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person:"Zhang, Lu"
~person:"Faff, Robert W."
~person:"Li, Yan"
~person:"Zhang, Wei"
~subject:"Börsenkurs"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Börsenkurs
Risikoprämie
Capital income
114
Kapitaleinkommen
114
Share price
52
Aktienmarkt
39
Stock market
39
Volatility
33
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33
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27
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27
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Zhang, Lu
Faff, Robert W.
Li, Yan
Zhang, Wei
Gupta, Rangan
76
Zaremba, Adam
69
Narayan, Paresh Kumar
43
Wohar, Mark E.
36
McMillan, David G.
35
Cakici, Nusret
26
Ma, Feng
25
Chiang, Thomas C.
24
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23
Demirer, Rıza
21
Plastun, Alex
21
Bouri, Elie
20
Balcilar, Mehmet
18
Bali, Turan G.
18
Ryu, Doojin
18
Zhang, Yaojie
18
Zhong, Angel
18
Caporale, Guglielmo Maria
17
Shen, Dehua
17
Hassan, M. Kabir
16
Li, Bin
16
Long, Huaigang
16
Sehgal, Sanjay
16
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16
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15
Kudryavtsev, Andrey
15
Pierdzioch, Christian
15
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14
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14
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14
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14
Yang, Chunpeng
14
Yin, Libo
14
Apergēs, Nikolaos
13
Bollerslev, Tim
13
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13
Dinh Hoang Bach Phan
13
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International review of financial analysis
5
Economic modelling
4
Journal of banking & finance
4
Pacific-Basin finance journal
4
Finance research letters
3
International review of economics & finance : IREF
3
Applied economics letters
2
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ECONIS (ZBW)
59
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1
Competitive valuation effects of Australian IPOs
McGilvery, Andrew
;
Faff, Robert W.
;
Pathan, Shams
- In:
International review of financial analysis
24
(
2012
),
pp. 74-83
Persistent link: https://www.econbiz.de/10009688168
Saved in:
2
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
3
Evidence of strategic information uncertainty around opportunistic insider purchases
Rahman, Dewan
;
Oliver, Barry R.
;
Faff, Robert W.
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495779
Saved in:
4
Modelling Australian stock market volatility
Brailsford, Timothy J.
- In:
Australian journal of management
18
(
1993
)
2
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001158400
Saved in:
5
Realized volatility analysis from various perspectives based on Hilbert Huang transform
Hou, Sizhe
;
Chen, Jiangrui
;
Yin, Lianqian
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
12
,
pp. 189-199
Persistent link: https://www.econbiz.de/10011411813
Saved in:
6
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
7
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
8
Are acquirers efficiently priced? : evidence from subsequent earnings announcements
Goukasian, Levon
;
Huang, Emily J.
;
Ma, Qingzhong
;
Zhang, Wei
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10012030943
Saved in:
9
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
10
R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
;
Teglio, Andrea
- In:
Economic modelling
55
(
2016
),
pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
Saved in:
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