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~person:"Hasbrouck, Joel"
~person:"Polk, Christopher"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistics"
~type_genre:"Übersichtsarbeit"
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Börsenkurs
Kapitaleinkommen
USA
29
United States
29
Share price
15
Theorie
10
Theory
10
CAPM
7
Capital income
6
Aktienmarkt
5
Estimation
5
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5
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5
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4
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Forecasting model
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1979-1997
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18
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Article in journal
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18
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Hasbrouck, Joel
Polk, Christopher
Gupta, Rangan
47
Madura, Jeff
36
Lakonishok, Josef
22
Wohar, Mark E.
22
Titman, Sheridan
21
Stulz, René M.
19
Lee, Bong-soo
18
Akhigbe, Aigbe O.
17
Campbell, John Y.
17
Jegadeesh, Narasimhan
17
Peterson, David R.
17
Subrahmanyam, Avanidhar
17
Bali, Turan G.
16
Schwert, George William
16
Sirmans, Clemon F.
16
Chordia, Tarun
15
Jensen, Gerald R.
15
Poterba, James M.
15
Wu, Chunchi
15
Glascock, John Leslie
14
Whaley, Robert E.
14
Engle, Robert F.
13
Fama, Eugene F.
13
Ferson, Wayne E.
13
French, Kenneth Ronald
13
Gil-Alaña, Luis A.
13
Guo, Hui
13
Hammoudeh, Shawkat
13
Karolyi, G. Andrew
13
Michaely, Roni
13
Xuan Vinh Vo
13
Balcilar, Mehmet
12
Bouri, Elie
12
Filbeck, Greg
12
Ghosh, Chinmoy
12
Kaul, Gautam
12
McConnell, John J.
12
Pettengill, Glenn N.
12
Richardson, Matthew
12
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The journal of finance : the journal of the American Finance Association
7
The review of financial studies
5
Journal of financial economics
2
Journal of financial and quantitative analysis : JFQA
1
Review of asset pricing studies
1
Selected papers from a Symposium on Market Microstructure
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
18
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1
The stock market and corporate investment : a test of catering theory
Polk, Christopher
;
Sapienza, Paola
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 187-217
Persistent link: https://www.econbiz.de/10003836010
Saved in:
2
Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
Saved in:
3
Growth or glamour?: fundamentals and systematic risk in stock returns
Campbell, John Y.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003941652
Saved in:
4
The price is (almost) right
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2739-2782
Persistent link: https://www.econbiz.de/10003926424
Saved in:
5
Market vs limit orders : the SuperDOT evidence on order submission strategy
Harris, Lawrence E.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
2
,
pp. 213-231
Persistent link: https://www.econbiz.de/10001208257
Saved in:
6
Intraday price formation in US equity index markets
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2375-2400
Persistent link: https://www.econbiz.de/10001845766
Saved in:
7
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 529-554
Persistent link: https://www.econbiz.de/10001570580
Saved in:
8
Common factors in prices, order flows, and liquidity
Hasbrouck, Joel
;
Seppi, Duane J.
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 383-411
Persistent link: https://www.econbiz.de/10001545069
Saved in:
9
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
10
One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
Saved in:
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