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~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Zhang, Lu"
~subject:"Börsenkurs"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital income"
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Börsenkurs
United States
Capital income
51
Kapitaleinkommen
51
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18
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18
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18
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15
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15
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14
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Engle, Robert F.
Fabozzi, Frank J.
Zhang, Lu
Gupta, Rangan
84
Zaremba, Adam
52
Narayan, Paresh Kumar
43
Wohar, Mark E.
39
McMillan, David G.
37
Cakici, Nusret
26
Tiwari, Aviral Kumar
26
Chiang, Thomas C.
25
Ma, Feng
25
Bali, Turan G.
23
Bouri, Elie
22
Faff, Robert W.
22
Balcilar, Mehmet
21
Plastun, Alex
21
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
20
Titman, Sheridan
20
Ryu, Doojin
19
Demirer, Rıza
18
Hassan, M. Kabir
18
Nguyen, Duc Khuong
18
Gil-Alaña, Luis A.
17
Sehgal, Sanjay
17
Shen, Dehua
17
Zhong, Angel
17
Lee, Bong-soo
16
Schaub, Mark
16
Zhang, Wei
16
Brooks, Robert
15
Hammoudeh, Shawkat
15
Kudryavtsev, Andrey
15
Li, Bin
15
Shahzad, Syed Jawad Hussain
15
Subrahmanyam, Avanidhar
15
Timmermann, Allan
15
Wei, K. C. John
15
Bollerslev, Tim
14
Brooks, Chris
14
Campbell, John Y.
14
Guo, Hui
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Applied financial economics
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
The review of financial studies
2
Applied economics letters
1
Emerging markets review
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Finance research letters
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Financial management
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NBER reporter online
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The North American journal of economics and finance : a journal of theory and practice
1
The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
27
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1
Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei
;
Wu, Zhengyu
;
Zhang, Hao
;
Zhang, Lu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
4
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
5
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
8
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
9
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
10
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
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