, James H.
18
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Journal of financial economics
5
Review of financial economics : RFE
4
The journal of finance : the journal of the American Finance Association
4
Econometric theory
3
Econometric reviews
2
Journal of econometrics
2
The review of financial studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Journal of financial intermediation
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The legacy of Fischer Black
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1
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
2
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
Saved in:
3
Public disclosure in acquisitions
Subrahmanyam, Avanidhar
;
Xu, Wenyuan
- In:
Review of financial economics : RFE
36
(
2018
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10011948550
Saved in:
4
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:
5
Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2687-2717
Persistent link: https://www.econbiz.de/10010225970
Saved in:
6
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
7
Optimal financial education
Subrahmanyam, Avanidhar
- In:
Review of financial economics : RFE
18
(
2009
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003832500
Saved in:
8
Learning from experience and trading volume
Subrahmanyam, Avanidhar
- In:
Review of financial economics : RFE
17
(
2008
)
4
,
pp. 245-260
Persistent link: https://www.econbiz.de/10003799654
Saved in:
9
Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
Saved in:
10
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
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