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~isPartOf:"The journal of financial research"
~subject:"CAPM"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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The journal of financial research
The review of financial studies
57
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39
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38
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30
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The value in fundamental accounting information
Turtle, Harry J.
;
Wang, Kainan
- In:
The journal of financial research
40
(
2017
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10011723101
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2
Monetary policy surprises, investment opportunities, and asset prices
Detzel, Andrew
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 315-348
Persistent link: https://www.econbiz.de/10011723115
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3
Short‐term return predictability and repetitive institutional net order activity
Murphy, Dermot P.
;
Thirumalai, Ramabhadran S.
- In:
The journal of financial research
40
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011903822
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4
Investment fees, net returns, and conflict of interest in 401(k) plans
Doellman, Thomas W.
;
Sardarli, Sabuhi H.
- In:
The journal of financial research
39
(
2016
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10011537129
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5
Skewness and coskewness in bond returns
Chiang, I-Hsuan Ethan
- In:
The journal of financial research
39
(
2016
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10011537141
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6
A holistic approach to the predictive power of expected volatility
Holst, Gherben van der
;
Zwinkels, Remco C. J.
- In:
The journal of financial research
38
(
2015
)
4
,
pp. 417-459
Persistent link: https://www.econbiz.de/10011440741
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7
Funding status of defined benefit pension plans and idiosyncratic return volatility
Chen, Yangyang
- In:
The journal of financial research
38
(
2015
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011346834
Saved in:
8
Idiosyncratic risk premia and momentum
Chichernea, Doina C.
;
Slezak, Steve L.
- In:
The journal of financial research
36
(
2013
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10010250254
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