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~subject:"Börsenkurs"
~subject:"Forecasting model"
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Börsenkurs
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1
Are ex-day dividend clientele effects dead? : Dividend yield versus dividend size
Jakob, Keith J.
;
Ma, Tongshu
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 718-735
Persistent link: https://www.econbiz.de/10003609999
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2
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
3
Predicting systematic risk : implications from growth options
Jacquier, Eric
;
Titman, Sheridan
;
Yalçın, Atakan
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
Saved in:
4
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Saved in:
5
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
6
Market closure and predictability of intradaily stock returns in the United States and Japan
Lin, Wen-ling Tsai
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 19-44
Persistent link: https://www.econbiz.de/10001181812
Saved in:
7
Investor target prices
Huang, Shiyang
;
Liu, Xin
;
Yin, Chengxi
- In:
Journal of empirical finance
54
(
2019
),
pp. 39-57
Persistent link: https://www.econbiz.de/10012174824
Saved in:
8
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
Saved in:
9
Stock price and systematic risk effects of discontinuation of corporate R&D programs
Saad, Mohsen M.
;
Zantout, Zaher Z.
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 568-581
Persistent link: https://www.econbiz.de/10003900260
Saved in:
10
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
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