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~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of financial studies"
~subject:"Estimation"
~subject:"Share price"
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Estimation
Share price
Theorie
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269
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269
Portfolio selection
236
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236
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Foucault, Thierry
6
Dai, Zhifeng
4
Hu, Duni
4
Madhavan, Ananth Narayan
4
Subrahmanyam, Avanidhar
4
Wang, Hailong
4
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3
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3
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3
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3
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3
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3
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3
Spiegel, Matthew
3
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3
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2
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2
Bekiros, Stelios
2
Belo, Frederico
2
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2
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2
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2
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2
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2
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2
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2
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2
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Computational economics
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
733
NBER working paper series
643
NBER Working Paper
570
Discussion paper / Centre for Economic Policy Research
436
Applied economics
362
Discussion paper series / IZA
294
Economics letters
292
CESifo working papers
275
Economic modelling
234
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217
The journal of finance : the journal of the American Finance Association
209
Applied economics letters
207
Journal of banking & finance
204
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196
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195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Journal of economic dynamics & control
185
Journal of international money and finance
184
Finance research letters
170
Discussion paper
165
International review of economics & finance : IREF
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
IZA Discussion Paper
156
Journal of empirical finance
154
Discussion paper / Tinbergen Institute
153
Europäische Hochschulschriften / 5
152
Journal of applied econometrics
152
Discussion papers / CEPR
149
International review of financial analysis
126
The review of economics and statistics
125
Journal of monetary economics
124
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124
Journal of macroeconomics
123
Applied financial economics
122
IMF working papers
114
European economic review : EER
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SpringerLink / Bücher
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The European journal of finance
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ECONIS (ZBW)
328
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1
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
2
Estimation risk, information, and the conditional CAPM :
theory
and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
Saved in:
3
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
4
Exchange rates, equity prices, and capital flows
Hau, Harald
;
Rey, Hélène
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
Saved in:
5
Limit order book as a market for liquidity
Foucault, Thierry
;
Kadan, Ohad
;
Kandel, Eugene
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1171-1217
Persistent link: https://www.econbiz.de/10003352776
Saved in:
6
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
7
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.
;
Polson, Nicholas G.
;
Stroud, …
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Saved in:
8
Information in equity markets with ambiguity-averse investors
Caskey, Judson A.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3595-3627
Persistent link: https://www.econbiz.de/10003885722
Saved in:
9
Price drift as an outcome of differences in higher-order beliefs
Banerjee, Snehal
;
Kaniel, Ron
;
Kremer, Ilan
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3707-3734
Persistent link: https://www.econbiz.de/10003885730
Saved in:
10
Margin trading, overpricing, and synchronization risk
Bhojraj, Sanjeev
;
Bloomfield, Robert J.
;
Taylor, William B.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2059-2085
Persistent link: https://www.econbiz.de/10003886039
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