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person:"Zhang, Lu"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~person:"Wang, Neng"
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Zhang, Lu
Andersen, Torben
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ECONIS (ZBW)
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1
The dynamics of market efficiency
Rösch, Dominik M.
;
Subrahmanyam, Avanidhar
;
Dijk, …
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1151-1187
Persistent link: https://www.econbiz.de/10011749349
Saved in:
2
Welfare consequences of sustainable finance
Hong, Harrison G.
;
Wang, Neng
;
Yang, Jinqiang
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4864-4918
Persistent link: https://www.econbiz.de/10014446384
Saved in:
3
Valuing private equity
Sørensen, Morten
;
Wang, Neng
;
Yang, Jinqiang
- In:
The review of financial studies
27
(
2014
)
7
,
pp. 1977-2021
Persistent link: https://www.econbiz.de/10010443084
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2687-2717
Persistent link: https://www.econbiz.de/10010225970
Saved in:
6
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
7
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
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