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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Grammig, Joachim"
~person:"Hautsch, Nikolaus"
~person:"Kelly, Bryan T."
~person:"McAleer, Michael"
~person:"Miller, Stephen M."
~person:"Veronesi, Pietro"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Capital market returns"
~subject:"Futures"
~subject:"New economy"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
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Grammig, Joachim
Hautsch, Nikolaus
Kelly, Bryan T.
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Miller, Stephen M.
Veronesi, Pietro
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
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2
Intermediary asset pricing : new evidence from many asset classes
He, Zhiguo
;
Kelly, Bryan T.
;
Manela, Asaf
-
2016
Persistent link: https://www.econbiz.de/10011434778
Saved in:
3
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
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4
Was there a NASDAQ bubble in the late 1990s?
Pástor, Ľuboš
;
Veronesi, Pietro
-
2004
Persistent link: https://www.econbiz.de/10002124231
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5
Technological revolutions and stock prices
Pástor, Ľuboš
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003259895
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6
The time series of the cross section of asset prices
Menzly, Lior
;
Santos, Tano
;
Veronesi, Pietro
-
2002
Persistent link: https://www.econbiz.de/10001709520
Saved in:
7
Stock prices and IPO waves
Pástor, Ľuboš
;
Veronesi, Pietro
-
2003
Persistent link: https://www.econbiz.de/10001775746
Saved in:
8
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
9
Political cycles and stock returns
Pástor, Ľuboš
;
Veronesi, Pietro
-
2017
Persistent link: https://www.econbiz.de/10011627652
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10
Predicting returns with text data
Ke, Zheng Tracy
;
Kelly, Bryan T.
;
Xiu, Dacheng
-
2019
Persistent link: https://www.econbiz.de/10012110918
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