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~isPartOf:"AFA 2013 San Diego Meetings Paper"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Dai, Min"
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditrisiko
Risikoprämie
Share price
USA
Liquidity
2
Liquidität
2
Portfolio selection
2
Portfolio-Management
2
Risk premium
2
Theorie
2
Theory
2
liquidity premia
2
Aktienmarkt
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Incomplete information
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Stock market
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Transaction costs
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Transaktionskosten
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Unvollkommene Information
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Volatility
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Volatilität
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incomplete information
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market closure
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portfolio choice
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regime shifts
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transaction costs
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volatility dynamics
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Aufsatz in Zeitschrift
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Dai, Min
Wolff, Christiaan Cornelis Petrus
Almeida, Caio
6
Ardison, Kym
6
Garcia, René
6
Vicente, Jose
6
Bali, Turan G.
4
Trojani, Fabio
4
Zhou, Guofu
3
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Elkamhi, Redouane
2
Engle, Robert F.
2
Feunou, Bruno
2
Garlappi, Lorenzo
2
Gouriéroux, Christian
2
Hasler, Michael
2
Hsu, Alex
2
Jacobs, Kris
2
Jahan-Parvar, Mohammad R.
2
Monfort, Alain
2
Pegoraro, Fulvio
2
Renne, Jean-Paul
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Schneider, Paul
2
Tamoni, Andrea
2
Abbritti, Mirko
1
Andrei, Daniel
1
Anthonisz, Sean A.
1
Aramonte, Sirio
1
Aretz, Kevin
1
Augustin, Patrick
1
Aïd, René
1
Bakshi, Gurdip S.
1
Barillas, Francisco
1
Barndorff-Nielsen, Ole E.
1
Bekaert, Geert
1
Benzoni, Luca
1
Berardi, Andrea
1
Berrada, Tony
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AFA 2013 San Diego Meetings Paper
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Economics letters
3
Applied financial economics
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
The journal of business : B
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ECONIS (ZBW)
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Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
2
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
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