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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics and Business Letters : EBL"
~person:"Kudlyak, Marianna"
~person:"Yang, Chunpeng"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Immobilienmarkt"
~subject:"Monetary policy"
~subject:"Theory"
~type:"article"
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Prognoseverfahren
Aktienmarkt
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Geldpolitik
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Börsenkurs
3
Capital income
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Estimation
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Market microstructure
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Marktmikrostruktur
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Order imbalance
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Regression analysis
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Regressionsanalyse
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Securities trading
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cross-section effect
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dual asymmetric effect
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firm characteristics
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order imbalance beta
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Kudlyak, Marianna
Yang, Chunpeng
Moosa, Imad A.
9
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6
Gil-Alaña, Luis A.
5
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Ma, Feng
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Zhang, Yaojie
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Abakah, Emmanuel Joel Aikins
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Aloui, Chaker
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Azali, Mohamed
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Applied economics
Department of Economics working paper series
Discussion papers / CEPR
Economics and Business Letters : EBL
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Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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2
The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang
;
Yang, Chunpeng
- In:
Applied economics
49
(
2017
)
47
,
pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
Saved in:
3
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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