//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
Capital income
Faktorenanalyse
Estimation
752
Schätzung
748
Theorie
463
Theory
463
Estimation theory
393
Schätztheorie
393
Statistical test
351
Statistischer Test
351
Kapitaleinkommen
229
Time series analysis
192
Zeitreihenanalyse
192
Volatility
183
Volatilität
183
Financial crisis
168
Finanzkrise
166
Börsenkurs
164
Share price
164
Nichtparametrisches Verfahren
163
Nonparametric statistics
163
Forecasting model
158
Prognoseverfahren
158
United States
157
Regression analysis
143
Regressionsanalyse
143
CAPM
125
Panel
124
Panel study
124
Risikoprämie
107
Risk premium
107
Efficient market hypothesis
98
Effizienzmarkthypothese
98
Stochastic process
79
Stochastischer Prozess
79
Portfolio selection
78
Portfolio-Management
78
Welt
72
World
72
Bootstrap approach
61
more ...
less ...
Online availability
All
Undetermined
188
Free
2
Type of publication
All
Article
400
Type of publication (narrower categories)
All
Article in journal
399
Aufsatz in Zeitschrift
399
Language
All
English
400
Author
All
Todorov, Viktor
12
Bollerslev, Tim
11
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Moskowitz, Tobias J.
5
Baltagi, Badi H.
4
Hong, Harrison G.
4
Kelly, Bryan T.
4
Santa-Clara, Pedro
4
Scaillet, Olivier
4
Tauchen, George Eugene
4
Timmermann, Allan
4
Valkanov, Rossen I.
4
Wang, Fa
4
Xiu, Dacheng
4
Bali, Turan G.
3
Bandi, Federico M.
3
Da, Zhi
3
DeAngelo, Harry
3
DeAngelo, Linda
3
Gao, Jiti
3
Han, Xu
3
Jordan, Bradford D.
3
Kao, Chihwa
3
Kilic, Mete
3
Koop, Gary
3
Lamont, Owen A.
3
Lee, Charles M. C.
3
Li, Yingying
3
Liu, Yan
3
Lo, Andrew W.
3
Nagel, Stefan
3
Patton, Andrew J.
3
Subrahmanyam, Avanidhar
3
Tamoni, Andrea
3
Zhou, Guofu
3
Zhou, Hao
3
Acharya, Viral V.
2
Bai, Jennie
2
Bai, Jushan
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
1,866
Discussion paper / Centre for Economic Policy Research
520
Discussion paper series / IZA
438
Applied economics
404
NBER working paper series
392
Journal of banking & finance
286
Finance research letters
280
Applied economics letters
264
CESifo working papers
240
International review of financial analysis
232
Finance and economics discussion series
227
NBER Working Paper
224
International review of economics & finance : IREF
222
Applied financial economics
221
Working paper
220
The journal of finance : the journal of the American Finance Association
214
Journal of international money and finance
199
The review of economics and statistics
197
The American economic review
196
Economic modelling
187
The review of financial studies
184
Economics letters
180
Journal of empirical finance
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
The North American journal of economics and finance : a journal of financial economics studies
167
Journal of international financial markets, institutions & money
155
Journal of financial and quantitative analysis : JFQA
142
Research in international business and finance
141
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
137
The journal of futures markets
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
Pacific-Basin finance journal
127
Journal of applied econometrics
124
Journal of money, credit and banking : JMCB
122
Review of quantitative finance and accounting
118
Energy economics
111
The European journal of finance
111
Discussion paper
110
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
400
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
Saved in:
2
Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair
- In:
Journal of financial economics
39
(
1995
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
Saved in:
3
Uniformly least powerful tests of market efficiency
Loughran, Tim
;
Ritter, Jay
- In:
Journal of financial economics
55
(
2000
)
3
,
pp. 361-389
Persistent link: https://www.econbiz.de/10001449056
Saved in:
4
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
6
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
7
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
The likelihood ratio test for structural changes in factor models
Bai, Jushan
;
Duan, Jiangtao
;
Han, Xu
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015073952
Saved in:
10
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->