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~isPartOf:"The review of financial studies"
~subject:"Announcement effect"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Volatilität"
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Announcement effect
Forecasting model
USA
Volatilität
Capital income
263
Kapitaleinkommen
263
United States
210
Theorie
77
Theory
77
Börsenkurs
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Polk, Christopher
4
Bekaert, Geert
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Conrad, Jennifer S.
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Da, Zhi
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Ferson, Wayne E.
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Greenwood, Robin
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Lakonishok, Josef
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2
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2
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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
337
Finance research letters
334
The journal of finance : the journal of the American Finance Association
287
Journal of banking & finance
262
Journal of financial economics
259
International review of financial analysis
251
Journal of empirical finance
222
International review of economics & finance : IREF
191
Applied financial economics
157
Journal of financial and quantitative analysis : JFQA
151
The North American journal of economics and finance : a journal of financial economics studies
147
NBER working paper series
145
Applied economics
141
Pacific-Basin finance journal
140
Research in international business and finance
135
Review of quantitative finance and accounting
129
Energy economics
122
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
122
Journal of international financial markets, institutions & money
117
Applied economics letters
114
The European journal of finance
109
Economic modelling
108
NBER Working Paper
106
Journal of econometrics
105
International journal of forecasting
100
The journal of real estate finance and economics
100
Journal of forecasting
91
Economics letters
86
Journal of risk and financial management : JRFM
85
Working paper
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Finance and economics discussion series
71
Journal of international money and finance
70
Journal of financial markets
69
Journal of economics and finance
68
The financial review : the official publication of the Eastern Finance Association
66
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
225
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1
Estimating the dynamics of mutual fund alphas and betas
Mamaysky, Harry
;
Spiegel, Matthew
;
Zhang, Hong
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003716154
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2
Investor sentiment and option prices
Han, Bing
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
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3
Endogenous events and long-run returns
Viswanathan, S.
;
Wei, Bin
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 855-888
Persistent link: https://www.econbiz.de/10003716659
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4
Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
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5
Small trade and the cross-section of stock returns
Hvidkjær, Søren
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1123-1151
Persistent link: https://www.econbiz.de/10003742223
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6
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
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7
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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8
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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9
The dating game : do managers designate option grant dates to increase their compensation?
Narayanan, M. P.
;
Seyhun, H. Nejat
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 1907-1945
Persistent link: https://www.econbiz.de/10003764992
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10
Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
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