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subject:"Estimation"
~isPartOf:"Journal of empirical finance"
~subject:"Schätzung"
~subject:"Verhaltensökonomik"
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Estimation
Schätzung
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Bias
16
Systematischer Fehler
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8
Behavioural finance
8
Börsenkurs
7
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52-Week High Anchoring Bias
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Hur, Jungshik
2
Cipollini, Andrea
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Cumming, Douglas J.
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Dai, Na
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Egginton, Jared
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Engsted, Tom
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Lo Cascio, Iolanda
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Muzzioli, Silvia
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Vivek Singh
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Journal of empirical finance
Discussion paper series / IZA
41
NBER Working Paper
26
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23
Economics letters
15
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12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Discussion paper / Centre for Economic Policy Research
10
Journal of economic behavior & organization : JEBO
10
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of econometrics
9
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8
Journal of banking & finance
8
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7
Journal of economic psychology : research in economic psychology and behavioral economics
6
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IES working paper
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International review of financial analysis
5
Journal of applied econometrics
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Journal of behavioral and experimental finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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The journal of real estate finance and economics
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The review of financial studies
5
Theory and decision : an international journal for multidisciplinary advances in decision science
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CESifo Working Paper Series
4
DICE discussion paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics of education review
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European journal of political economy
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International journal of economics and financial issues : IJEFI
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International journal of financial research
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ECONIS (ZBW)
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1
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
2
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
3
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
4
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
5
Local bias in venture capital investments
Cumming, Douglas J.
;
Dai, Na
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 362-380
Persistent link: https://www.econbiz.de/10009267294
Saved in:
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