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~person:"Chordia, Tarun"
~person:"Ferson, Wayne E."
~person:"Pierdzioch, Christian"
~person:"Poterba, James M."
~person:"Schwert, George William"
~subject:"1973-1997"
~subject:"Capital income"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Capital income
USA
411
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402
Kapitaleinkommen
75
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57
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57
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57
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55
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Chordia, Tarun
Ferson, Wayne E.
Pierdzioch, Christian
Poterba, James M.
Schwert, George William
Gupta, Rangan
49
Campbell, John Y.
36
Diebold, Francis X.
25
Warnock, Francis E.
25
Caporale, Guglielmo Maria
22
Ang, Andrew
21
Guo, Hui
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Timmermann, Allan
19
Ludvigson, Sydney C.
18
McGrattan, Ellen R.
18
Goetzmann, William N.
17
Guidolin, Massimo
17
Lettau, Martin
17
Wohar, Mark E.
17
Lamont, Owen A.
16
Fama, Eugene F.
15
Bali, Turan G.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Jensen, Gerald R.
14
Pástor, Ľuboš
14
Chan, Louis K. C.
13
Harvey, Campbell R.
13
Miller, Stephen M.
13
Prescott, Edward C.
13
Bekaert, Geert
12
Hodrick, Robert J.
12
Jegadeesh, Narasimhan
12
Metrick, Andrew
12
Stambaugh, Robert F.
12
Subrahmanyam, Avanidhar
12
Whitelaw, Robert F.
12
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2
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ECONIS (ZBW)
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71
The changing pattern of stock ownership in the US : 1989-2013
Poterba, James M.
- In:
Eastern economic journal
44
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012244761
Saved in:
72
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
73
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
Saved in:
74
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
75
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
76
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
77
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
78
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
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