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person:"Zhang, Lu"
~person:"Smith, Peter N."
~subject:"Anlageverhalten"
~subject:"Arbeitsmarkt"
~subject:"Stock market"
~type:"book"
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Anlageverhalten
Arbeitsmarkt
Stock market
Capital income
71
Kapitaleinkommen
71
CAPM
21
Risikoprämie
19
Risk premium
19
Portfolio selection
18
Portfolio-Management
18
Aktienmarkt
16
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15
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9
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8
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7
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7
Finanzmarkt
7
Konjunktur
7
Financial investment
6
Kapitalanlage
6
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Welt
5
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5
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English
22
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Zhang, Lu
Smith, Peter N.
Caporale, Guglielmo Maria
49
Campbell, John Y.
30
Peri, Giovanni
27
Plastun, Alex
26
Zaremba, Adam
24
Bali, Turan G.
23
Diebold, Francis X.
20
Harvey, Campbell R.
20
Bekaert, Geert
18
Gupta, Rangan
17
Sum, Vichet
17
Nartea, Gilbert
16
Vivarelli, Marco
16
Cheema, Muhammad A.
15
Ben-David, Itzhak
14
Dumitriu, Ramona
14
Stefanescu, Razvan
14
Weber, Martin
14
Yılmaz, Kamil
14
Zhou, Guofu
14
Bessembinder, Hendrik
13
Ferson, Wayne E.
13
Gil-Alaña, Luis A.
13
Goetzmann, William N.
13
Guo, Hui
13
Lux, Thomas
13
Titman, Sheridan
13
Cakici, Nusret
12
Demirtas, K. Ozgur
12
Jiang, Fuwei
12
Zwinkels, Remco C. J.
12
Autor, David H.
11
Hurd, Michael D.
11
Lamo, Ana
11
Neumark, David
11
Ottaviano, Gianmarco I. P.
11
Schulmeister, Stephan
11
Barrett, Alan
10
Durham, J. Benson
10
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National Bureau of Economic Research
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Discussion papers in economics
5
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3
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2
NBER working paper series
2
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1
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1
Charles A. Dice Center Working Paper
1
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ECONIS (ZBW)
22
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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
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
3
Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381289
Saved in:
4
Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
Saved in:
5
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2012
Persistent link: https://www.econbiz.de/10009663202
Saved in:
6
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
7
Is the value spread a useful predictor of returns?
Liu, Naiping
(
contributor
);
Zhang, Lu
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003746210
Saved in:
8
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
9
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
10
Investment-based underperformance following seasoned equity offerings
Lyandres, Evgeny
;
Sun, Le
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10003038956
Saved in:
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