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Estimation
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Caporale, Guglielmo Maria
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118
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89
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78
Zaremba, Adam
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67
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Theissen, Erik
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Döpke, Jörg
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Lettau, Martin
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Linton, Oliver
33
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Cheung, Yin-Wong
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Springer Fachmedien Wiesbaden
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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Shaker Verlag
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Eric Cuvillier <Firma>
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Zentrum für Europäische Wirtschaftsforschung
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Österreichisches Institut für Wirtschaftsforschung
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of St. Louis
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Goethe-Universität Frankfurt am Main
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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European University Institute / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Working paper / National Bureau of Economic Research, Inc.
695
NBER working paper series
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541
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458
Discussion paper / Centre for Economic Policy Research
420
Applied economics letters
310
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302
CESifo working papers
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International review of economics & finance : IREF
261
Economics letters
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Journal of banking & finance
247
Finance research letters
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Applied financial economics
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International review of financial analysis
229
Working paper
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Journal of econometrics
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Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial economics
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
172
Discussion paper
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IZA Discussion Paper
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Energy economics
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Journal of applied econometrics
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Journal of international financial markets, institutions & money
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Journal of macroeconomics
126
Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
38,514
EconStor
1
RePEc
1
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61
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61
The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian
;
Ecker, Frank
;
Werner, Jan
-
2017
Persistent link: https://www.econbiz.de/10011921132
Saved in:
62
The time varying effect of monetary policy on stock returns
Jansen, Dennis W.
;
Zervou, Anastasia
- In:
Economics letters
160
(
2017
),
pp. 54-58
Persistent link: https://www.econbiz.de/10011903742
Saved in:
63
Bull, bear or any other states in US stock market?
Jiang, Yu
;
Fang, Xianming
- In:
Economic modelling
44
(
2015
),
pp. 54-58
Persistent link: https://www.econbiz.de/10011326294
Saved in:
64
Real dividend - stock market price causality nexus : an application of Markov switching model
Anoruo, Emmanuel
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
4
(
2014
)
1
,
pp. 63-74
Persistent link: https://www.econbiz.de/10010485674
Saved in:
65
Stock market interactions driven by large declines
Ma, Yong
;
Zhang, Weiguo
;
Zhang, Zhengjun
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Saved in:
66
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
67
Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément
;
Rey, Serge
;
Viala, Jean-Renaud
- In:
Economic modelling
41
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
Saved in:
68
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
69
Capital market efficiency : an empirical analysis of the dividend announcement effect for the Austrian stock market
Mestel, Roland
;
Gurgul, Henryk
;
Schleicher, Christoph
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 315-320)
.
2003
Persistent link: https://www.econbiz.de/10001752026
Saved in:
70
Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001755223
Saved in:
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