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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial economics"
~person:"Chabi-Yo, Fousseni"
~person:"Gil-Alaña, Luis A."
~person:"Pedersen, Lasse Heje"
~subject:"CAPM"
~subject:"Corporate governance"
~subject:"Kapitalstruktur"
~subject:"Volatility"
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CAPM
Corporate governance
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Time series analysis
43
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43
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36
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36
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32
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Chabi-Yo, Fousseni
Gil-Alaña, Luis A.
Pedersen, Lasse Heje
Caporale, Guglielmo Maria
35
Stulz, René M.
31
Spagnolo, Nicola
16
Weisbach, Michael S.
14
Zhang, Lu
14
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13
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12
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11
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11
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8
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8
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8
Ayoib Che Ahmad
7
Bartram, Söhnke M.
7
Erel, Isil
7
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7
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7
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7
Strebulaev, Ilya A.
7
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6
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5
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5
Core, John E.
5
Fahlenbrach, Rüdiger
5
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5
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Economics and finance working paper series
Fisher College of Business working paper series
International journal of economics and financial issues : IJEFI
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
4
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
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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
European review of economics and finance
1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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1
Journal of Financial Economics
1
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NYU Stern School of Business
1
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1
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ECONIS (ZBW)
23
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
3
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
4
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
6
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
7
The conditional expected market return
Chabi-Yo, Fousseni
;
Loudis, Johnathan
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 752-786
Persistent link: https://www.econbiz.de/10012588362
Saved in:
8
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
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