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Nonlinearity in stock returns...
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Kapitaleinkommen
Theorie
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125,045
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84,383
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Gupta, Rangan
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111
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110
Bali, Turan G.
104
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100
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96
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92
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81
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80
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79
Timmermann, Allan
78
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74
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74
Guidolin, Massimo
69
Pierdzioch, Christian
68
Narayan, Paresh Kumar
67
Zhang, Lu
67
Wohar, Mark E.
66
Faff, Robert W.
65
Ang, Andrew
62
Bouri, Elie
62
McAleer, Michael
61
Plastun, Alex
58
Subrahmanyam, Avanidhar
58
Goetzmann, William N.
57
Gil-Alaña, Luis A.
55
Ferson, Wayne E.
53
Poterba, James M.
51
Engle, Robert F.
48
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
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Guo, Hui
45
Lakonishok, Josef
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Jagannathan, Ravi
44
Wang, Yudong
43
Ma, Feng
42
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OECD
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Erasmus Research Institute of Management
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Federal Reserve System / Board of Governors
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Svenska Handelshögskolan <Helsinki>
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Nationalekonomiska Institutionen <Lund>
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Centre for Economic Policy Research
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Harvard Institute of Economic Research
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Instituto Valenciano de Investigaciones Económicas
3
Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Göteborg>
3
University of British Columbia / Finance Division
3
Banco Central do Brasil
2
Birmingham Business School
2
Business Information Centre <Toronto>
2
Carleton University / Department of Economics
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Finance research letters
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NBER working paper series
590
Journal of banking & finance
566
Working paper / National Bureau of Economic Research, Inc.
561
International review of financial analysis
502
Journal of financial economics
467
NBER Working Paper
445
Journal of empirical finance
379
The journal of finance : the journal of the American Finance Association
377
Pacific-Basin finance journal
372
Applied financial economics
355
International review of economics & finance : IREF
342
Applied economics
312
Applied economics letters
284
Research in international business and finance
267
The review of financial studies
263
Journal of international financial markets, institutions & money
256
The European journal of finance
253
The North American journal of economics and finance : a journal of financial economics studies
249
Journal of financial and quantitative analysis : JFQA
248
Review of quantitative finance and accounting
247
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
Economics letters
202
Economic modelling
189
Management science : journal of the Institute for Operations Research and the Management Sciences
188
International journal of economics and finance
180
Discussion paper / Centre for Economic Policy Research
176
The journal of real estate finance and economics
170
Energy economics
166
Journal of risk and financial management : JRFM
164
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Investment management and financial innovations
149
Journal of international money and finance
143
Journal of econometrics
142
Research paper series / Swiss Finance Institute
142
Journal of financial markets
140
The journal of asset management
140
International journal of economics and financial issues : IJEFI
139
Working paper
126
International journal of finance & economics : IJFE
124
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ECONIS (ZBW)
39,384
EconStor
110
OLC EcoSci
9
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1
A nonlinear model of asset returns with multiple shocks
Kahra, Hannu
;
Martin, Vance
;
Sarkar, Saikat
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
Saved in:
2
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
3
Nonlinear and time-varying risk premia
Ma, Chaoqun
;
Mi, Xianhua
;
Cai, Zongwu
- In:
China economic review : an international journal
62
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
Saved in:
4
The macroeconomic
shock
with the highest price of risk
Pinter, Gabor
-
2016
Persistent link: https://www.econbiz.de/10012171863
Saved in:
5
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
6
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
7
The non-linear trade-off between return and risk : a regime-switching multi-factor framework
Cotter, John
;
Salvador, Enrique
-
2014
Persistent link: https://www.econbiz.de/10010465672
Saved in:
8
Nonlinear effects of temperature on returns and investor optimism-pessimism from winner and loser stocks
Huang, Chai-liang
;
Sugianto, Lai Ferry
;
Yun, Mu Shu
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
1
,
pp. 1-76
Persistent link: https://www.econbiz.de/10014305133
Saved in:
9
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
10
Stock returns, mutual fund flows and spillover shocks
Narayan, Paresh Kumar
;
Narayan, Seema
;
Prabheesh, K. P.
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 146-162
Persistent link: https://www.econbiz.de/10010493980
Saved in:
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