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subject:"Impact assessment"
~isPartOf:"Journal of financial economics"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Clark, Todd E."
~person:"Da, Zhi"
~person:"Pierdzioch, Christian"
~subject:"Futures trading"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Impact assessment
Futures trading
Kapitaleinkommen
Prognoseverfahren
Share price
Capital income
6
Estimation
6
Schätzung
6
Forecasting model
5
CAPM
3
Return predictability
3
Risiko
3
Risk
3
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2
Capital market returns
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Hedging
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Corporate bond
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Cross-section of stock returns
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Customer-supplier relations
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Derivat
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Derivative
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Economic uncertainty
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Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Clark, Todd E.
Da, Zhi
Pierdzioch, Christian
Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Hong, Harrison G.
3
Lo, Andrew W.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Bai, Jennie
2
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Campbell, John Y.
2
Chernov, Mikhail
2
Christoffersen, Peter F.
2
D'Amico, Stefania
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Nagel, Stefan
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Stein, Jeremy C.
2
Tamoni, Andrea
2
Valkanov, Rossen I.
2
Wang, Charles C. Y.
2
Weber, Michael
2
Whitelaw, Robert F.
2
Xiang, Hong
2
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Journal of financial economics
Kiel working paper
10
Kieler Arbeitspapiere
7
Ruhr economic papers
7
Department of Economics working paper series
6
ROME discussion paper series
6
Finance research letters
5
Georgetown McDonough School of Business Research Paper
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics letters
4
Discussion papers / Deutsches Institut fĂĽr Wirtschaftsforschung
4
Federal Reserve Bank of Cleveland working paper series
4
Hohenheimer Diskussionsbeiträge
4
Journal of applied econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
Journal of forecasting
3
NBER working paper series
3
The European journal of finance
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International economics and economic policy : IEEP
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International review of financial analysis
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Kredit und Kapital
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Swiss journal of economics and statistics
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
2
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
3
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
4
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
5
Trade credit and cross-country predictable firm returns
Albuquerque, Rui
;
Ramadorai, Tarun
;
Watugala, Sumudu W.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 592-613
Persistent link: https://www.econbiz.de/10011347336
Saved in:
6
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
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