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subject:"United States"
~person:"Caporale, Guglielmo Maria"
~person:"Stambaugh, Robert F."
~person:"Wu, Chunchi"
~subject:"Behavioural finance"
~subject:"Betriebsgröße"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Behavioural finance
Betriebsgröße
Share price
Theorie
107
Theory
107
Estimation
36
Schätzung
36
USA
33
Time series analysis
23
Zeitreihenanalyse
23
Börsenkurs
19
Capital income
19
Kapitaleinkommen
19
CAPM
17
Volatility
13
Volatilität
13
Estimation theory
11
Schätztheorie
11
Exchange rate
10
Wechselkurs
10
Corporate bond
6
Einheitswurzeltest
6
Großbritannien
6
Risikoprämie
6
Risk premium
6
Securities trading
6
Stochastic process
6
Stochastischer Prozess
6
Unit root test
6
United Kingdom
6
Unternehmensanleihe
6
Wertpapierhandel
6
Deutschland
5
Dividend
5
Dividende
5
Fractional integration
5
Geldpolitik
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Germany
5
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5
Japan
5
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Article
44
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Aufsatz in Zeitschrift
Arbeitspapier
61
Working Paper
61
Graue Literatur
60
Non-commercial literature
60
Article in journal
44
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1
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English
44
Author
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Caporale, Guglielmo Maria
Stambaugh, Robert F.
Wu, Chunchi
Gupta, Rangan
28
Heckman, James J.
27
Chavas, Jean-Paul
22
Jarrow, Robert A.
22
Subrahmanyam, Avanidhar
20
Stein, Jeremy C.
19
Wohar, Mark E.
19
Gil-Alaña, Luis A.
18
Westerhoff, Frank H.
18
Campbell, John Y.
17
Christiano, Lawrence J.
17
Engle, Robert F.
17
Ferson, Wayne E.
17
Hall, Robert Ernest
17
Hirshleifer, David
17
Lo, Andrew W.
17
Timmermann, Allan
17
Uri, Noel Dean
17
Acemoglu, Daron
16
Eichenbaum, Martin S.
16
Glaeser, Edward L.
16
O'Hara, Maureen
16
Serletis, Apostolos
16
Shleifer, Andrei
16
Allen, Franklin
15
Bollerslev, Tim
15
Diebold, Francis X.
15
He, Xue-zhong
15
Lansing, Kevin J.
15
Laporte, Gilbert
15
Levy, Haim
15
Slottje, Daniel Jonathan
15
Attanasio, Orazio P.
14
Bekaert, Geert
14
Franses, Philip Hans
14
Garcia, René
14
MacDonald, Ronald
14
Miceli, Thomas J.
14
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Applied economics letters
3
Economic modelling
3
Journal of financial economics
3
Empirica : journal of european economics
2
Journal of political economy
2
Review of quantitative finance and accounting
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of financial studies
2
Advances in Pacific Basin business, economics, and finance
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics letters
1
Computational economics
1
Economics letters
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
Review of financial economics : RFE
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of financial research
1
The journal of fixed income
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
44
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1
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
2
The role of duration and trades in the information assimilation process of the US treasury market
Chen, Peter Huaiyu
;
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 155-200
Persistent link: https://www.econbiz.de/10012582266
Saved in:
3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
4
Absolving beta of volatility's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Saved in:
5
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
6
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
Saved in:
7
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
8
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
9
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
Saved in:
10
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
120
(
2012
)
4
,
pp. 740-781
Persistent link: https://www.econbiz.de/10009693737
Saved in:
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