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The price response to Nikkei 2...
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CAPM
Japan
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Börsenkurs
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EU-Staaten
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Zaremba, Adam
42
Cakici, Nusret
25
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17
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16
Polk, Christopher
16
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15
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14
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13
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11
Ludvigson, Sydney C.
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Timmermann, Allan
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Yang, Chunpeng
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Zhou, Guofu
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Adam, Klaus
10
Ferson, Wayne E.
10
Stambaugh, Robert F.
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Stulz, René M.
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Tang, Yi
10
Chiah, Mardy
9
Cotter, John
9
Dumas, Bernard
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Hommes, Cars H.
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Nakov, Anton
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Nuño, Galo
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Baba, Naohiko
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Demirtas, K. Ozgur
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Faff, Robert W.
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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University of Chicago / Center for Research in Security Prices
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Center for Economic Policy Studies
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
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Internationaler Währungsfonds / Policy Development and Review Department
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Rodney L. White Center for Financial Research
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of British Columbia / Finance Division
1
University of Hong Kong / School of Economics and Finance
1
Universität Bremen
1
Universität Mannheim
1
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
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Journal of financial economics
92
Journal of banking & finance
78
NBER working paper series
71
Finance research letters
54
NBER Working Paper
53
International review of financial analysis
50
Pacific-Basin finance journal
46
The journal of finance : the journal of the American Finance Association
42
Working paper / National Bureau of Economic Research, Inc.
41
Management science : journal of the Institute for Operations Research and the Management Sciences
37
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of empirical finance
33
The review of financial studies
32
Economics letters
30
Review of quantitative finance and accounting
29
Journal of economic dynamics & control
28
Applied economics
27
Journal of international financial markets, institutions & money
25
Research paper series / Swiss Finance Institute
25
International review of economics & finance : IREF
24
The European journal of finance
24
Discussion papers / CEPR
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial markets
19
Journal of international money and finance
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Economic modelling
16
Research in international business and finance
16
Working paper
16
Applied financial economics
15
Cogent economics & finance
15
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
15
The journal of futures markets
15
Discussion paper / Centre for Economic Policy Research
14
International journal of economics and finance
14
Journal of econometrics
14
Journal of investment management : JOIM
14
The journal of asset management
14
The journal of real estate finance and economics
14
Journal of economic theory
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ECONIS (ZBW)
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EconStor
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1
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
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2
Information, volatility and the cost of capital
De Launois, Tanguy
-
2009
Persistent link: https://www.econbiz.de/10003986036
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3
Essays in empirical asset pricing and international finance
Niu, Zilong
-
2020
Persistent link: https://www.econbiz.de/10012172860
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4
The effect of the Nikkei and the S&P on the all-ordinaries : a comparison of three models
Lim, Guay C.
;
McNelis, Paul D.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 217-228
Persistent link: https://www.econbiz.de/10001434202
Saved in:
5
Functional form of stock return model : some international evidence
Chaudhury, Mohammed M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
1
,
pp. 151-183
Persistent link: https://www.econbiz.de/10001218133
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6
Indexing CNX NIFTY 50 momentum effects
Misra, Arun Kumar
;
Mohapatra, Sabyasachi
- In:
Margin: the journal of applied economic research
9
(
2015
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10011339449
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7
The pricing of Australian index futures contracts with taxes and transaction costs
Twite, Garry
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001256318
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8
Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012487379
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9
Does the fundamental indexation portfolio perform better? : an Indian investigation
Kumar, Santosh
;
Tiwari, Ranjit
- In:
Accounting research journal
35
(
2022
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012886454
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10
Der DAX future : Bewertung und empirische Analyse
Röder, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000423361
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