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~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~subject:"CAPM"
~subject:"Schätzung"
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CAPM
Schätzung
Capital income
24
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14
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Fernandes, Marcelo
2
Grammig, Joachim
2
Han, Bing
2
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1
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Hirshleifer, David
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
National Bureau of Economic Research
253
Federal Reserve Bank of St. Louis
6
Birkbeck College / Department of Economics
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
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5
Federal Reserve System / Division of Research and Statistics
4
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2
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2
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Fisher College of Business working paper series
4
Ensaios econômicos
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ECONIS (ZBW)
7
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The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
2
A
family
of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
3
A
family
of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
4
Limits of arbitrage, sentiment and pricing kernel : evidence from index options
Han, Bing
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101537
Saved in:
5
Investor psychology and asset pricing
Hirshleifer, David
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001567307
Saved in:
6
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
Saved in:
7
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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