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~subject:"Capital income"
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Capital income
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Gupta, Rangan
51
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27
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25
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22
Ang, Andrew
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Guo, Hui
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Goetzmann, William N.
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Lo, Andrew W.
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Pástor, Ľuboš
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The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
111
Journal of financial economics
95
The journal of real estate finance and economics
86
Journal of banking & finance
74
Applied financial economics
73
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International review of financial analysis
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International review of economics & finance : IREF
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Finance research letters
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ECONIS (ZBW)
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Three applications of propensity score matching in microeconomics and corporate finance : United States internal migration ; seasoned equity offerings ; attrition in a randomized e...
Li, Xianghong
-
2004
Persistent link: https://www.econbiz.de/10003549641
Saved in:
2
Earnings response elasticity and post-earnings-announcement drift
Yan, Zhipeng
;
Zhao, Yan
;
Xu, Wei
;
Cheng, Lee-young
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 287-305
Persistent link: https://www.econbiz.de/10009630233
Saved in:
3
Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1992
Persistent link: https://www.econbiz.de/10000843094
Saved in:
4
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
5
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
6
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
7
Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics
Berry, Michael A.
- In:
Quarterly journal of business and economics : QJBE
29
(
1990
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10001100873
Saved in:
8
Detecting abnormal operating performance : the empirical power and specification of test statistics
Barber, Brad M.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 359-399
Persistent link: https://www.econbiz.de/10001200406
Saved in:
9
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
Saved in:
10
The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001129734
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