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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Public choice"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~language:"eng"
~person:"McGough, Bruce"
~person:"Subrahmanyam, Avanidhar"
~subject:"CAPM"
~subject:"Capital income"
~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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McGough, Bruce
Subrahmanyam, Avanidhar
Hommes, Cars H.
12
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11
Lee, Bong-soo
10
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9
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Public choice
The financial review : the official publication of the Eastern Finance Association
Journal of financial economics
9
The review of financial studies
8
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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4
Journal of monetary economics
4
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3
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
2
The RPEs of RBCs and other DSGEs
Evans, David
;
Evans, George W.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013539514
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
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:
6
Cognitive dissonance, sentiment, and momentum
Antoniou, Constantinos
;
Doukas, John A.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 245-275
Persistent link: https://www.econbiz.de/10009772359
Saved in:
7
Expectational stability of sunspot equilibria in non-convex economies
McGough, Bruce
;
Meng, Qinglai
;
Xue, Jianpo
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1126-1141
Persistent link: https://www.econbiz.de/10009740450
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 predictor selection in a new Keynesian model with heterogeneous expectations
Branch, William A.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
34
(
2010
)
8
,
pp. 1492-1508
Persistent link: https://www.econbiz.de/10008664725
Saved in:
10
New Keynesian model with heterogeneous expectations
Branch, William A.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1036-1051
Persistent link: https://www.econbiz.de/10003844165
Saved in:
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