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~person:"Chordia, Tarun"
~person:"Ludvigson, Sydney C."
~person:"Timmermann, Allan"
~subject:"1973-1997"
~subject:"Capital income"
~subject:"Trading volume"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Capital income
Trading volume
USA
160
United States
154
Schätzung
53
Estimation
50
Kapitaleinkommen
48
Theorie
43
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40
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36
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55
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Chordia, Tarun
Ludvigson, Sydney C.
Timmermann, Allan
Gupta, Rangan
48
Campbell, John Y.
36
Warnock, Francis E.
27
Diebold, Francis X.
25
Caporale, Guglielmo Maria
22
Poterba, James M.
22
Ang, Andrew
21
Guo, Hui
21
Lakonishok, Josef
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Pástor, Ľuboš
20
Lo, Andrew W.
18
McGrattan, Ellen R.
18
Ferson, Wayne E.
17
Goetzmann, William N.
17
Guidolin, Massimo
17
Lamont, Owen A.
17
Lettau, Martin
17
Stambaugh, Robert F.
17
Subrahmanyam, Avanidhar
17
Wohar, Mark E.
17
Karolyi, G. Andrew
16
Fama, Eugene F.
15
Bali, Turan G.
14
Engle, Robert F.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Hautsch, Nikolaus
14
Jegadeesh, Narasimhan
14
Jensen, Gerald R.
14
Chan, Louis K. C.
13
Goyal, Amit
13
Harvey, Campbell R.
13
Lee, Bong-soo
13
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13
Pierdzioch, Christian
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The journal of finance : the journal of the American Finance Association
9
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6
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5
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4
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3
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2
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ECONIS (ZBW)
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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
Buyers versus sellers : who initiates trades, and when?
Chordia, Tarun
;
Goyal, Amit
;
Jegadeesh, Narasimhan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1467-1490
Persistent link: https://www.econbiz.de/10011665130
Saved in:
9
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:
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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