//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of post-Keynesian economics : JPKE"
~person:"Aït-Sahalia, Yacine"
~person:"Zhou, Guofu"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Risk premium"
~subject:"Volatility"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
CAPM
Financial crisis
Risk premium
Volatility
Theorie
9
Theory
9
Capital income
8
Kapitaleinkommen
8
Börsenkurs
6
Share price
6
Forecasting model
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Financial market
4
Finanzmarkt
4
Volatilität
4
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikoprämie
3
Schätzung
3
Anlageverhalten
2
Behavioural finance
2
Momentum
2
Predictability
2
Return predictability
2
Securities trading
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
USA
2
United States
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1926-1982
1
Ansteckungseffekt
1
Asset pricing
1
Asymmetric information
1
Asymmetrische Information
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Aït-Sahalia, Yacine
Zhou, Guofu
Harvey, Campbell R.
9
Acharya, Viral V.
8
Longstaff, Francis A.
8
Bakshi, Gurdip S.
7
Bali, Turan G.
7
Fama, Eugene F.
7
Jacobs, Kris
7
Pedersen, Lasse Heje
7
Stulz, René M.
7
Christoffersen, Peter F.
6
French, Kenneth Ronald
6
Kelly, Bryan T.
6
Ang, Andrew
5
Bekaert, Geert
5
Bollerslev, Tim
5
Chordia, Tarun
5
Johnson, Tim
5
Moskowitz, Tobias J.
5
Nagel, Stefan
5
Pástor, Ľuboš
5
Santa-Clara, Pedro
5
Sarno, Lucio
5
Shanken, Jay
5
Shleifer, Andrei
5
Stambaugh, Robert F.
5
Adjei, Frederick
4
Aragon, George O.
4
Bae, Kee-hong
4
Bai, Jennie
4
Ball, Ray
4
Boons, Martijn
4
Della Corte, Pasquale
4
Ferson, Wayne E.
4
Ghysels, Eric
4
Goldstein, Robert S.
4
Greenwood, Robin
4
Gupta, Rangan
4
Hou, Kewei
4
Kapadia, Nishad
4
more ...
less ...
Published in...
All
Journal of economics and finance
Journal of financial economics
Journal of post-Keynesian economics : JPKE
Annals of economics and finance
2
Annals of Economics and Finance
1
Annual review of financial economics
1
China finance review international
1
Economics letters
1
Journal of international economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recovering the FOMC risk premium
Liu, Hong
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10013473704
Saved in:
2
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
3
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
4
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
5
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
6
Short interest and aggregate stock returns
Rapach, David E.
;
Ringgenberg, Matthew C.
;
Zhou, Guofu
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10011590566
Saved in:
7
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
8
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
9
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
10
Bayesian inference in asset pricing tests
Harvey, Campbell R.
- In:
Journal of financial economics
26
(
1990
)
2
,
pp. 221-254
Persistent link: https://www.econbiz.de/10001102506
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->