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~person:"Chordia, Tarun"
~person:"Ludvigson, Sydney C."
~subject:"1973-1997"
~subject:"Ankündigungseffekt"
~subject:"Capital income"
~subject:"Private consumption"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Ankündigungseffekt
Capital income
Private consumption
USA
97
United States
94
Kapitaleinkommen
29
Aktienmarkt
25
Estimation
24
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24
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23
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English
52
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Chordia, Tarun
Ludvigson, Sydney C.
Gupta, Rangan
53
Campbell, John Y.
38
Parker, Jonathan A.
33
Diebold, Francis X.
31
Krueger, Dirk
30
Poterba, James M.
30
Madura, Jeff
27
Caporale, Guglielmo Maria
26
Lettau, Martin
25
Warnock, Francis E.
25
Guo, Hui
24
Garner, Thesia Isedora
22
Stulz, René M.
22
Ang, Andrew
21
Blundell, Richard W.
21
Bollerslev, Tim
21
Lakonishok, Josef
21
Lustig, Hanno
21
McGrattan, Ellen R.
21
Titman, Sheridan
21
Wright, Jonathan H.
21
Carroll, Chris
20
Curcuru, Stephanie E.
20
Lamont, Owen A.
20
Vega, Clara
20
Hess, Dieter
19
Pistaferri, Luigi
19
Timmermann, Allan
19
Wohar, Mark E.
19
Ferson, Wayne E.
18
Nieuwerburgh, Stijn van
18
Sirmans, Clemon F.
18
Gil-Alaña, Luis A.
17
Goetzmann, William N.
17
Gorodnichenko, Yuriy
17
Guidolin, Massimo
17
Jensen, Gerald R.
17
Sørensen, Bent E.
17
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Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
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3
The review of financial studies
3
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2
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
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1
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
-
1996
Persistent link: https://www.econbiz.de/10000968851
Saved in:
2
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
3
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 434-447
Persistent link: https://www.econbiz.de/10001406168
Saved in:
4
Does consumer confidence forecast hosuehold expenditure? : A sentiment index horse race
Bram, Jason
- In:
Economic policy review
4
(
1998
)
2
,
pp. 59-78
Persistent link: https://www.econbiz.de/10001247328
Saved in:
5
The channel of monetary transmission to demand : evidence from the market for automobile credit
Ludvigson, Sydney C.
- In:
Journal of money, credit and banking : JMCB
30
(
1998
)
3
,
pp. 365-383
Persistent link: https://www.econbiz.de/10001250041
Saved in:
6
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
7
Shocks and crashes
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
NBER macroeconomics annual
28
(
2013
),
pp. 293-382
Persistent link: https://www.econbiz.de/10010493136
Saved in:
8
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:
9
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
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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