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Schätzung
USA
330,547
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291,952
Theorie
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19,010
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11,217
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10,758
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10,648
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10,634
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10,559
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10,438
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10,313
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10,254
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10,247
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9,884
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8,890
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8,820
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8,681
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Gupta, Rangan
139
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130
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89
Heckman, James J.
71
Zaremba, Adam
55
Hautsch, Nikolaus
54
Hamermesh, Daniel S.
52
Pesaran, M. Hashem
48
Balcilar, Mehmet
45
Karanassou, Marika
43
Bahmani-Oskooee, Mohsen
42
McAleer, Michael
42
Timmermann, Allan
42
Belke, Ansgar
41
Wohar, Mark E.
39
Massa, Massimo
38
Marcellino, Massimiliano
37
Campbell, John Y.
36
Engle, Robert F.
36
Bloom, Nicholas
35
Gil-Alana, Luis A.
35
Koopman, Siem Jan
35
Bollerslev, Tim
34
Cheung, Yin-Wong
34
Stulz, René M.
34
Van Reenen, John
34
Basu, Susanto
33
Eickmeier, Sandra
33
Castelnuovo, Efrem
32
Christiano, Lawrence J.
32
Miller, Stephen M.
32
Haltiwanger, John C.
31
Neumark, David
31
Pierdzioch, Christian
31
Malley, James R.
30
Mazumder, Bhashkar
30
Weber, Enzo
30
Ammann, Manuel
29
Blundell, Richard W.
29
Glaeser, Edward L.
29
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22
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Springer Fachmedien Wiesbaden
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Federal Reserve Bank of New York
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4
Deutsches Institut für Wirtschaftsforschung
4
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4
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1,539
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452
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441
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369
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284
CESifo working papers
222
Applied economics letters
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IZA Discussion Papers
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Journal of banking & finance
194
NBER Working Paper
192
Finance and economics discussion series
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The review of economics and statistics
174
Finance research letters
173
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166
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
155
The American economic review
151
Applied financial economics
147
International review of economics & finance : IREF
145
Journal of international money and finance
137
International review of financial analysis
135
Economic modelling
134
Economics letters
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of empirical finance
118
The North American journal of economics and finance : a journal of financial economics studies
111
Discussion paper
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Journal of applied econometrics
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The journal of futures markets
99
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Journal of money, credit and banking : JMCB
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Journal of economic dynamics & control
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EconStor
988
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1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
2
Enhancing the
profitability
of lottery strategies
Kwon, Kyungyoon
;
Min, Byoung-Kyu
;
Sun, Chenfei
- In:
Journal of empirical finance
69
(
2022
),
pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
Saved in:
3
Risk
metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
4
Essays on Portfolio- and Bank-Management
Graf, Ferdinand
-
2011
Persistent link: https://www.econbiz.de/10009423569
Saved in:
5
Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011670842
Saved in:
6
Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
to the data. Conditional on reasonable
risk
aversion, we find that the data is consistent with infrequent portfolio …
Persistent link: https://www.econbiz.de/10011761264
Saved in:
7
Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011750145
Saved in:
8
Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011660030
Saved in:
9
Essays on individual financial behavior
Karabulut, Yigitcan
-
2012
Persistent link: https://www.econbiz.de/10009697318
Saved in:
10
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
-
2013
risk
. These results are robust across eight different markets and asset classes and multiple time periods …
Persistent link: https://www.econbiz.de/10010257503
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