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~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Diversification"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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72
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Polk, Christopher
Wu, Chunchi
Heckman, James J.
65
Caporale, Guglielmo Maria
55
Gupta, Rangan
55
Acemoglu, Daron
53
Gil-Alaña, Luis A.
49
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47
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43
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41
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41
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40
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39
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38
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37
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37
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35
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34
Stein, Jeremy C.
33
Madura, Jeff
32
Artus, Patrick
31
Caballero, Ricardo J.
31
Shleifer, Andrei
31
Basu, Susanto
30
Hautsch, Nikolaus
30
Kehoe, Patrick J.
30
Cutler, David M.
29
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29
Zeckhauser, Richard
29
Bekaert, Geert
28
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28
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27
Akcigit, Ufuk
26
Hall, Robert Ernest
26
Jovanovic, Boyan
26
Lettau, Martin
26
Ludvigson, Sydney C.
26
Wright, Jonathan H.
26
Beaudry, Paul
25
Krueger, Dirk
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25
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ECONIS (ZBW)
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31
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
32
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
33
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
34
The diversification discount : cash flows versus returns
Lamont, Owen A.
;
Polk, Christopher
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1693-1721
Persistent link: https://www.econbiz.de/10001615423
Saved in:
35
Price discovery in the US treasury market : automation vs. intermediation
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Management science : journal of the Institute for …
59
(
2013
)
3
,
pp. 695-714
Persistent link: https://www.econbiz.de/10009731238
Saved in:
36
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
37
Cross-sectional forecasts of the equity premium
Polk, Christopher
;
Thompson, Samuel B.
;
Vuolteenaho, Tuomo
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
Saved in:
38
Do macroeconomic variables matter for pricing default risk?
Xie, Yan Alice
;
Shi, Jian
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003749760
Saved in:
39
Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
40
The role of duration and trades in the information assimilation process of the US treasury market
Chen, Peter Huaiyu
;
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 155-200
Persistent link: https://www.econbiz.de/10012582266
Saved in:
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