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person:"Zhang, Lu"
~person:"Jareño, Francisco"
~subject:"Arbitrage constraints"
~subject:"Finanzanalyse"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Arbitrage constraints
Finanzanalyse
Schätzung
Capital income
32
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32
Börsenkurs
13
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13
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13
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Zhang, Lu
Jareño, Francisco
Zaremba, Adam
60
Gupta, Rangan
58
McMillan, David G.
31
Wohar, Mark E.
29
Narayan, Paresh Kumar
21
Pierdzioch, Christian
19
Wang, Yudong
19
Bollerslev, Tim
18
Cakici, Nusret
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18
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18
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17
Bali, Turan G.
16
Sehgal, Sanjay
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Bouri, Elie
14
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Demirer, Rıza
11
Lee, Chien-chiang
11
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11
Xuan Vinh Vo
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11
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10
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10
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10
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10
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10
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9
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9
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9
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Applied econometrics and international development
1
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1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
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ECONIS (ZBW)
15
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1
US stock market and macroeconomic factors
Jareño, Francisco
;
Negrut, Loredana
- In:
The journal of applied business research
32
(
2016
)
1
,
pp. 325-340
Persistent link: https://www.econbiz.de/10011436617
Saved in:
2
The US stock market at sector level : inflation news, 1990-2013
Jareño, Francisco
;
Tolentino, Marta
;
González Pérez, …
- In:
Applied econometrics and international development
18
(
2018
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10012000540
Saved in:
3
US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco
;
Ferrer, Román
;
Miroslavova, Stanislava
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
Saved in:
4
Yield curves from different bond data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
Saved in:
5
Main driving factors of the interest rate-stock market Granger causality
Jammazi, Rania
;
Ferrer, Román
;
Jareño, Francisco
; …
- In:
International review of financial analysis
52
(
2017
),
pp. 260-280
Persistent link: https://www.econbiz.de/10011868756
Saved in:
6
The impact of international factors on Spanish company returns : a quantile regression approach
Sevillano, Maria-Caridad
;
Jareño, Francisco
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011859011
Saved in:
7
Explanatory factors of the inflation news impact on stock returns by sector : the Spanish case
Díaz Pérez, Antonio
;
Jareño, Francisco
- In:
Research in international business and finance
23
(
2009
)
3
,
pp. 349-368
Persistent link: https://www.econbiz.de/10003876741
Saved in:
8
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:
9
Is the value spread a useful predictor of returns?
Liu, Naiping
;
Zhang, Lu
- In:
Journal of financial markets
11
(
2008
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
Saved in:
10
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
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