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~isPartOf:"Journal of financial economics"
~isPartOf:"Upjohn Institute Working Paper"
~person:"Brown, Stephen J."
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Todorov, Viktor"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
13
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13
Capital income
11
Kapitaleinkommen
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8
Forecasting model
8
Prognoseverfahren
8
Risikoprämie
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Brown, Stephen J.
Campbell, John Y.
Card, David
Kelly, Bryan T.
Todorov, Viktor
Bollerslev, Tim
5
Moskowitz, Tobias J.
4
Bai, Jennie
3
Bali, Turan G.
3
Christoffersen, Peter F.
3
Hong, Harrison G.
3
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Levine, Ross
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Lo, Andrew W.
3
Nagel, Stefan
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Pástor, Ľuboš
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Santa-Clara, Pedro
3
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3
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3
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3
Weber, Michael
3
Acharya, Viral V.
2
Baltussen, Guido
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Bandi, Federico M.
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Barroso, Pedro
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Boons, Martijn
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Chen, Lin
2
Chernov, Mikhail
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D'Amico, Stefania
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Da, Zhi
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Della Corte, Pasquale
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2
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Journal of financial economics
Upjohn Institute Working Paper
Journal of econometrics
14
The journal of finance : the journal of the American Finance Association
4
Quantitative economics : QE ; journal of the Econometric Society
3
The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
China finance review international
1
Critical finance review
1
Econometric theory
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
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Journal of political economy
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
13
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
5
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
6
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
7
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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