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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Public choice"
~language:"eng"
~person:"Canova, Fabio"
~person:"Goff, Brian L."
~person:"Lee, Bong-soo"
~person:"Li, Kai"
~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:"Schätzung"
~subject:"Time series analysis"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Canova, Fabio
Goff, Brian L.
Lee, Bong-soo
Li, Kai
Mixon, Franklin G.
Munger, Michael C.
Subrahmanyam, Avanidhar
Hommes, Cars H.
12
Bali, Turan G.
7
Faia, Ester
7
McGough, Bruce
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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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
Fujiwara, Ippei
4
Fève, Patrick
4
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4
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Management science : journal of the Institute for Operations Research and the Management Sciences
Public choice
Journal of monetary economics
8
Journal of applied econometrics
4
Journal of money, credit and banking : JMCB
4
Quantitative economics : QE ; journal of the Econometric Society
4
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3
Applied economics letters
3
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3
Journal of financial economics
3
The economic journal : the journal of the Royal Economic Society
3
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3
The review of financial studies
3
Econometric reviews
2
International journal of central banking : IJCB
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of financial economic policy
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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1
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1
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Economic policy : a European forum
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Finance research letters
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Financial management
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Financial management : FM
1
Han gug gae bal yeon gu
1
IMF staff papers
1
International journal of finance & economics : IJFE
1
International journal of monetary economics and finance : IJMEF
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ECONIS (ZBW)
20
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20
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1
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
2
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
3
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:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
5
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
6
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
7
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:
8
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
9
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:
10
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:
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