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subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial markets"
~person:"Cao, Charles Q."
~person:"Goetzmann, William N."
~subject:"Schätzung"
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Kapitaleinkommen
Schätzung
Capital income
2
Estimation
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1991-1995
1
Anlageverhalten
1
Behavioural finance
1
Equity premium
1
Forecasting model
1
Implied volatility spread
1
Option trading
1
Optionsgeschäft
1
Prediction
1
Prognoseverfahren
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Risikoprämie
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Risk premium
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USA
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United States
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Volatility
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Cao, Charles Q.
Goetzmann, William N.
Bansal, Naresh K.
2
Baruník, Jozef
2
Guidolin, Massimo
2
Lee, Suzanne S.
2
Liu, Yu-jane
2
Stivers, Christopher T.
2
Aboura, Sofiane
1
Alexandridis, Antonios K.
1
An, Li
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Andersen, Torben
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Apergis, Iraklis
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Aramonte, Sirio
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Argyle, Bronson
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Ashour, Samar
1
Ashwin, Julian
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Avramov, Doron
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Baillie, Richard
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Baltas, Nick
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Baltzer, Markus
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Barber, Brad M.
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Bartlett, Robert P.
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Barunik, Jozef
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BenSaïda, Ahmed
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Berkowitz, Jason P.
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Bernales, Alejandro
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Bhagwat, Vineet
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Bossaerts, Peter L.
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Brogaard, Jonathan
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Cannavan, Damien
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Carrion, Allen
1
Carverhill, Andrew
1
Cathcart, Lara
1
Cepni, Oguzhan
1
Chang, Sanders S.
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Journal of financial markets
Working paper / National Bureau of Economic Research, Inc.
7
NBER working paper series
5
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper / Centre for Economic Policy Research
2
The review of financial studies
2
Annals of economics and finance
1
International finance and monetary policy
1
Journal of financial and quantitative analysis : JFQA
1
Papers and proceedings / American Finance Association
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The journal of business : B
1
The journal of futures markets
1
The journal of trading
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
2
Dispersion of opion and stock returns
Goetzmann, William N.
;
Massa, Massimo
- In:
Journal of financial markets
8
(
2005
)
3
,
pp. 324-349
Persistent link: https://www.econbiz.de/10003040048
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