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~person:"Chordia, Tarun"
~person:"Ludvigson, Sydney C."
~person:"Timmermann, Allan"
~subject:"1973-1997"
~subject:"Ankündigungseffekt"
~subject:"Capital income"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Ankündigungseffekt
Capital income
USA
160
United States
154
Schätzung
53
Estimation
50
Kapitaleinkommen
48
Theorie
43
Theory
40
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36
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36
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32
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31
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56
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Chordia, Tarun
Ludvigson, Sydney C.
Timmermann, Allan
Gupta, Rangan
48
Campbell, John Y.
36
Diebold, Francis X.
31
Madura, Jeff
27
Warnock, Francis E.
25
Poterba, James M.
24
Caporale, Guglielmo Maria
23
Stulz, René M.
22
Ang, Andrew
21
Bollerslev, Tim
21
Guo, Hui
21
Lakonishok, Josef
21
Titman, Sheridan
21
Wright, Jonathan H.
21
Curcuru, Stephanie E.
20
Lamont, Owen A.
20
Hess, Dieter
19
Vega, Clara
19
McGrattan, Ellen R.
18
Sirmans, Clemon F.
18
Wohar, Mark E.
18
Ferson, Wayne E.
17
Goetzmann, William N.
17
Guidolin, Massimo
17
Jensen, Gerald R.
17
Lettau, Martin
17
Andersen, Torben
15
Fama, Eugene F.
15
Gürkaynak, Refet S.
15
Wongswan, Jon
15
Bali, Turan G.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Jegadeesh, Narasimhan
14
Lustig, Hanno
14
Pástor, Ľuboš
14
Sack, Brian
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8
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5
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5
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4
The review of financial studies
4
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ECONIS (ZBW)
56
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1
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
2
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
3
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
4
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
5
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
Saved in:
6
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
7
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
8
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
9
Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements
Chordia, Tarun
;
Green, Tracy Clifton
;
Kottimukkalur, …
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4650-4687
Persistent link: https://www.econbiz.de/10012005214
Saved in:
10
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
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