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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"sqi"
~person:"Naranjo, Andy"
~person:"Wu, Chunchi"
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"Share price"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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CAPM
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Capital income
7
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6
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Naranjo, Andy
Wu, Chunchi
Ambrose, Brent William
17
Sirmans, Clemon F.
14
Hommes, Cars H.
13
Li, Kai
11
Lien, Da-hsiang Donald
11
Bali, Turan G.
10
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10
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10
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10
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9
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Liu, Crocker H.
9
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8
Tse, Yiuman
8
Wei, K. C. John
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Berkovec, James A.
7
Dynkin, Lev
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Faia, Ester
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Hammoudeh, Shawkat
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7
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6
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6
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6
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6
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6
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International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of fixed income
The journal of real estate finance and economics
6
Review of quantitative finance and accounting
4
Advances in Pacific Basin business, economics, and finance
3
Journal of empirical finance
3
Journal of financial economics
3
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3
Review of Pacific Basin financial markets and policies
3
The journal of finance : the journal of the American Finance Association
3
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2
Journal of international money and finance
2
Review of asset pricing studies : RAPS
2
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2
The journal of corporate finance : contracting, governance and organization
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in Pacific Basin business, economics and finance
1
Advances in financial planning and forecasting
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
China finance review international
1
Financial markets, institutions & instruments
1
Global finance journal
1
Information systems research : ISR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of financial intermediation
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
National tax journal
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Quarterly journal of business and economics : QJBE
1
Real estate economics
1
Review of asset pricing studies
1
Southern economic journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of financial research
1
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ECONIS (ZBW)
17
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1
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17
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1
REIT leverage and return performance : keep your eye on the target
Giacomini, Emanuela
;
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
45
(
2017
)
4
,
pp. 930-978
Persistent link: https://www.econbiz.de/10011781381
Saved in:
2
Returns and information transmission dynamics in public and private real estate markets
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
43
(
2015
)
1
,
pp. 163-208
Persistent link: https://www.econbiz.de/10010526350
Saved in:
3
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
4
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
5
Institutional capital flows and return dynamics in private commercial real estate markets
Fisher, Jeffrey
;
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
37
(
2009
)
1
,
pp. 85-116
Persistent link: https://www.econbiz.de/10003828148
Saved in:
6
Small trades and volatility increases after stock splits
Chen, Chun-nan
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
18
(
2009
)
4
,
pp. 592-610
Persistent link: https://www.econbiz.de/10003902672
Saved in:
7
Do macroeconomic variables matter for pricing default risk?
Xie, Yan Alice
;
Shi, Jian
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003749760
Saved in:
8
Price rounding and bid-ask spreads before and after the decimalization
He, Yan
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
13
(
2004
)
1
,
pp. 19-41
Persistent link: https://www.econbiz.de/10002042457
Saved in:
9
The dynamics of REIT capital flows and returns
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
31
(
2003
)
3
,
pp. 405-434
Persistent link: https://www.econbiz.de/10001796387
Saved in:
10
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Saved in:
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