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institution:"The Wharton Financial Institutions Center"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"Agency theory"
~subject:"Germany"
~subject:"Managers"
~subject:"Theory"
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Agency theory
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Capital income
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1926-1933
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Diebold, Francis X.
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Pástor, Ľuboš
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Stambaugh, Robert F.
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Andersen, Torben
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Anderson, Torben G.
1
Bertocchi, Marida
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The Wharton Financial Institutions Center
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
535
Springer Fachmedien Wiesbaden
97
International Monetary Fund
52
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23
Harvard Graduate School of Business Administration
20
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Forschungsinstitut Betriebliche Bildung
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Rodney L. White Center for Financial Research
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Verlag Dr. Kovač
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Bundesinstitut für Berufsbildung
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Zentrum für Europäische Wirtschaftsforschung
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Bertelsmann Stiftung
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9
Springer-Verlag GmbH
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American Management Association
8
National Industrial Conference Board
8
RWTH Aachen
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Redline Verlag
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VDI-VDE Innovation + Technik GmbH / Institut für Innovation und Technik
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7
European Centre for the Development of Vocational Training
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Birkbeck College / Department of Economics
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ECONIS (ZBW)
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On the excess returns to illiquidity
Novy-Marx, Robert
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002128409
Saved in:
2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
4
Evaluating value weighting : corporate events and market timing
Lamont, Owen A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685916
Saved in:
5
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
Saved in:
6
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
8
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
9
Market frictions, price delay, and the cross-section of expected returns
Hou, Kewei
(
contributor
);
Moskowitz, Tobias J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901898
Saved in:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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