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person:"Zhang, Lu"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER reporter online"
~isPartOf:"The American economic review"
~person:"Andersen, Torben"
~person:"Campbell, John Y."
~person:"Garicano, Luis"
~person:"Gil-Alaña, Luis A."
~person:"Goetzmann, William N."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~person:"Todorov, Viktor"
~subject:"Effizienzmarkthypothese"
~subject:"Occupational qualification"
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"Theorie"
~subject:"World"
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Effizienzmarkthypothese
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Zhang, Lu
Andersen, Torben
Campbell, John Y.
Garicano, Luis
Gil-Alaña, Luis A.
Goetzmann, William N.
Prokopczuk, Marcel
Subrahmanyam, Avanidhar
Todorov, Viktor
Caporale, Guglielmo Maria
31
Plastun, Alex
17
Spagnolo, Nicola
5
Xiu, Dacheng
5
Bollerslev, Tim
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Bernoth, Kerstin
3
Caliendo, Marco
3
Makarenko, Inna
3
Mykland, Per A.
3
Renault, Eric
3
Shephard, Neil G.
3
Skinner, Frank S.
3
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2
Asai, Manabu
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2
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Heckman, James J.
2
Herwartz, Helmut
2
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2
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2
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2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Economics and finance working paper series
Handbook of macroeconomics ; Vol. 1C
Journal of econometrics
NBER reporter online
The American economic review
Working paper / National Bureau of Economic Research, Inc.
39
NBER working paper series
36
NBER Working Paper
28
Journal of financial economics
11
Journal of banking & finance
9
CESifo working papers
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
The journal of finance : the journal of the American Finance Association
6
CREATES research paper
5
Fisher College of Business working paper series
4
Discussion paper
3
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
CFS working paper series
2
Computational economics
2
Discussion paper series / Harvard Institute of Economic Research
2
Financial Institutions Center
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of political economy
2
Technical working paper / National Bureau of Economic Research
2
The journal of business : B
2
The quarterly journal of economics
2
Working papers / Financial Institutions Center
2
AFA 2011 Denver Meetings Paper
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
CREATES Research Paper
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Referrals
Garicano, Luis
;
Santos, Tano
- In:
The American economic review
94
(
2004
)
3
,
pp. 499-525
Persistent link: https://www.econbiz.de/10002168764
Saved in:
2
Relational knowledge transfers
Garicano, Luis
;
Rayo, Luis
- In:
The American economic review
107
(
2017
)
9
,
pp. 2695-2730
Persistent link: https://www.econbiz.de/10011736598
Saved in:
3
Measuring the persistence of expected returns
Campbell, John Y.
- In:
The American economic review
80
(
1990
)
2
,
pp. 43-47
Persistent link: https://www.econbiz.de/10001085518
Saved in:
4
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
5
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
6
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
7
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
8
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
9
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
10
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
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