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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"hun"
~language:"swe"
~subject:"Asymmetrische Information"
~subject:"Portfolio-Management"
~subject:"Share price"
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Asymmetrische Information
Portfolio-Management
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Theorie
421
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421
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115
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115
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100
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Gouriéroux, Christian
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Chang, Sanders S.
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Journal of empirical finance
NBER working paper series
529
Working paper / National Bureau of Economic Research, Inc.
464
NBER Working Paper
417
Journal of banking & finance
368
European journal of operational research : EJOR
330
Discussion paper / Centre for Economic Policy Research
316
Finance research letters
310
Journal of economic theory
290
Insurance / Mathematics & economics
286
The review of financial studies
273
Economics letters
266
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262
The journal of finance : the journal of the American Finance Association
262
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249
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197
CESifo working papers
196
Mathematical finance : an international journal of mathematics, statistics and financial theory
183
International journal of theoretical and applied finance
180
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177
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176
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International review of economics & finance : IREF
156
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149
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Journal of economic behavior & organization : JEBO
139
The European journal of finance
135
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131
The North American journal of economics and finance : a journal of financial economics studies
125
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The American economic review
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118
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Journal of financial and quantitative analysis : JFQA
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1
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
2
The implications of IPO underpricing for the firm and insiders : tests of asymmetric information theories
Kennedy, Duane B.
;
Sivakumar, Ranjini
;
Vetzal, Kenneth R.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10003278627
Saved in:
3
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
Saved in:
4
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:
5
Noise trading and the price formation process
Berkman, Henk
;
Koch, Paul Douglas
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 232-250
Persistent link: https://www.econbiz.de/10003699131
Saved in:
6
"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan
;
McGee, M. Kevin
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 248-270
Persistent link: https://www.econbiz.de/10009301122
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9
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
10
Do bond rating changes affect the information asymmetry of stock trading?
He, Yan
;
Wang, Junbo
;
Wei, K. C. John
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009301169
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