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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Public choice"
~language:"eng"
~person:"Lee, Bong-soo"
~person:"Mixon, Franklin G."
~person:"Munger, Michael C."
~person:"Subrahmanyam, Avanidhar"
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Lee, Bong-soo
Mixon, Franklin G.
Munger, Michael C.
Subrahmanyam, Avanidhar
Ireland, Peter N.
13
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12
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Energy economics
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Journal of money, credit and banking : JMCB
Management science : journal of the Institute for Operations Research and the Management Sciences
Public choice
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11
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1
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
2
Order flow volatility and equity costs of capital
Chordia, Tarun
;
Hu, Jianfeng
;
Subrahmanyam, Avanidhar
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
Saved in:
3
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
Saved in:
4
Short-term reversals : the effects of past returns and institutional exits
Cheng, Si
;
Hameed, Allaudeen
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10011667711
Saved in:
5
Asymmetric effects of informed trading on the cost of equity capital
Brennan, Michael J.
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
62
(
2016
)
9
,
pp. 2460-2480
Persistent link: https://www.econbiz.de/10011577121
Saved in:
6
Capital market efficiency and arbitrage efficacy
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin M.
; …
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
Saved in:
7
Investor sentiment, beta, and the cost of equity capital
Antoniou, Constantinos
;
Doukas, John A.
;
Subrahmanyam, …
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011446188
Saved in:
8
The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan
;
Subrahmanyam, Avanidhar
;
Ukhov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
1
,
pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
Saved in:
9
Dynamic factors and asset pricing
He, Zhongzhi Lawrence
;
Huh, Sahn-wook
;
Lee, Bong-soo
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
Saved in:
10
False advertising and experience goods : the case of political services in the US senate
Mixon, Franklin G.
;
Ressler, Rand W.
;
Gibson, M. Troy
- In:
Public choice
138
(
2009
)
1/2
,
pp. 83-95
Persistent link: https://www.econbiz.de/10003789557
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