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person:"Zhang, Lu"
~person:"Engle, Robert F."
~person:"Harvey, Campbell R."
~subject:"Investment decision"
~subject:"Kapitaleinkommen"
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Investment decision
Kapitaleinkommen
Capital income
207
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Zhang, Lu
Engle, Robert F.
Harvey, Campbell R.
Gupta, Rangan
173
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160
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144
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111
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110
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104
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99
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95
Bollerslev, Tim
81
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80
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79
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77
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74
Titman, Sheridan
74
Guidolin, Massimo
69
Narayan, Paresh Kumar
67
Pierdzioch, Christian
67
Wohar, Mark E.
66
Faff, Robert W.
65
Ang, Andrew
62
McAleer, Michael
61
Bouri, Elie
60
Subrahmanyam, Avanidhar
58
Goetzmann, William N.
57
Plastun, Alex
57
Gil-Alaña, Luis A.
55
Ferson, Wayne E.
53
Poterba, James M.
51
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
45
Lakonishok, Josef
45
Guo, Hui
44
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44
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42
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ECONIS (ZBW)
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1
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
2
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
3
An exploratory investigation of the fundamental determinants of national equity market returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1993
Persistent link: https://www.econbiz.de/10000884554
Saved in:
4
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
5
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
6
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
7
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
8
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
9
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
10
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
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