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~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Kelly, Bryan T."
~subject:"Capital income"
~subject:"Estimation"
~subject:"KMU"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Capital income
Estimation
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Monetary policy
Volatilität
Schätzung
5
CAPM
4
Kapitaleinkommen
4
Theorie
4
Theory
4
Business cycle
3
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3
Konjunktur
3
Risikoprämie
3
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3
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Kelly, Bryan T.
Fama, Eugene F.
10
Bali, Turan G.
8
French, Kenneth Ronald
8
Hong, Harrison G.
7
Moskowitz, Tobias J.
7
Zhou, Guofu
7
Chordia, Tarun
6
Christoffersen, Peter F.
6
Harvey, Campbell R.
6
Jacobs, Kris
6
Linnainmaa, Juhani
6
Pedersen, Lasse Heje
6
Subrahmanyam, Avanidhar
6
Bai, Jennie
5
Bollerslev, Tim
5
Da, Zhi
5
Keloharju, Matti
5
Liu, Yan
5
Lou, Dong
5
Ramadorai, Tarun
5
Santa-Clara, Pedro
5
Stambaugh, Robert F.
5
Yuan, Yu
5
Acharya, Viral V.
4
Ang, Andrew
4
Avramov, Doron
4
Barber, Brad M.
4
Bessembinder, Hendrik
4
Campbell, John Y.
4
Conrad, Jennifer S.
4
Della Corte, Pasquale
4
Edelen, Roger M.
4
Goldstein, Robert S.
4
Hirshleifer, David
4
Huang, Shiyang
4
Jiang, Hao
4
Kaniel, Ron
4
Lamont, Owen A.
4
Lewellen, Jonathan
4
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Critical finance review
1
Journal of econometrics
1
Journal of investment management : JOIM
1
Journal of political economy
1
Journal of risk
1
The quarterly journal of economics
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ECONIS (ZBW)
5
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1
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:
2
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:
3
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:
4
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:
5
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:
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