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~isPartOf:"Journal of financial economics"
~person:"Brown, Stephen J."
~person:"Da, Zhi"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
Capital income
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Brown, Stephen J.
Da, Zhi
Bollerslev, Tim
5
Hong, Harrison G.
5
Bali, Turan G.
4
Chordia, Tarun
4
Fama, Eugene F.
4
French, Kenneth Ronald
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Kelly, Bryan T.
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Shanken, Jay
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Timmermann, Allan
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Warner, Jerold B.
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Boons, Martijn
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
The review of financial studies
5
NBER working paper series
4
Journal of financial and quantitative analysis : JFQA
3
NBER Working Paper
3
The journal of finance : the journal of the American Finance Association
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
China finance review international
1
Forthcoming: Review of Financial Studies
1
Journal of money, credit and banking : JMCB
1
The journal of business : B
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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1
Mutual fund styles
Brown, Stephen J.
- In:
Journal of financial economics
43
(
1997
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10001214671
Saved in:
2
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
3
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
4
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
5
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
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