//--> //--> //--> //-->
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
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Ferson, Wayne E."
~person:"Liu, Jia"
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
The use of the bootstrap metho...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
CAPM
6
USA
6
United States
6
Capital income
5
Kapitaleinkommen
5
Börsenkurs
4
Estimation
4
Risiko
4
Risk
4
Schätzung
4
Share price
4
Portfolio selection
3
Portfolio-Management
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Financial analysis
2
Finanzanalyse
2
Investment Fund
2
Investmentfonds
2
Stock market
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1926-1985
1
1926-1998
1
1927-1987
1
1947-1985
1
1968-1990
1
1984-2012
1
ARCH model
1
ARCH-Modell
1
Analyst coverage
1
Analyst earnings forecast accuracy
1
Analyst stock recommendations
1
Anlageberatung
1
Apparent temperature
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
13
Author
All
Ferson, Wayne E.
Liu, Jia
Titman, Sheridan
14
Fama, Eugene F.
10
Xuan Vinh Vo
10
Ma, Feng
9
Narayan, Paresh Kumar
9
Xiong, Xiong
9
French, Kenneth Ronald
8
Hudson, Robert
8
Lakonishok, Josef
8
Lau, Chi Keung
8
Stambaugh, Robert F.
8
Yarovaya, Larisa
8
Brooks, Chris
7
Goodell, John W.
7
Hong, Harrison G.
7
Jagannathan, Ravi
7
O'Sullivan, Niall
7
Pástor, Ľuboš
7
Shleifer, Andrei
7
Zaremba, Adam
7
Bekaert, Geert
6
Bouri, Elie
6
Brennan, Michael J.
6
Clare, Andrew D.
6
Green, Richard C.
6
Harvey, Campbell R.
6
Jegadeesh, Narasimhan
6
Campbell, John Y.
5
Daniel, Kent
5
Dinh Hoang Bach Phan
5
Fletcher, Jonathan
5
Goetzmann, William N.
5
Gregoriou, Andros
5
Hirshleifer, David
5
Kelly, Bryan T.
5
Li, Yan
5
Lin, Mei-Chen
5
Linnainmaa, Juhani
5
more ...
less ...
Published in...
All
International review of financial analysis
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
16
NBER working paper series
15
NBER Working Paper
6
Financial markets and asset pricing
3
Research in finance
3
The review of financial studies
3
IMA journal of management mathematics
2
Journal of banking & finance
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
The journal of business : B
2
Annual Review of Financial Economics
1
Annual review of financial economics
1
Australian economic papers
1
Econometrics : open access journal
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
Foundations and trends in finance
1
International Journal of Portfolio Analysis and Management
1
International business review : the official journal of the European International Business Academy
1
International review of economics & finance : IREF
1
Investment performance measurement : evaluating and presenting results
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of political economy
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Operations research forum
1
Operations research letters
1
Optimal financial decision making under uncertainty
1
Research in international business and finance
1
Review of asset pricing studies
1
Risks : open access journal
1
Stochastic optimization: theory and applications
1
Swedish economic policy review
1
The internationalization of equity markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Changes in expected security returns,
risk
, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
2
Convex
risk
measures based on generalized lower deviation and their applications
Fu, Tianwen
;
Zhuang, Xinkai
;
Hui, Yongchang
;
Liu, Jia
- In:
International review of financial analysis
52
(
2017
),
pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
Saved in:
3
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
4
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
5
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
6
Spurious regressions in financial economics?
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1393-1414
Persistent link: https://www.econbiz.de/10001780902
Saved in:
7
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
Saved in:
8
The efficient use of conditioning information in portfolios
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 967-982
Persistent link: https://www.econbiz.de/10001593015
Saved in:
9
General tests of latent variable models and mean-variance spanning
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
Saved in:
10
Are the latent variables in time-varying expected returns compensation for consumption
risk
?
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->