//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Campbell, John Y."
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Developing countries
Foreign investment
United States
Volatility
Capital income
9
Kapitaleinkommen
9
Volatilität
9
USA
8
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
Theorie
6
Theory
6
CAPM
4
Forecasting model
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
High-frequency data
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
Time series analysis
3
Zeitreihenanalyse
3
Cross-sectional return variation
2
Dividend
2
Dividende
2
Return predictability
2
Stock market
2
1926-1988
1
1952-1999
1
1959-1983
1
1986-1996
1
1993-2000
1
1994-1997
1
ARCH model
1
ARCH-Modell
1
Aktie
1
Ankündigungseffekt
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
Dutch
Polish
Chinese
Author
All
Bollerslev, Tim
Campbell, John Y.
Stulz, René M.
15
DeAngelo, Harry
11
DeAngelo, Linda
11
Longstaff, Francis A.
9
Peel, David
9
Barclay, Michael J.
8
Denis, David J.
8
Fama, Eugene F.
8
French, Kenneth Ronald
8
Gupta, Rangan
8
McConnell, John J.
8
Taylor, Mark P.
8
Graham, John R.
7
Harvey, Campbell R.
7
Hong, Harrison G.
7
Lerner, Joshua
7
Pruitt, Stephen W.
7
Ritter, Jay
7
Schultz, Paul H.
7
Stein, Jeremy C.
7
Subrahmanyam, Avanidhar
7
Audretsch, David B.
6
Bali, Turan G.
6
Bessembinder, Hendrik
6
Chordia, Tarun
6
Ferson, Wayne E.
6
James, Christopher M.
6
John, Kose
6
Jordan, Bradford D.
6
Karanasos, Menelaos
6
Karpoff, Jonathan M.
6
Kothari, S. P.
6
Kugler, Peter
6
MacDonald, Ronald
6
Mayers, David
6
Poulsen, Annette Brinch
6
Richardson, Matthew
6
Shleifer, Andrei
6
more ...
less ...
Published in...
All
Economics letters
Journal of empirical finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
47
NBER working paper series
34
NBER Working Paper
27
Journal of econometrics
19
Discussion paper series / Harvard Institute of Economic Research
16
The journal of finance : the journal of the American Finance Association
11
CREATES research paper
8
CFS working paper series
7
Discussion paper / Centre for Economic Policy Research
7
ERID working paper
7
Finance and economics discussion series
6
Working papers / Financial Institutions Center
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of political economy
5
The American economic review
5
The review of financial studies
5
Financial markets and asset pricing
4
Brookings papers on economic activity : BPEA
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of money, credit and banking : JMCB
3
The quarterly journal of economics
3
The review of economics and statistics
3
Working papers / Rodney L. White Center for Financial Research
3
Cowles Foundation discussion paper
2
Financial Institutions Center
2
Foreign exchange markets
2
IFA working paper
2
International economic review
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of financial and quantitative analysis : JFQA
2
NBER macroeconomics annual
2
Review of finance : journal of the European Finance Association
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
2
The review of economic studies
2
A Catalyst Institute research project
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
5
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
6
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
Caught on tape : institutional trading, stock returns, and earnings announcements
Campbell, John Y.
;
Ramadorai, Tarun
;
Schwartz, Allie
- In:
Journal of financial economics
92
(
2009
)
1
,
pp. 66-91
Persistent link: https://www.econbiz.de/10003833681
Saved in:
9
Efficient tests of stock return predictability
Campbell, John Y.
;
Yogo, Motohiro
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 27-60
Persistent link: https://www.econbiz.de/10003340663
Saved in:
10
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->