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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"1997-2017"
~subject:"Aktienmarkt"
~subject:"Share price"
~subject:"World"
~type_genre:"Arbeitspapier"
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1997-2017
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Andersen, Torben
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Working paper / National Bureau of Economic Research, Inc.
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Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012426755
Saved in:
2
Does joining the S&P 500 index hurt firms?
Bennett, Benjamin
;
Stulz, René M.
;
Wang, Zexi
-
2020
Persistent link: https://www.econbiz.de/10012265412
Saved in:
3
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
4
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
-
2013
Persistent link: https://www.econbiz.de/10009788196
Saved in:
5
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
Saved in:
6
Japan premium and stock prices : two mirrors of Japanese banking crises
Itō, Takatoshi
;
Harada, Kimie
-
2000
Persistent link: https://www.econbiz.de/10001530937
Saved in:
7
The impact of capital gains taxes on stock price reaction to S&P 500 inclusion
Blouin, Jennifer L.
;
Raedy, Jana Smith
;
Shackelford, …
-
2000
Persistent link: https://www.econbiz.de/10001531162
Saved in:
8
Transmission of volatility between stock markets
King, Mervyn
;
Wadhwani, Sushil B.
-
1989
Persistent link: https://www.econbiz.de/10000766769
Saved in:
9
Indexes of United States stock prices from 1802 to 1987
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000769012
Saved in:
10
Bull and bear markets in the twentieth century
Barsky, Robert B.
;
DeLong, James Bradford
-
1989
Persistent link: https://www.econbiz.de/10000778718
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