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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The Manchester School"
~person:"Bali, Turan G."
~person:"McMillan, David G."
~person:"Serletis, Apostolos"
~person:"Shaffer, Sherrill"
~source:"econis"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Share price"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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United States
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15
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Bali, Turan G.
McMillan, David G.
Serletis, Apostolos
Shaffer, Sherrill
Bahmani-Oskooee, Mohsen
22
Gil-Alaña, Luis A.
15
Moosa, Imad A.
14
Gupta, Rangan
12
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11
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9
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7
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6
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6
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5
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5
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5
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5
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Ma, Feng
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Wese Simen, Chardin
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4
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4
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4
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4
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4
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Applied economics
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The Manchester School
Macroeconomic dynamics
7
Open economies review
6
Applied financial economics
4
Journal of economic dynamics & control
4
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3
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3
The journal of asset management
3
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Journal of applied econometrics
2
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Journal of international money and finance
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Journal of macroeconomics
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Canadian journal of economics
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The European journal of finance
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The journal of futures markets
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Applied financial economics letters
1
China finance review international
1
Cogent economics & finance
1
Computational economics
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Econometrics : open access journal
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
2
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
Measuring multi-product banks' market power using the Lerner index
Shaffer, Sherrill
;
Spierdijk, Laura
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012495755
Saved in:
4
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
5
Economic policy uncertainty and real output : evidence from the G7 countries
Istiak, Khandokar
;
Serletis, Apostolos
- In:
Applied economics
50
(
2018
)
39
,
pp. 4222-4233
Persistent link: https://www.econbiz.de/10012060718
Saved in:
6
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:
7
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:
8
How do banks adjust to changing input prices? : a dynamic analysis of U.S. commercial banks before and after the crisis
Spierdijk, Laura
;
Shaffer, Sherrill
;
Considine, Timothy …
- In:
Journal of banking & finance
85
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011816845
Saved in:
9
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
10
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
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