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person:"Zhang, Lu"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Kapitaleinkommen
Schätzung
Capital income
41
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17
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16
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16
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15
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Zhang, Lu
Gil-Alaña, Luis A.
Gupta, Rangan
120
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
46
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Wang, Yudong
36
Demirer, Rıza
35
Brooks, Robert
34
Chiang, Thomas C.
34
Zhang, Wei
34
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Timmermann, Allan
30
Zhou, Guofu
30
Lee, Bong-soo
29
Xuan Vinh Vo
28
Auer, Benjamin R.
27
Guidolin, Massimo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Zhang, Yaojie
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Finance research letters
4
Applied economics letters
2
Computational economics
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of political economy
2
Applied financial economics
1
Applied financial economics letters
1
European review of economics and finance
1
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1
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1
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1
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1
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1
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1
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1
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1
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NBER reporter online
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Research in international business and finance
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Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
41
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1
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
2
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
Saved in:
3
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
5
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
6
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
7
Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
8
Do anomalies exist ex ante?
Tang, Yue
;
Wu, Jin
;
Zhang, Lu
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
3
,
pp. 843-875
Persistent link: https://www.econbiz.de/10010396073
Saved in:
9
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
10
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
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