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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Estimation"
~subject:"financial markets"
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Estimation
financial markets
Börsenkurs
239
Share price
239
Theorie
94
Theory
94
USA
88
United States
88
Schätzung
53
Volatility
46
Volatilität
46
Aktienmarkt
35
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35
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28
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28
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27
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23
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World
23
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53
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Lettau, Martin
6
Massa, Massimo
6
Ludvigson, Sydney C.
5
Bianchi, Francesco
3
Duro, Miguel
3
Ghysels, Eric
3
Ljungqvist, Alexander
3
Ormazabal, Gaizka
3
Badia, Marc
2
Bonfiglioli, Alessandra
2
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2
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2
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2
Lou, Dong
2
Ma, Sai
2
Wilhelm, William J.
2
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1
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1
Andreasen, Martin Møller
1
Andreou, Elena
1
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1
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1
Barth, Mary E.
1
Baumeister, Christiane
1
Beaudry, Paul
1
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1
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1
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1
Brunnermeier, Markus Konrad
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Finance research letters
139
Applied economics letters
113
NBER working paper series
109
International review of economics & finance : IREF
108
Working paper / National Bureau of Economic Research, Inc.
106
International review of financial analysis
104
Applied economics
96
Journal of banking & finance
94
Economic modelling
90
NBER Working Paper
88
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
84
Journal of empirical finance
83
IMF Working Papers
77
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72
Research in international business and finance
67
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61
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58
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57
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54
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54
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54
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51
The European journal of finance
50
International journal of economics and finance
44
Cogent economics & finance
43
International journal of finance & economics : IJFE
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of futures markets
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of financial markets
35
The journal of finance : the journal of the American Finance Association
35
Journal of international money and finance
34
Economics letters
33
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32
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31
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ECONIS (ZBW)
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Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
4
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
5
Company stock reactions to the 2016 election shock : Trump, taxes and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
-
2017
Persistent link: https://www.econbiz.de/10011636428
Saved in:
6
Asset price bubbles and systemic risk
Brunnermeier, Markus Konrad
;
Rother, Simon
;
Schnabel, Isabel
-
2017
Persistent link: https://www.econbiz.de/10011752156
Saved in:
7
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
8
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
9
Offsetting disagreement and security prices
Hwang, Byoung-Hyoung
;
Lou, Dong
;
Yin, Chengxi
-
2017
Persistent link: https://www.econbiz.de/10011740100
Saved in:
10
A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
-
2017
Persistent link: https://www.econbiz.de/10011817174
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