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44
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IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
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Judge Institute of Management Studies
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1
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Journal of financial economics
115
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104
NBER working paper series
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Finance research letters
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International review of financial analysis
74
Working paper / National Bureau of Economic Research, Inc.
71
The journal of finance : the journal of the American Finance Association
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Pacific-Basin finance journal
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Journal of empirical finance
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Economics letters
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The review of financial studies
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The European journal of finance
37
Journal of economic dynamics & control
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Applied economics
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Journal of international financial markets, institutions & money
33
Journal of financial and quantitative analysis : JFQA
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
International journal of economics and finance
29
The journal of corporate finance : contracting, governance and organization
29
Applied financial economics
28
Quantitative finance
25
Research in international business and finance
25
Applied economics letters
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
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Working paper
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International journal of theoretical and applied finance
23
Discussion papers / CEPR
22
International journal of economics and financial issues : IJEFI
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Journal of financial markets
22
Swiss Finance Institute Research Paper
20
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ECONIS (ZBW)
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Intrinsic bubbles and fat tails in stock prices : a note
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
- In:
Macroeconomic dynamics
11
(
2007
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10003521988
Saved in:
2
Intrinsic Bubbles and Fat Tails in Stock Prices : A Note
Bidarkota, Prasad V.
-
2019
dividend
stream is modeled as a random walk with innovations drawn from the family of stable distributions. We derive an exact …
Persistent link: https://www.econbiz.de/10012889782
Saved in:
3
Equity valuation under stochastic rates
Realdon, Marco
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003335020
Saved in:
4
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
5
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
6
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
7
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
8
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
9
Financial markets with volatility uncertainty
Vorbrink, Jörg
- In:
Journal of mathematical economics
53
(
2014
),
pp. 64-78
Persistent link: https://www.econbiz.de/10011297142
Saved in:
10
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
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