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person:"Lakonishok, Josef"
~person:"Ma, Feng"
~person:"Timmermann, Allan"
~person:"Warnock, Francis E."
~subject:"Aktienmarkt"
~subject:"United States"
~subject:"Volatility"
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Aktienmarkt
United States
Volatility
Capital income
203
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203
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73
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73
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Börsenkurs
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Lakonishok, Josef
Ma, Feng
Timmermann, Allan
Warnock, Francis E.
Gupta, Rangan
133
Caporale, Guglielmo Maria
93
Bollerslev, Tim
75
Zaremba, Adam
74
Diebold, Francis X.
68
Campbell, John Y.
63
Bali, Turan G.
57
Bekaert, Geert
53
McAleer, Michael
53
Bouri, Elie
47
Harvey, Campbell R.
46
McMillan, David G.
45
Pierdzioch, Christian
39
Wohar, Mark E.
39
Cakici, Nusret
38
Peri, Giovanni
37
Bebchuk, Lucian A.
36
Gil-Alaña, Luis A.
36
Plastun, Alex
36
Andersen, Torben
35
Chiang, Thomas C.
34
Tiwari, Aviral Kumar
34
Faff, Robert W.
33
Ferson, Wayne E.
33
Goetzmann, William N.
33
Engle, Robert F.
32
Grobys, Klaus
32
Guo, Hui
32
Narayan, Paresh Kumar
32
Ang, Andrew
30
Lettau, Martin
30
Spagnolo, Nicola
29
Lux, Thomas
27
Poterba, James M.
27
Titman, Sheridan
27
Todorov, Viktor
27
Bohl, Martin T.
26
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26
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5
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ECONIS (ZBW)
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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
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
3
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
4
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
5
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
6
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
7
Are insiders' trades informative?
Lakonishok, Josef
;
Lee, Inmoo
-
1998
Persistent link: https://www.econbiz.de/10000673936
Saved in:
8
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
9
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:
10
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
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