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Share price
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Lux, Thomas
44
Hautsch, Nikolaus
41
Caporale, Guglielmo Maria
36
Campbell, John Y.
32
Dow, James
32
Foucault, Thierry
29
Härdle, Wolfgang
29
Gupta, Rangan
27
Timmermann, Allan
26
Veronesi, Pietro
26
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Shleifer, Andrei
23
Weber, Michael
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Grammig, Joachim
20
He, Xue-zhong
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Engle, Robert F.
18
Hess, Dieter
18
Shiller, Robert J.
18
Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Sornette, Didier
17
Stein, Jeremy C.
17
Allen, Franklin
16
Dumas, Bernard
16
Madhavan, Ananth Narayan
16
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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8
Rodney L. White Center for Financial Research
6
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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3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
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Kansantaloustieteen Laitos <Tampere>
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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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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>
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International Monetary Fund
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Johannes Gutenberg-Universität Mainz
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Massachusetts Institute of Technology / Department of Economics
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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
AMACOM
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NBER working paper series
208
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
160
The journal of finance : the journal of the American Finance Association
140
The review of financial studies
130
Journal of financial economics
116
Finance research letters
110
Journal of banking & finance
108
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
80
Journal of empirical finance
79
Economics letters
72
Journal of economic dynamics & control
68
International review of economics & finance : IREF
66
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of financial and quantitative analysis : JFQA
51
Journal of financial markets
51
Review of quantitative finance and accounting
50
Applied economics
49
The European journal of finance
49
Applied economics letters
48
The American economic review
48
Research paper series / Swiss Finance Institute
46
Quantitative finance
44
Applied financial economics
43
CESifo working papers
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of econometrics
39
Computational economics
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 economic behavior & organization : JEBO
37
SFB 649 discussion paper
37
Journal of forecasting
36
Pacific-Basin finance journal
36
International journal of theoretical and applied finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international financial markets, institutions & money
34
Discussion paper / Tinbergen Institute
33
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ECONIS (ZBW)
10,806
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1
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1
A lifecycle perspective of stock market performance and wellbeing
Frijters, Paul
;
Johnston, David
;
Shields, Michael
; …
- In:
Journal of economic behavior & organization : JEBO
112
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011399379
Saved in:
2
Subjective well-being of corporate managers and its impact on stock market volatility and financial stability during the Covid-19 pandemic in Poland: an agent-based model perspecti...
Rzeszutek, Marcin
;
Andersen, Jørgen Vitting
;
Szyszka, Adam
-
2023
Persistent link: https://www.econbiz.de/10014486445
Saved in:
3
Does round-the-clock trading result in Pareto improvements?
Spiegel, Matthew
;
Subrahmanyam, Avanidhar
-
1993
Persistent link: https://www.econbiz.de/10000859597
Saved in:
4
The relation between
utility
and the price of equity
Epstein, Larry G.
-
1988
Persistent link: https://www.econbiz.de/10000124833
Saved in:
5
A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
Saved in:
6
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
-
2002
we focus on are the calculation of the additional
utility
of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional
utility
and free lunch possibilities. In particular, if the insider has advance …
Persistent link: https://www.econbiz.de/10009620768
Saved in:
7
Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected
utility
Meyer, Bernd
-
1996
Carlo simulations. Preferences are modeled by time-additive expected
utility
and, alternatively, by recursive non …-expected
utility
. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …-expected
utility
which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment …
Persistent link: https://www.econbiz.de/10009681108
Saved in:
8
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
9
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10001765669
Saved in:
10
Asset pricing implications of a non-expected recursive
utility
function : a review
Cho, Jaeho
- In:
International review of financial analysis
3
(
1994
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001174392
Saved in:
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