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person:"Zhang, Lu"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Acemoglu, Daron"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"Time series analysis"
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Aktienmarkt
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12
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12
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Zhang, Lu
Acemoglu, Daron
Andersen, Torben
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Subrahmanyam, Avanidhar
Campbell, John Y.
15
Bekaert, Geert
14
Ferson, Wayne E.
13
Harvey, Campbell R.
13
Diebold, Francis X.
10
Stambaugh, Robert F.
9
Goetzmann, William N.
8
Nieuwerburgh, Stijn van
8
Cochrane, John H.
7
Ludvigson, Sydney C.
7
Pástor, Ľuboš
7
Ang, Andrew
6
Aït-Sahalia, Yacine
6
Brandt, Michael W.
6
Lakonishok, Josef
6
Lo, Andrew W.
6
Lustig, Hanno
6
Bollerslev, Tim
5
Chan, Louis K. C.
5
Engle, Robert F.
5
Lamont, Owen A.
5
Lettau, Martin
5
Shleifer, Andrei
5
Veronesi, Pietro
5
Wachter, Jessica
5
Backus, David
4
Gorton, Gary
4
Heckman, James J.
4
Hong, Harrison G.
4
Lazear, Edward P.
4
Lewis, Karen K.
4
Nagel, Stefan
4
Pedersen, Lasse Heje
4
Samwick, Andrew
4
Santa-Clara, Pedro
4
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4
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4
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Working paper / National Bureau of Economic Research, Inc.
CESifo working papers
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12
NBER working paper series
12
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6
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2
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2
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2
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Stock market liquidity : implications for market microstructure and asset pricing
2
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American economic journal : a journal of the American Economic Association
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ECONIS (ZBW)
17
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1
Changes in unemployment and wage inequality : an alternative theory and some evidence
Acemoglu, Daron
-
1998
Persistent link: https://www.econbiz.de/10000673939
Saved in:
2
Directed technical change
Acemoglu, Daron
-
2001
Persistent link: https://www.econbiz.de/10001578352
Saved in:
3
Managing innovation in a crowd
Acemoglu, Daron
;
Mostagir, Mohamed
;
Ozdaglar, Asuman E.
-
2014
Persistent link: https://www.econbiz.de/10010249717
Saved in:
4
Offshoring and directed technical change
Acemoglu, Daron
;
Gancia, Gino Alessandro
;
Zilibotti, …
-
2012
Persistent link: https://www.econbiz.de/10009683423
Saved in:
5
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
7
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
8
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
9
Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo
;
Chen, Long
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823463
Saved in:
10
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
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