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Dynamic panel data estimation...
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Share price
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Hautsch, Nikolaus
44
Lux, Thomas
44
Caporale, Guglielmo Maria
36
Dow, James
33
Campbell, John Y.
32
Gupta, Rangan
32
Foucault, Thierry
29
Härdle, Wolfgang
29
Timmermann, Allan
26
Veronesi, Pietro
26
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Weber, Michael
25
Subrahmanyam, Avanidhar
24
Shleifer, Andrei
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
McMillan, David G.
21
Narayan, Paresh Kumar
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Grammig, Joachim
19
He, Xue-zhong
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Engle, Robert F.
18
Hess, Dieter
18
Hong, Harrison G.
18
Pesaran, M. Hashem
18
Shiller, Robert J.
18
Bali, Turan G.
17
Jovanovic, Boyan
17
Platen, Eckhard
17
Sornette, Didier
17
Stein, Jeremy C.
17
Titman, Sheridan
17
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Universität Mannheim
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve System / Board of Governors
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Goethe-Universität Frankfurt am Main
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Institut für Höhere Studien
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
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American Finance Association
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Eberhard Karls Universität Tübingen
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut for Finansiering <Frederiksberg>
2
International Monetary Fund
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Johannes Gutenberg-Universität Mainz
2
Massachusetts Institute of Technology / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Weltbank / Policy Research Department / Finance and Private Sector Development Division
2
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NBER working paper series
210
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
162
The journal of finance : the journal of the American Finance Association
142
The review of financial studies
133
Journal of financial economics
121
Finance research letters
114
Journal of banking & finance
113
Discussion paper / Centre for Economic Policy Research
95
Journal of empirical finance
87
International review of financial analysis
84
Economics letters
78
International review of economics & finance : IREF
70
Journal of economic dynamics & control
70
Economic modelling
66
The North American journal of economics and finance : a journal of financial economics studies
58
Review of quantitative finance and accounting
55
Applied economics letters
54
Applied economics
53
Journal of financial markets
52
The European journal of finance
52
Journal of financial and quantitative analysis : JFQA
51
The American economic review
48
Research paper series / Swiss Finance Institute
47
Applied financial economics
46
Quantitative finance
45
CESifo working papers
44
Pacific-Basin finance journal
43
Journal of econometrics
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Computational economics
38
Journal of economic behavior & organization : JEBO
38
SFB 649 discussion paper
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of accounting & economics
37
Journal of forecasting
37
Journal of international financial markets, institutions & money
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
International journal of theoretical and applied finance
35
Discussion paper
33
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ECONIS (ZBW)
11,169
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1
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1
A global perspective of market reaction to environmental quality : evidence from dynamic
panel
approach
Yahya, Farzan
;
Huy Pham
;
Waqas, Muhammad
- In:
International journal of green economics : IJGE
14
(
2020
)
4
,
pp. 366-385
Persistent link: https://www.econbiz.de/10012510879
Saved in:
2
Is the effect of Indian energy price shocks asymmetric on the stock market at the firm level? : a
panel
SVAR approach
Aruna, Bhagavatula
;
Acharya, Rajesh H.
- In:
Economics and policy of energy and the environment
62
(
2020
)
1
,
pp. 191-211
Persistent link: https://www.econbiz.de/10012649738
Saved in:
3
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
4
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong
-
2010
restrictions implied by asset pricing
theory
. We treat the functional form of the habit as unknown, and to estimate it along with …
Persistent link: https://www.econbiz.de/10012762626
Saved in:
5
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong
-
2004
restrictions implied by asset pricing
theory
. We treat the functional form of the habit as unknown, and to estimate it along with …
Persistent link: https://www.econbiz.de/10012468190
Saved in:
6
Unemployment and
health
: a
panel
event study
Raftopoulou, Athina
;
Giannakopoulos, Nicholas
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1275-1278
Persistent link: https://www.econbiz.de/10014303933
Saved in:
7
On the existence of moments : with an application to German stock returns
Runde, Ralf
;
Scheffner, Axel
-
1998
Persistent link: https://www.econbiz.de/10000672982
Saved in:
8
Three essays in finance
Peng, Liang
-
2002
Persistent link: https://www.econbiz.de/10003780467
Saved in:
9
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
Saved in:
10
Separate estimation of spatial dependence parameters and variance parameters in a spatial model
Arnold, Matthias
;
Wied, Dominik
-
2010
Persistent link: https://www.econbiz.de/10008839884
Saved in:
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