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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
111
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46
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39
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31
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31
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18
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Liu, Jun
15
Ang, Andrew
5
Hughes, John S.
4
Li, Kai
4
Caskey, Judson
2
Liu, Jing
2
Arango Thomas, Luis Eduardo
1
Arnott, Robert D.
1
García-Ferrer, Antonio
1
González, A.
1
González, Andrés
1
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1
Hsu, Jason C.
1
Lambert, Richard A.
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Markowitz, Harry
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Parmler, Johan
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ECONIS (ZBW)
18
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1
Returns and the interest rate : a non-linear relationship in the Bogotá stock market
Arango Thomas, Luis Eduardo
;
González, A.
;
Posada, …
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 835-842
Persistent link: https://www.econbiz.de/10001711959
Saved in:
2
Is momentum due to data-snooping?
Parmler, Johan
;
González, Andrés
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 301-318
Persistent link: https://www.econbiz.de/10003550383
Saved in:
3
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio
;
González-Prieto, Ester
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Saved in:
4
Strategic informed trades, diversification, and expected returns
Caskey, Judson
;
Hughes, John S.
;
Liu, Jun
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 1811-1837
Persistent link: https://www.econbiz.de/10011375825
Saved in:
5
Can noise create the size and value effects?
Arnott, Robert D.
;
Hsu, Jason C.
;
Liu, Jun
;
Markowitz, Harry
- In:
Management science : journal of the Institute for …
61
(
2015
)
11
,
pp. 2569-2579
Persistent link: https://www.econbiz.de/10011409071
Saved in:
6
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
7
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001815763
Saved in:
8
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
Saved in:
9
On the relation between expected returns and implied cost of capital
Hughes, John S.
;
Liu, Jing
;
Liu, Jun
- In:
Review of accounting studies
14
(
2009
)
2/3
,
pp. 246-259
Persistent link: https://www.econbiz.de/10003900221
Saved in:
10
Discussion of "On the relation between expected returns and implied cost of capital"
Lambert, Richard A.
- In:
Review of accounting studies
14
(
2009
)
2/3
,
pp. 260-268
Persistent link: https://www.econbiz.de/10003900225
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