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~person:"Campbell, John Y."
~person:"Lettau, Martin"
~person:"McAleer, Michael"
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Kapitalmarktrendite"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Börsenkurs
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USA
299
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299
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83
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83
Volatility
73
Volatilität
73
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70
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70
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66
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66
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64
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42
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Campbell, John Y.
Lettau, Martin
McAleer, Michael
Polk, Christopher
Wu, Chunchi
Gupta, Rangan
64
Stulz, René M.
42
Gambetti, Luca
37
Castelnuovo, Efrem
35
Madura, Jeff
31
Marcellino, Massimiliano
29
Caggiano, Giovanni
27
Caporale, Guglielmo Maria
27
Pástor, Ľuboš
23
Gil-Alaña, Luis A.
22
Mumtaz, Haroon
22
Hautsch, Nikolaus
21
Huber, Florian
21
Massa, Massimo
21
Wohar, Mark E.
20
Shleifer, Andrei
19
Hong, Harrison G.
18
Wright, Jonathan H.
18
Kang, Wensheng
17
Schwert, George William
17
Siklos, Pierre L.
17
Engle, Robert F.
16
Hess, Dieter
16
Lakonishok, Josef
16
Ratti, Ronald A.
16
Veronesi, Pietro
16
Whaley, Robert E.
16
Bohl, Martin T.
15
Gompers, Paul A.
15
Jegadeesh, Narasimhan
15
Ludvigson, Sydney C.
15
Rubio-Ramírez, Juan Francisco
15
Stein, Jeremy C.
15
Timmermann, Allan
15
Akhigbe, Aigbe O.
14
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14
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16
Econometric Institute research papers
15
Discussion paper / Centre for Economic Policy Research
10
The review of financial studies
6
Discussion paper / Tinbergen Institute
5
International review of economics & finance : IREF
4
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4
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
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2
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1
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1
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1
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1
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ECONIS (ZBW)
89
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1
Some lessons from the yield curve
Campbell, John Y.
-
1995
Persistent link: https://www.econbiz.de/10000909031
Saved in:
2
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
Saved in:
3
The effect of income smoothing on stock price
Wu, Chunchi
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Saved in:
4
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
5
No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 281-318
Persistent link: https://www.econbiz.de/10001131966
Saved in:
6
What moves the stock and bond markets? : A variance decomposition for long-term asset returns
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001141551
Saved in:
7
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa
- In:
The journal of business : B
67
(
1994
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
Saved in:
8
Trading volume and serial correlation in stock returns
Campbell, John Y.
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 905-939
Persistent link: https://www.econbiz.de/10001151036
Saved in:
9
The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y.
- In:
The review of financial studies
1
(
1988
)
3
,
pp. 195-228
Persistent link: https://www.econbiz.de/10001106328
Saved in:
10
The impact of the 1986 tax reform on ex-dividend day volume and price behavior
Wu, Chunchi
- In:
National tax journal
49
(
1996
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001203597
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