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person:"Zhang, Lu"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"NBER reporter online"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Lettau, Martin"
~person:"Subrahmanyam, Avanidhar"
~source:"econis"
~subject:"Effizienzmarkthypothese"
~subject:"Risikoprämie"
~subject:"Theorie"
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Lettau, Martin
Subrahmanyam, Avanidhar
Zhou, Guofu
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER reporter online
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
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2
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
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3
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
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