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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The review of financial studies"
~person:"Bakshi, Gurdip S."
~person:"Kelly, Bryan T."
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Time series analysis
United States
Estimation
5
Schätzung
5
USA
5
Börsenkurs
2
CAPM
2
Share price
2
1963-2010
1
1984-2017
1
1989-1998
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1994
1
2000-2008
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Aktienindex
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Asymmetric information
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Asymmetrische Information
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Market microstructure
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Marktmikrostruktur
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Narrative Methode
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Narrative method
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Option pricing theory
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Bakshi, Gurdip S.
Kelly, Bryan T.
Zhou, Hao
9
Kim, Don H.
7
D'Amico, Stefania
6
Li, Geng
6
Berger, Allen N.
5
Han, Song
5
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4
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Demiralp, Selva
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Shan, Hui
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Ang, Andrew
3
Bekaert, Geert
3
Downing, Chris
3
Estevão, Marcelo M.
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Figura, Andrew
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French, Mark W.
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Kadyrzhanova, Dalida
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Kilian, Lutz
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López-Salido, José David
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Wei, Min
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Whelan, Karl
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Bali, Turan G.
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Finance and economics discussion series
Journal of money, credit and banking : JMCB
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
5
The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
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1
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
2
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2842-2871
Persistent link: https://www.econbiz.de/10010530175
Saved in:
3
Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
Saved in:
4
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
5
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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