//--> //--> //--> //-->
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:"Liu, Jia"
~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
7
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Börsenkurs
4
Share price
4
CAPM
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Erwartungsbildung
2
Expectation formation
2
Stock market
2
USA
2
United States
2
1963-1995
1
1979-2011
1
1980-2012
1
ARCH model
1
ARCH-Modell
1
Allgemeines Gleichgewicht
1
Analyst coverage
1
Analyst earnings forecast accuracy
1
Analyst stock recommendations
1
Anlageberatung
1
Anlageverhalten
1
Apparent temperature
1
Arbitrage
1
Behavioural finance
1
Capital market returns
1
Climate change
1
Copula model
1
Correlation
1
Cost of capital
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Liu, Jia
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
Lau, Chi Keung
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
Gregoriou, Andros
5
Hirshleifer, David
5
Kelly, Bryan T.
5
Li, Yan
5
Lin, Mei-Chen
5
Linnainmaa, Juhani
5
Mazouz, Khelifa
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
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
Working paper series / Center for Research in Security Prices
5
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
3
Technical working paper / National Bureau of Economic Research
3
CEPR Discussion Papers
2
Chicago Booth Research Paper
2
Discussion papers / CEPR
2
Journal of international financial markets, institutions & money
2
Journal of political economy
2
NBER technical working paper series
2
University of Chicago, Becker Friedman Institute for Economics Working Paper
2
Australian economic papers
1
Becker Friedman Institute for Research in Economics Working Paper
1
CRSP Working Paper
1
Critical finance review
1
Econometrics : open access journal
1
Energy economics
1
European journal of operational research : EJOR
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
IMA journal of management mathematics
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International business review : the official journal of the European International Business Academy
1
International review of economics & finance : IREF
1
Journal of Financial Economics
1
Journal of monetary economics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
MFI Working Paper
1
Operations research forum
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
Mimicking portfolios and exact arbitrage pricing
Huberman, Gur
- In:
The journal of finance : the journal of the American …
42
(
1987
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001047813
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->