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person:"Zhang, Lu"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Efficient market hypothesis"
~subject:"Risikoprämie"
~subject:"Theorie"
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Efficient market hypothesis
Risikoprämie
Theorie
Capital income
216
Kapitaleinkommen
216
Theory
73
Börsenkurs
70
Share price
70
Volatility
56
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56
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109
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Subrahmanyam, Avanidhar
Diebold, Francis X.
62
Bollerslev, Tim
59
Zaremba, Adam
49
Bekaert, Geert
48
Campbell, John Y.
48
Stambaugh, Robert F.
45
Harvey, Campbell R.
44
Timmermann, Allan
42
Caporale, Guglielmo Maria
36
Ferson, Wayne E.
35
Zhou, Guofu
35
Bali, Turan G.
33
Edmans, Alex
31
Ludvigson, Sydney C.
31
Gabaix, Xavier
30
Acemoglu, Daron
29
Pesaran, M. Hashem
29
Gupta, Rangan
28
Lux, Thomas
27
Zhou, Hao
27
Engle, Robert F.
26
Guidolin, Massimo
26
Veronesi, Pietro
26
Cochrane, John H.
25
Fabozzi, Frank J.
25
Jagannathan, Ravi
25
Lo, Andrew W.
25
Lettau, Martin
24
Kogan, Leonid
23
Garcia, René
22
Pedersen, Lasse Heje
22
Prokopczuk, Marcel
22
Pástor, Ľuboš
22
Van Nieuwerburgh, Stijn
22
Veldkamp, Laura
22
Acharya, Viral V.
21
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9
Economics and finance working paper series
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6
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Journal of political economy
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
109
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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
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:
3
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:
4
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:
5
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
7
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
Saved in:
8
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
9
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:
10
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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