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person:"Zhang, Lu"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"The American economic review"
~person:"Andersen, Torben"
~person:"Bekaert, Geert"
~person:"Campbell, John Y."
~person:"Garicano, Luis"
~person:"Gil-Alaña, Luis A."
~person:"Goetzmann, William N."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"World"
~subject:"t-test"
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Zhang, Lu
Andersen, Torben
Bekaert, Geert
Campbell, John Y.
Garicano, Luis
Gil-Alaña, Luis A.
Goetzmann, William N.
Prokopczuk, Marcel
Subrahmanyam, Avanidhar
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Handbook of macroeconomics ; Vol. 1C
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Journal of political economy
The American economic review
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42
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35
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9
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6
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6
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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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
Understanding risk and return
Campbell, John Y.
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 298-345
Persistent link: https://www.econbiz.de/10001198651
Saved in:
4
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:
5
Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
8
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
9
Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
- In:
Journal of political economy
125
(
2017
)
3
,
pp. 713-760
Persistent link: https://www.econbiz.de/10011753819
Saved in:
10
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
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