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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~person:"Stivers, Christopher T."
~subject:"Capital income"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Capital income
United States
Kapitaleinkommen
4
Volatility
3
Volatilität
3
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Estimation
2
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Konferenzbeitrag
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Stivers, Christopher T.
Bollerslev, Tim
12
Todorov, Viktor
9
Slottje, Daniel Jonathan
8
Andersen, Torben
7
Engle, Robert F.
6
Xiu, Dacheng
6
Li, Kai
5
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Canova, Fabio
4
Demetrescu, Matei
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Ireland, Peter N.
4
McAleer, Michael
4
Meddahi, Nour
4
Mykland, Per A.
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Renault, Eric
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Timmermann, Allan
4
Wu, Chunchi
4
Zaremba, Adam
4
Zhou, Guofu
4
Anand, Amber
3
Athreya, Kartik B.
3
Bandi, Federico M.
3
Battalio, Robert H.
3
Bekaert, Geert
3
Chakravarty, Sugato
3
Fernandes, Marcelo
3
Ghysels, Eric
3
Grammig, Joachim
3
Guo, Bin
3
Hautsch, Nikolaus
3
Holly, Sean
3
Jennings, Robert H.
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Journal of econometrics
Journal of economic dynamics & control
Journal of financial markets
Journal of financial and quantitative analysis : JFQA
4
The journal of futures markets
3
Financial management
1
Financial management : FM
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
Review of asset pricing studies : RAPS
1
The financial review : the official publication of the Eastern Finance Association
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
4
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1
Bond risk's role in the equity risk-return tradeoff
Bansal, Naresh K.
;
Stivers, Christopher T.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013397895
Saved in:
2
The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.
;
Sun, Licheng
;
Sun, Yong
- In:
Journal of financial markets
12
(
2009
)
3
,
pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
Saved in:
3
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial markets
10
(
2007
)
2
,
pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
Saved in:
4
Firm-level return dispersion and the future volatility of aggregate stock market returns
Stivers, Christopher T.
- In:
Journal of financial markets
6
(
2003
)
3
,
pp. 389-411
Persistent link: https://www.econbiz.de/10001757917
Saved in:
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