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subject:"United States"
~person:"Caporale, Guglielmo Maria"
~person:"Stambaugh, Robert F."
~subject:"Behavioural finance"
~subject:"Betriebsgröße"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Behavioural finance
Betriebsgröße
Capital income
Theorie
76
Theory
76
Estimation
31
Schätzung
31
Time series analysis
23
Zeitreihenanalyse
23
USA
19
Kapitaleinkommen
16
Börsenkurs
14
Share price
14
CAPM
12
Exchange rate
10
Volatility
10
Volatilität
10
Wechselkurs
10
Estimation theory
9
Schätztheorie
9
Einheitswurzeltest
6
Großbritannien
6
Unit root test
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United Kingdom
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Deutschland
5
Fractional integration
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Geldpolitik
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Germany
5
Interest rate
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Japan
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Monetary policy
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Zins
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Causality analysis
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Efficient market hypothesis
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Article
33
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Aufsatz in Zeitschrift
Arbeitspapier
66
Working Paper
66
Graue Literatur
61
Non-commercial literature
61
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33
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English
33
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Caporale, Guglielmo Maria
Stambaugh, Robert F.
Heckman, James J.
27
Gupta, Rangan
23
Chavas, Jean-Paul
21
Bollerslev, Tim
20
Gil-Alaña, Luis A.
20
Timmermann, Allan
20
Ferson, Wayne E.
19
Lo, Andrew W.
19
Wohar, Mark E.
19
Campbell, John Y.
18
Christiano, Lawrence J.
18
Diebold, Francis X.
17
Fabozzi, Frank J.
17
Uri, Noel Dean
17
Acemoglu, Daron
16
Bekaert, Geert
16
Engle, Robert F.
16
Franses, Philip Hans
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Stein, Jeremy C.
16
Zhou, Guofu
16
Eichenbaum, Martin S.
15
Laporte, Gilbert
15
Longstaff, Francis A.
15
Slottje, Daniel Jonathan
15
Harvey, Campbell R.
14
He, Xue-zhong
14
Lesage, James P.
14
Miceli, Thomas J.
14
Richardson, Matthew
14
Serletis, Apostolos
14
Stock, James H.
14
Westerhoff, Frank H.
14
Wu, Chunchi
14
Yang, Chunpeng
14
Attanasio, Orazio P.
13
Audretsch, David B.
13
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The journal of finance : the journal of the American Finance Association
5
Economic modelling
3
Journal of financial economics
3
Empirica : journal of european economics
2
Journal of political economy
2
The review of financial studies
2
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Finance research letters
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International journal of finance & economics : IJFE
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
Research in international business and finance
1
Review of financial economics : RFE
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
33
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
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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