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person:"Zhang, Lu"
~person:"Tauchen, George Eugene"
~subject:"Aktienmarkt"
~subject:"Estimation"
~subject:"Risikoprämie"
~subject:"Share price"
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Aktienmarkt
Estimation
Risikoprämie
Share price
Capital income
89
Kapitaleinkommen
89
Börsenkurs
29
Risk premium
23
Schätzung
23
CAPM
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Theorie
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21
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59
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Zhang, Lu
Tauchen, George Eugene
Zaremba, Adam
140
Gupta, Rangan
135
Caporale, Guglielmo Maria
109
Campbell, John Y.
79
Bali, Turan G.
74
McMillan, David G.
71
Bollerslev, Tim
59
Cakici, Nusret
59
Narayan, Paresh Kumar
59
Plastun, Alex
55
Bekaert, Geert
51
Pierdzioch, Christian
51
Faff, Robert W.
50
Zhou, Guofu
50
Harvey, Campbell R.
48
Timmermann, Allan
48
Wohar, Mark E.
48
Stambaugh, Robert F.
47
Gil-Alaña, Luis A.
45
Bouri, Elie
44
Diebold, Francis X.
41
Bohl, Martin T.
40
Guo, Hui
39
Ma, Feng
39
Pesaran, M. Hashem
38
Ang, Andrew
37
Engle, Robert F.
37
Lux, Thomas
35
Chiang, Thomas C.
33
Grobys, Klaus
33
Ryu, Doojin
33
Wang, Yudong
33
Goetzmann, William N.
32
McAleer, Michael
32
Tiwari, Aviral Kumar
32
Nitschka, Thomas
31
Sum, Vichet
31
Demirtas, K. Ozgur
30
Sehgal, Sanjay
30
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National Bureau of Economic Research
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8
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6
ERID working paper
5
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Ross School of Business working paper series
2
The review of financial studies
2
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ECONIS (ZBW)
59
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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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