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person:"Zhang, Lu"
~person:"Smith, Peter N."
~subject:"Anlageverhalten"
~subject:"Risk premium"
~subject:"Stock market"
~type:"book"
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Anlageverhalten
Risk premium
Stock market
Capital income
71
Kapitaleinkommen
71
CAPM
21
Risikoprämie
19
Portfolio selection
18
Portfolio-Management
18
Aktienmarkt
16
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15
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15
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13
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13
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12
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11
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11
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10
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10
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9
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9
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8
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8
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8
Prognoseverfahren
8
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8
Wertpapierhandel
8
Business cycle
7
Financial market
7
Finanzmarkt
7
Konjunktur
7
Financial investment
6
Kapitalanlage
6
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Welt
5
World
5
Arbeitsmarkt
4
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33
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18
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18
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18
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18
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English
34
Author
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Zhang, Lu
Smith, Peter N.
Caporale, Guglielmo Maria
49
Campbell, John Y.
40
Bekaert, Geert
32
Zaremba, Adam
31
Bali, Turan G.
30
Plastun, Alex
26
Harvey, Campbell R.
25
Diebold, Francis X.
20
Gupta, Rangan
18
Bollerslev, Tim
17
Guo, Hui
17
Menkhoff, Lukas
17
Nartea, Gilbert
17
Sum, Vichet
17
Titman, Sheridan
17
Zhou, Guofu
17
Zhou, Hao
17
Cheema, Muhammad A.
16
Lustig, Hanno
16
Subrahmanyam, Avanidhar
16
Yogo, Motohiro
15
Ben-David, Itzhak
14
Demirtas, K. Ozgur
14
Dumitriu, Ramona
14
Goetzmann, William N.
14
Jiang, Fuwei
14
Nitschka, Thomas
14
Stefanescu, Razvan
14
Verdelhan, Adrien
14
Weber, Martin
14
Yılmaz, Kamil
14
Bessembinder, Hendrik
13
Cakici, Nusret
13
Ferson, Wayne E.
13
Gil-Alaña, Luis A.
13
Hirshleifer, David A.
13
Ludvigson, Sydney C.
13
Lux, Thomas
13
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10
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4
CAMA Working Paper
1
CAMA Working Paper Series Paper 22/2013
1
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1
Charles A. Dice Center Working Paper
1
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ECONIS (ZBW)
34
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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 asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
3
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
4
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:
5
A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381294
Saved in:
6
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
7
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:
8
Durable consumption, long-run risk and the equity premium
Guo, Na
;
Smith, Peter N.
-
2012
Persistent link: https://www.econbiz.de/10009728052
Saved in:
9
Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso
;
Smith, Peter N.
-
2012
Persistent link: https://www.econbiz.de/10009728053
Saved in:
10
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:
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