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subject:"United States"
~person:"Diebold, Francis X."
~person:"Lo, Andrew W."
~person:"Stambaugh, Robert F."
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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United States
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103
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Diebold, Francis X.
Lo, Andrew W.
Stambaugh, Robert F.
Heckman, James J.
27
Chavas, Jean-Paul
21
Uri, Noel Dean
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Acemoglu, Daron
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
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14
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14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Bollerslev, Tim
13
Cheng, T. C. E.
13
Engle, Robert F.
13
Franses, Philip Hans
13
Gil-Alaña, Luis A.
13
MacDonald, Ronald
13
Serletis, Apostolos
13
Stein, Jeremy C.
13
Attanasio, Orazio P.
12
Auerbach, Alan J.
12
Caballero, Ricardo J.
12
Caporale, Guglielmo Maria
12
Cooper, Russell W.
12
Kumbhakar, Subal
12
Lesage, James P.
12
Longstaff, Francis A.
12
Wohar, Mark E.
12
Woodford, Michael
12
Beaudry, Paul
11
Campbell, John Y.
11
Cebula, Richard J.
11
Fleissig, Adrian R.
11
Kamerschen, David R.
11
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The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Journal of financial economics
4
The review of economics and statistics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International journal of forecasting
1
Journal of applied econometrics
1
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1
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1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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Symposium on developments in business cycle research
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
35
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1
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
2
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:
3
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:
4
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
5
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
6
Real-time measurement of business conditions
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Scotti, Chiara
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 417-427
Persistent link: https://www.econbiz.de/10003913323
Saved in:
7
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
8
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
9
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
10
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
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