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person:"Lakonishok, Josef"
~person:"Aït-Sahalia, Yacine"
~subject:"Analysis of variance"
~subject:"Ankündigungseffekt"
~subject:"Forschungskosten"
~subject:"Volatility"
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Analysis of variance
Ankündigungseffekt
Forschungskosten
Volatility
Capital income
68
Kapitaleinkommen
68
Theorie
30
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30
USA
23
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1975-1995
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Lakonishok, Josef
Aït-Sahalia, Yacine
Gupta, Rangan
97
Bollerslev, Tim
70
Caporale, Guglielmo Maria
56
McAleer, Michael
52
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
39
Andersen, Torben
33
Pierdzioch, Christian
29
Ma, Feng
28
Spagnolo, Nicola
28
Todorov, Viktor
26
McMillan, David G.
25
Chang, Chia-Lin
24
Lux, Thomas
24
Bali, Turan G.
23
Chiang, Thomas C.
22
Engle, Robert F.
22
Wang, Yudong
22
Yılmaz, Kamil
22
Gil-Alaña, Luis A.
21
Zaremba, Adam
21
Kumar, Dilip
20
Asai, Manabu
19
Campbell, John Y.
19
Christoffersen, Peter F.
19
Jiang, George J.
19
Wohar, Mark E.
19
Boudt, Kris
18
Christiansen, Charlotte
18
Kutan, Ali Mustafa
18
Andersen, Torben G.
17
Caporin, Massimiliano
17
Harvey, Campbell R.
17
Kočenda, Evžen
17
Meddahi, Nour
17
Ryu, Doojin
17
Zhang, Wei
17
Zhang, Xiaoyan
17
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8
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3
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2
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1
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1
Financial accounting and investment management ; Vol. I
1
Intangible assets : values, measures, and risks
1
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1
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1
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ECONIS (ZBW)
32
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1
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
2
Market underreaction to open market share repurchases
Ikenberry, David
;
Lakonishok, Josef
;
Vermaelen, Theo
-
1993
Persistent link: https://www.econbiz.de/10000879079
Saved in:
3
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
-
1999
Persistent link: https://www.econbiz.de/10001399757
Saved in:
4
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
5
Market underreaction to open market share repurchases
Ikenberry, David
- In:
Journal of financial economics
39
(
1995
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10001188050
Saved in:
6
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
7
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
8
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
9
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
- In:
Intangible assets : values, measures, and risks
,
(pp. 387-414)
.
2003
Persistent link: https://www.econbiz.de/10001753148
Saved in:
10
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2431-2456
Persistent link: https://www.econbiz.de/10001631761
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