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~person:"Pástor, Ľuboš"
~person:"Stambaugh, Robert F."
~subject:"Faktorenanalyse"
~type_genre:"Working Paper"
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Search: subject:"Kapitalmarktrendite"
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Faktorenanalyse
Capital market returns
7
Kapitalmarktrendite
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Theorie
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Theory
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USA
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United States
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1979-2011
5
Estimation
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Handelsvolumen der Börse
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Investment Fund
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Investmentfonds
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Schätzung
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Securities trading
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Trading volume
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Wertpapierhandel
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Behavioural finance
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Betriebsgröße
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Börsenkurs
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CAPM
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Factor analysis
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1967-2013
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Pástor, Ľuboš
Stambaugh, Robert F.
Chang, Chia-Lin
2
Hsu, Hui-Kuang
2
McAleer, Michael
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Miranda-Agrippino, Silvia
2
Rey, Hélène
2
Yuan, Yu
2
Bates, David S.
1
Borri, Nicola
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Chen, Qihui
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Dapena, José P.
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De-Losso, Rodrigo
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Favero, Carlo A.
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Gonçalves, Sílvia
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Liu, Yukun
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McCracken, Michael W.
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Melone, Alessandro
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Moraes, Fernando Tassinari
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Perron, Benoit
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Roussanov, Nikolai
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Sagner, Andrés
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Serur, Claudio E.
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Serur, Juan Andrés
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Siri, Julián R.
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Tsyvinski, Aleh
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Wang, Xiaoliang
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Zhang, Shaojun
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Četverikov, Denis N.
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
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Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
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