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~person:"Lettau, Martin"
~person:"McAleer, Michael"
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Kapitalmarktrendite"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Börsenkurs
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199
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66
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66
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63
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63
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Lettau, Martin
McAleer, Michael
Polk, Christopher
Wu, Chunchi
Gupta, Rangan
64
Stulz, René M.
42
Gambetti, Luca
37
Castelnuovo, Efrem
35
Madura, Jeff
31
Marcellino, Massimiliano
29
Caggiano, Giovanni
27
Caporale, Guglielmo Maria
25
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23
Pástor, Ľuboš
23
Gil-Alaña, Luis A.
22
Mumtaz, Haroon
22
Hautsch, Nikolaus
21
Huber, Florian
21
Massa, Massimo
21
Wohar, Mark E.
20
Hong, Harrison G.
18
Wright, Jonathan H.
18
Kang, Wensheng
17
Schwert, George William
17
Shleifer, Andrei
17
Siklos, Pierre L.
17
Engle, Robert F.
16
Hess, Dieter
16
Lakonishok, Josef
16
Ratti, Ronald A.
16
Veronesi, Pietro
16
Whaley, Robert E.
16
Bohl, Martin T.
15
Gompers, Paul A.
15
Jegadeesh, Narasimhan
15
Ludvigson, Sydney C.
15
Rubio-Ramírez, Juan Francisco
15
Stein, Jeremy C.
15
Timmermann, Allan
15
Akhigbe, Aigbe O.
14
Balcilar, Mehmet
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8
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5
The review of financial studies
5
International review of economics & finance : IREF
4
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4
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2
Advances in quantitative analysis of finance and accounting : a research annual
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1
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
Saved in:
2
The effect of income smoothing on stock price
Wu, Chunchi
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Saved in:
3
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
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4
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa
- In:
The journal of business : B
67
(
1994
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
Saved in:
5
The impact of the 1986 tax reform on ex-dividend day volume and price behavior
Wu, Chunchi
- In:
National tax journal
49
(
1996
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001203597
Saved in:
6
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
7
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
8
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:
9
The booms and busts of beta arbitrage
Lou, Dong
;
Polk, Christopher
;
Huang, Shiyang
-
2014
Persistent link: https://www.econbiz.de/10011474118
Saved in:
10
How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
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