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person:"Lakonishok, Josef"
~person:"Bouri, Elie"
~person:"Ryu, Doojin"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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ARCH model
Capital income
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Kapitaleinkommen
87
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40
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40
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39
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39
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29
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Lakonishok, Josef
Bouri, Elie
Ryu, Doojin
Gupta, Rangan
119
Zaremba, Adam
97
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
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45
Cakici, Nusret
42
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40
Ma, Feng
40
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38
Fletcher, Jonathan
36
Wang, Yudong
36
Demirer, Rıza
35
Brooks, Robert
34
Zhang, Wei
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
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32
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30
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30
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28
Xuan Vinh Vo
28
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27
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26
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26
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26
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26
Shen, Dehua
26
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26
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25
Li, Bin
25
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24
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Finance research letters
14
Energy economics
7
The journal of finance : the journal of the American Finance Association
7
International review of financial analysis
6
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6
Applied economics
4
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ECONIS (ZBW)
87
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87
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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
Simple technical trading rules and the stochastic properties of stock returns
Brock, William A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
Saved in:
3
Fundamentals and stock returns in Japan
Chan, Louis K. C.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1739-1764
Persistent link: https://www.econbiz.de/10001115519
Saved in:
4
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
5
Are seasonal anomalies real? : a ninety-year perspective
Lakonishok, Josef
- In:
The review of financial studies
1
(
1988
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10001106331
Saved in:
6
Good news for value stocks : further evidence on market efficiency
La Porta, Rafael
;
Lakonishok, Josef
;
Shleifer, Andrei
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
Saved in:
7
Momentum strategies
Chan, Louis K. C.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
Saved in:
8
Evaluating the performance of value versus glamour stocks : the impact of selection bias
Chan, Louis K. C.
- In:
Journal of financial economics
38
(
1995
)
3
,
pp. 269-296
Persistent link: https://www.econbiz.de/10001180869
Saved in:
9
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:
10
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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