//--> //--> //--> //-->
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:"Lau, Chi Keung"
~person:"Stambaugh, Robert F."
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
Capital income
10
Kapitaleinkommen
10
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Börsenkurs
4
Share price
4
Welt
4
World
4
Bitcoin
3
CAPM
3
Risiko
3
Risk
3
Spillover effect
3
Spillover-Effekt
3
Erwartungsbildung
2
Expectation formation
2
Forecasting model
2
Gold
2
Index futures
2
Index-Futures
2
Investment Fund
2
Investmentfonds
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
USA
2
United States
2
Ölpreis
2
1963-1995
1
1979-2011
1
1980-2012
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Allgemeines Gleichgewicht
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Lau, Chi Keung
Stambaugh, Robert F.
Titman, Sheridan
14
Fama, Eugene F.
10
Xuan Vinh Vo
10
Ma, Feng
9
Narayan, Paresh Kumar
9
Xiong, Xiong
9
Ferson, Wayne E.
8
French, Kenneth Ronald
8
Hudson, Robert
8
Lakonishok, Josef
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
Liu, Jia
5
more ...
less ...
Published in...
All
International review of financial analysis
The journal of finance : the journal of the American Finance Association
NBER working paper series
21
Working paper / National Bureau of Economic Research, Inc.
21
NBER Working Paper
20
Working papers / Rodney L. White Center for Financial Research
17
Research in international business and finance
9
Journal of financial economics
8
NBER Working Papers
8
Discussion paper / Centre for Economic Policy Research
7
Rodney L. White Center for Financial Research
7
Finance research letters
6
Working paper series / Center for Research in Security Prices
5
Energy economics
4
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
3
Journal of international financial markets, institutions & money
3
Technical working paper / National Bureau of Economic Research
3
Applied economics
2
Applied economics letters
2
CEPR Discussion Papers
2
Chicago Booth Research Paper
2
Discussion papers / CEPR
2
Economic modelling
2
Eurasian business review
2
Journal of political economy
2
NBER technical working paper series
2
University of Chicago, Becker Friedman Institute for Economics Working Paper
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Annals of financial economics
1
Becker Friedman Institute for Research in Economics Working Paper
1
CRSP Working Paper
1
Critical finance review
1
Defence and peace economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Fama-Miller Center Working Paper
1
Fama-Miller Working Paper
1
Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
2
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
3
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
4
Predictive systems : living with imperfect predictors
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1583-1628
Persistent link: https://www.econbiz.de/10003874422
Saved in:
5
Presidential address : investment noise and trends
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1415-1453
Persistent link: https://www.econbiz.de/10010412350
Saved in:
6
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
7
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Saved in:
8
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001178302
Saved in:
9
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
10
Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
53
(
2017
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011877850
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->