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subject:"Share price"
subject:"Stock index"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Großbritannien"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
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Estimation
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Börsenkurs
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Arbeitspapier
Aufsatz in Zeitschrift
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Ljungqvist, Alexander
3
Bossaerts, Peter L.
2
Engelberg, Joseph
2
Engle, Robert F.
2
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2
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2
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2
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2
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1
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The journal of finance : the journal of the American Finance Association
Discussion paper series / IZA
231
Applied economics
214
Working paper / National Bureau of Economic Research, Inc.
178
Discussion paper / Centre for Economic Policy Research
156
Applied economics letters
145
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Finance research letters
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International review of economics & finance : IREF
122
International review of financial analysis
119
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105
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101
The North American journal of economics and finance : a journal of financial economics studies
97
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81
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65
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58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
56
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Pacific-Basin finance journal
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of economics and finance
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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ECONIS (ZBW)
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21
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
22
An exploration of neo-Austrian theory applied to financial markets
Benink, Harald A.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1011-1027
Persistent link: https://www.econbiz.de/10001593020
Saved in:
23
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
Saved in:
24
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001575057
Saved in:
25
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
26
Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
Saved in:
27
Improved methods for tests of long-run abnormal stock returns
Lyon, John D.
;
Barber, Brad M.
;
Tsai, Chih-Ling
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
Saved in:
28
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
29
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
30
Preferencing, internalization, best execution, and dealer profits
Hansch, Oliver
;
Naik, Narayan Y.
;
Viswanathan, S.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1799-1828
Persistent link: https://www.econbiz.de/10001430952
Saved in:
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