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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~person:"Chen, Yong"
~person:"Da, Zhi"
~person:"Santa-Clara, Pedro"
~subject:"1947-2007"
~subject:"Anlageverhalten"
~subject:"CAPM"
~subject:"Capital income"
~subject:"United States"
~subject:"Volatility"
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1947-2007
Anlageverhalten
CAPM
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United States
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Kapitaleinkommen
5
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3
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3
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3
Prognoseverfahren
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Expectation formation
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Financial analysis
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Financial market regulation
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Chen, Yong
Da, Zhi
Santa-Clara, Pedro
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Pedersen, Lasse Heje
6
Liu, Yan
5
Zhou, Guofu
5
Bali, Turan G.
4
Bollerslev, Tim
4
Boons, Martijn
4
Harvey, Campbell R.
4
Hirshleifer, David
4
Huang, Shiyang
4
Lou, Dong
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Agarwal, Vikas
3
Bai, Jennie
3
Ball, Ray
3
Baltussen, Guido
3
Bessembinder, Hendrik
3
Birru, Justin
3
Fama, Eugene F.
3
Gerakos, Joseph
3
Giglio, Stefano
3
Green, Tracy Clifton
3
Han, Yufeng
3
Hou, Kewei
3
Huang, Xing
3
Jiang, Hao
3
Kaniel, Ron
3
Kilic, Mete
3
Langlois, Hugues
3
Lee, Charles M. C.
3
Li, Sophia Zhengzi
3
Lin, Tse-Chun
3
Polk, Christopher
3
Robotti, Cesare
3
Subrahmanyam, Avanidhar
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Journal of financial economics
Information technology and management
1
Journal of Financial Economics
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
6
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1
Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong
;
Eaton, Gregory W.
;
Paye, Bradley S.
- In:
Journal of financial economics
130
(
2018
)
1
,
pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
Saved in:
2
Short selling efficiency
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 387-408
Persistent link: https://www.econbiz.de/10013474363
Saved in:
3
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
4
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
Saved in:
5
Sophisticated investors and market efficiency : evidence from a natural experiment
Chen, Yong
;
Kelly, Bryan T.
;
Wu, Wei
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 316-341
Persistent link: https://www.econbiz.de/10012652869
Saved in:
6
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
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