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United States
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44,290
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17,412
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14,163
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14,047
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13,977
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Gupta, Rangan
98
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75
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70
Fabozzi, Frank J.
66
Caporale, Guglielmo Maria
62
Mankiw, Nicholas Gregory
57
Acemoglu, Daron
55
Diebold, Francis X.
55
Christiano, Lawrence J.
50
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50
Poterba, James M.
50
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49
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46
Glaeser, Edward L.
45
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44
Lo, Andrew W.
42
Basu, Susanto
41
Greenwood, Jeremy
39
Mishkin, Frederic S.
39
Timmermann, Allan
39
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38
Viscusi, W. Kip
38
Prescott, Edward C.
37
Pástor, Ľuboš
37
Stock, James H.
37
Stambaugh, Robert F.
36
Stulz, René M.
36
Eichenbaum, Martin S.
35
Krueger, Dirk
35
Bollerslev, Tim
34
Cutler, David M.
34
Shoven, John B.
34
Zeckhauser, Richard
34
Artus, Patrick
33
Auerbach, Alan J.
33
Pesaran, M. Hashem
33
Reis, Ricardo
33
Engle, Robert F.
32
Ludvigson, Sydney C.
32
Nieuwerburgh, Stijn van
32
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Edward Elgar Publishing
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Rodney L. White Center for Financial Research
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World Bank
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8
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8
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8
Econometrisch Instituut <Rotterdam>
7
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524
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449
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343
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Journal of political economy
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Southern economic journal
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The journal of futures markets
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Source
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ECONIS (ZBW)
47,717
RePEc
22
EconStor
6
BASE
2
USB Cologne (EcoSocSci)
2
ArchiDok
1
Showing
1
-
10
of
47,750
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Essays on stock momentum and asset liquidity
Sadka, Ronnie
-
2003
Persistent link: https://www.econbiz.de/10003624563
Saved in:
2
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
3
Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca
;
Wang, Lei
;
Zirek, Duygu
- In:
Research in international business and finance
66
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014462513
Saved in:
4
Essays in empirical asset pricing : liquidity, idiosyncratic
risk
, and the conditional
risk
-return relation
Koch, Stefan
-
2010
Persistent link: https://www.econbiz.de/10008857286
Saved in:
5
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
6
Beyond the random walk : a guide to stock market anomalies and low
risk
investing
Singal, Vijay
-
2006
-
1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
Saved in:
7
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
8
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
9
Efficiency, scale economies, and the
risk
/return performance of real estate investment trusts
Devaney, Michael
;
Weber, William L.
- In:
The journal of real estate finance and economics
31
(
2005
)
3
,
pp. 301-317
Persistent link: https://www.econbiz.de/10003126015
Saved in:
10
Investing for the long run when returns are predictable
Barberis, Nicholas
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
Saved in:
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