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person:"Zhang, Lu"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~person:"Veldkamp, Laura"
~subject:"Risikoprämie"
~subject:"Stock market"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Subrahmanyam, Avanidhar
Veldkamp, Laura
Diebold, Francis X.
39
Caporale, Guglielmo Maria
31
Bollerslev, Tim
25
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24
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9
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9
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ECONIS (ZBW)
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1
Time-varying fund manager skill
Kacperczyk, Marcin
;
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
-
2012
Persistent link: https://www.econbiz.de/10009577593
Saved in:
2
Time-varying fund manager skill
Kacperczyk, Marcin
;
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
-
2011
Persistent link: https://www.econbiz.de/10009409602
Saved in:
3
Leadership, coordination and mission-driven management
Bolton, Patrick
;
Brunnermeier, Markus Konrad
;
Veldkamp, …
-
2008
Persistent link: https://www.econbiz.de/10003759222
Saved in:
4
A theory of overconfidence, self-attribution, and security market under- and over-reactions
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
-
1997
Persistent link: https://www.econbiz.de/10000958854
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
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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
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
8
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
9
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
10
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
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