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~person:"Chordia, Tarun"
~person:"Ludvigson, Sydney C."
~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
97
United States
94
Kapitaleinkommen
29
Aktienmarkt
25
Estimation
24
Schätzung
24
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23
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22
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English
37
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Chordia, Tarun
Ludvigson, Sydney C.
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
Timmermann, Allan
19
Vega, Clara
19
McGrattan, Ellen R.
18
Sirmans, Clemon F.
18
Wohar, Mark E.
18
Ferson, Wayne E.
17
Goetzmann, William N.
17
Jensen, Gerald R.
17
Lettau, Martin
17
Guidolin, Massimo
16
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
14
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National Bureau of Economic Research
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Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
5
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4
The review of financial studies
3
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2
NBER working paper series
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
37
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1
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
2
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:
3
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
4
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:
5
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
6
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
7
Consumption, aggregate wealth, and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
Saved in:
8
Momentum, business cycle, and time-varying expected returns
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 985-1019
Persistent link: https://www.econbiz.de/10001684740
Saved in:
9
Trading activity and expected stock returns
Chordia, Tarun
;
Subrahmanyam, Avanidhar
;
Anshuman, V. Ravi
- In:
Journal of financial economics
59
(
2001
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10001540927
Saved in:
10
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
-
2004
Persistent link: https://www.econbiz.de/10001927181
Saved in:
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