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~subject:"Capital income"
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Capital income
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Turtle, Harry J.
12
Sias, Richard W.
8
Korkie, Robert M.
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Starks, Laura T.
3
Zhang, Chengping
3
Berger, Dave
2
Choi, Nicole Y.
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Sivakumar, Ranjini
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McLemore, Ping
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Nofsinger, John R.
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Titman, Sheridan
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Journal of empirical finance
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2
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1
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1
Journal of investment management : JOIM
1
Mathematics and financial economics
1
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
18
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1
The negativity bias and perceived return distributions : evidence from a pandemic
Sias, Richard W.
;
Starks, Laura T.
;
Turtle, Harry J.
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 627-657
Persistent link: https://www.econbiz.de/10014249470
Saved in:
2
Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave
;
Turtle, Harry J.
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10009557815
Saved in:
3
Time-varying performance of international mutual funds
Turtle, Harry J.
;
Zhang, Chengping
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 334-348
Persistent link: https://www.econbiz.de/10009615679
Saved in:
4
Emerging market crises and US equity market returns
Berger, Dave
;
Turtle, Harry J.
- In:
Global finance journal
22
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009271677
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5
Variance spillover and skewness in financial asset returns
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 139-156
Persistent link: https://www.econbiz.de/10003274792
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6
The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
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7
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
Saved in:
8
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
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9
Limiting investment opportunity sets, asset pricing, and the Roll critique
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Journal of investment management : JOIM
22
(
2024
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10014546322
Saved in:
10
Changes in institutional ownership and stock returns : assessment and methodology
Sias, Richard W.
;
Starks, Laura T.
;
Titman, Sheridan
- In:
The journal of business : B
79
(
2006
)
6
,
pp. 2869-2910
Persistent link: https://www.econbiz.de/10003420876
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