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person:"Zhang, Lu"
~isPartOf:"Economics and finance working paper series"
~person:"Andersen, Torben"
~person:"Campbell, John Y."
~person:"Gil-Alaña, Luis A."
~person:"Goetzmann, William N."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"World"
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Risikoprämie
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Zhang, Lu
Andersen, Torben
Campbell, John Y.
Gil-Alaña, Luis A.
Goetzmann, William N.
Prokopczuk, Marcel
Subrahmanyam, Avanidhar
Caporale, Guglielmo Maria
6
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Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
29
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25
NBER Working Paper
18
Journal of financial economics
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
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2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
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3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
4
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
5
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
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