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person:"Zhang, Lu"
~person:"Ma, Feng"
~person:"Tauchen, George Eugene"
~subject:"Estimation"
~subject:"Risikoprämie"
~subject:"Share price"
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Estimation
Risikoprämie
Share price
Capital income
131
Kapitaleinkommen
131
Börsenkurs
53
Forecasting model
49
Prognoseverfahren
49
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46
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46
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Zhang, Lu
Ma, Feng
Tauchen, George Eugene
Zaremba, Adam
129
Gupta, Rangan
127
Caporale, Guglielmo Maria
99
Campbell, John Y.
68
McMillan, David G.
66
Bali, Turan G.
60
Bollerslev, Tim
56
Plastun, Alex
55
Narayan, Paresh Kumar
54
Pierdzioch, Christian
48
Stambaugh, Robert F.
47
Zhou, Guofu
47
Cakici, Nusret
46
Timmermann, Allan
45
Wohar, Mark E.
45
Gil-Alaña, Luis A.
41
Bekaert, Geert
39
Bouri, Elie
38
Pesaran, M. Hashem
38
Harvey, Campbell R.
37
Faff, Robert W.
36
Ang, Andrew
35
Bohl, Martin T.
35
Engle, Robert F.
34
Guo, Hui
32
Lux, Thomas
32
Nitschka, Thomas
31
McAleer, Michael
30
Wang, Yudong
30
Chiang, Thomas C.
28
Ludvigson, Sydney C.
28
Moskowitz, Tobias J.
28
Ryu, Doojin
28
Tang, Yi
28
Tiwari, Aviral Kumar
28
Todorov, Viktor
28
Zhou, Hao
28
Diebold, Francis X.
27
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International review of financial analysis
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5
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4
Finance research letters
4
Energy economics
3
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3
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3
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ECONIS (ZBW)
87
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1
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
2
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:
3
Value versus growth : time-varying expected stock returns
Gulen, Huseyin
(
contributor
);
Xing, Yuhang
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783889
Saved in:
4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
6
Value versus growth : time-varying expected stock returns
Gulen, Huseyin
;
Xing, Yuhang
;
Zhang, Lu
-
2010
Persistent link: https://www.econbiz.de/10003969016
Saved in:
7
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
8
Stochastic volatility in general equilibrium
Tauchen, George Eugene
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
Saved in:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
10
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:
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