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person:"Zhang, Lu"
~person:"Gil-Alaña, Luis A."
~person:"Harvey, Campbell R."
~subject:"Finanzmarkt"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"Volatility"
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Finanzmarkt
Risikoprämie
Theorie
Volatility
Capital income
215
Kapitaleinkommen
215
Theory
71
Börsenkurs
64
Share price
64
CAPM
57
Aktienmarkt
54
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54
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42
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40
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39
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39
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Graue Literatur
34
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34
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English
126
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Zhang, Lu
Gil-Alaña, Luis A.
Harvey, Campbell R.
Gupta, Rangan
116
Diebold, Francis X.
84
Bollerslev, Tim
77
Caporale, Guglielmo Maria
67
Campbell, John Y.
65
Bekaert, Geert
64
Stambaugh, Robert F.
61
Zaremba, Adam
60
McAleer, Michael
54
Bali, Turan G.
51
Timmermann, Allan
47
Bouri, Elie
44
Pierdzioch, Christian
41
McMillan, David G.
38
Zhou, Guofu
37
Andersen, Torben
35
Ferson, Wayne E.
35
Lux, Thomas
35
Engle, Robert F.
34
Wang, Yudong
33
Guidolin, Massimo
32
Ludvigson, Sydney C.
32
Ma, Feng
32
Pedersen, Lasse Heje
32
Pástor, Ľuboš
32
Wohar, Mark E.
32
Ang, Andrew
31
Edmans, Alex
31
Cakici, Nusret
30
Fabozzi, Frank J.
30
Gabaix, Xavier
30
Veronesi, Pietro
30
Acemoglu, Daron
29
Jagannathan, Ravi
29
Lettau, Martin
29
Zhou, Hao
29
Pesaran, M. Hashem
28
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National Bureau of Economic Research
18
Chambre de commerce et d'industrie de Paris
1
Rodney L. White Center for Financial Research
1
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NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
17
NBER Working Paper
13
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6
Journal of financial economics
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4
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4
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3
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2
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2
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2
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2
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2
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1
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1
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1
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
1
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1
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
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European review of economics and finance
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Fisher College of Business Working Paper
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International journal of theoretical and applied finance
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Les cahiers de recherche / HEC Paris
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
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ECONIS (ZBW)
126
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1
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
2
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:
3
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
4
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
5
Predictable risk and returns in emerging markets
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881185
Saved in:
6
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
7
Are correlations of stock returns justified by subsequent changes in national outputs?
Dumas, Bernard
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10003732316
Saved in:
8
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
9
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
10
Expectations of equity risk premia, volatility and asymmetry
Graham, John R.
(
contributor
); …
-
2003
-
Draft: July 7, 2003
Persistent link: https://www.econbiz.de/10003771567
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