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subject:"Impact assessment"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Bali, Turan G."
~person:"Czarnitzki, Dirk"
~subject:"Kapitaleinkommen"
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Impact assessment
Kapitaleinkommen
Capital income
2
Estimation
2
Schätzung
2
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Risikoprämie
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Risk premium
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Share price
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Volatility
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Volatilität
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and expected stock returns
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buying intensity
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conditional capital asset pricing model
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dynamic conditional beta
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investor attention
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market efficiency
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short-sale constraints
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unusual news flow
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volatility shocks
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Bali, Turan G.
Czarnitzki, Dirk
Yang, Liyan
3
Zhou, Guofu
3
Agarwal, Sumit
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Massa, Massimo
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Agarwal, Ashish
1
Ahmed, Anwer S.
1
Andrei, Daniel
1
Ayyagari, Meghana
1
Bae, Joon Woo
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Bakshi, Gurdip S.
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Berardi, Andrea
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Cenesizoglu, Tolga
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Chabi-Yo, Fousseni
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Chu, Liya
1
Chuprinin, Oleg
1
Cooper, Ilan
1
Coviello, Decio
1
Cremers, Martijn
1
Dim, Chukwuma Chijioke
1
Dubiel-Teleszynski, Tomasz
1
Engle, Robert F.
1
Ferreira, Miguel A.
1
Fodor, Andrew
1
Gao, Xiaohui
1
Gargano, Antonio
1
Gaspar, Sérgio
1
Goncalves-Pinto, Luis
1
Grundy, Bruce D.
1
Guglielmo, Andrea
1
Guo, Jiaqi
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Hameed, Allaudeen
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Management science : journal of the Institute for Operations Research and the Management Sciences
ZEW discussion papers
8
Discussion paper
4
Georgetown McDonough School of Business Research Paper
4
Journal of financial economics
3
Journal of financial and quantitative analysis : JFQA
2
ZEW - Centre for European Economic Research Discussion Paper
2
China finance review international
1
Finance and economics discussion series
1
Financial management
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Industry and innovation
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Research paper series / Swiss Finance Institute
1
Research policy : policy, management and economic studies of science, technology and innovation
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Schmollers Jahrbuch : journal of contextual economics
1
The journal of business : B
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
2
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
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