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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"De Veirman, Emmanuel"
~person:"Martin, Ian"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Lohn"
~subject:"Profit"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Andersen, Torben
Caporin, Massimiliano
De Veirman, Emmanuel
Martin, Ian
Medeiros, Marcelo C.
Stüber, Heiko
Fernández-Villaverde, Jesús
12
Bekaert, Geert
10
Marcellino, Massimiliano
9
Rubio-Ramírez, Juan Francisco
9
Guerrón-Quintana, Pablo A.
8
Carriero, Andrea
7
Forbes, Kristin
7
Sarno, Lucio
7
Clark, Todd E.
6
Farmer, Roger E. A.
6
Lettau, Martin
6
Levchenko, Andrei A.
6
Ludvigson, Sydney C.
6
Mele, Antonio
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Obayashi, Yoshiki
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Aizenman, Joshua
5
Bachmann, Ruediger
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Bloom, Nicholas
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Di Giovanni, Julian
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Farkas, Walter
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Fratzscher, Marcel
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Giglio, Stefano
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Hale, Galina
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Kelly, Bryan T.
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Kilian, Lutz
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Méjean, Isabelle
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Perri, Fabrizio
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Ploeg, Frederick van der
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Razin, Asaf
5
Sentana, Enrique
5
Tong, Hui
5
Wolff, Christiaan Cornelis Petrus
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Anderson, Kym
4
Aït-Sahalia, Yacine
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Baker, Scott
4
Başak, Suleyman
4
Bianchi, Francesco
4
Caballero, Ricardo J.
4
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ECONIS (ZBW)
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Forecasting crashes with a smile
Martin, Ian
;
Shi, Ran
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2023
Persistent link: https://www.econbiz.de/10014375103
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2
Sentiment and speculation in a market with heterogeneous beliefs
Martin, Ian
;
Papadimitriou, Dimitris
-
2019
Persistent link: https://www.econbiz.de/10012180639
Saved in:
3
Volatility
, valuation ratios, and bubbles : an empirical measure of market sentiment
Martin, Ian
;
Gao, Can
-
2019
Persistent link: https://www.econbiz.de/10012041999
Saved in:
4
Worker churn and employment growth at the establishment level
Bachmann, Ruediger
;
Bayer, Christian
;
Merkl, Christian
; …
-
2017
Persistent link: https://www.econbiz.de/10011741680
Saved in:
5
What is the expected return on a stock?
Martin, Ian
;
Wagner, Christian
-
2016
Persistent link: https://www.econbiz.de/10011586742
Saved in:
6
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
7
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
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