//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The econometrics of financial...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
293
Theory
292
USA
196
United States
192
Portfolio-Management
157
Portfolio selection
156
Capital income
148
Kapitaleinkommen
148
Börsenkurs
124
Share price
122
CAPM
119
Estimation
101
Schätzung
101
Aktienmarkt
82
Stock market
81
Anlageverhalten
68
Behavioural finance
66
Financial market
55
Finanzmarkt
55
Risk
55
Risiko
53
Welt
48
World
48
Financial crisis
44
Finanzkrise
43
Privater Haushalt
43
Time series analysis
43
Zeitreihenanalyse
43
Household
42
Hypothek
42
Mortgage
42
Risikoprämie
41
Risk premium
41
Yield curve
39
Zinsstruktur
39
Arzneimittel
35
Pharmaceuticals
35
Zins
35
Interest rate
34
Hedging
33
more ...
less ...
Online availability
All
Free
580
Undetermined
326
Type of publication
All
Book / Working Paper
999
Article
551
Other
1
Type of publication (narrower categories)
All
Article in journal
240
Aufsatz in Zeitschrift
240
Working Paper
235
Arbeitspapier
230
Graue Literatur
186
Non-commercial literature
186
Aufsatz im Buch
16
Book section
16
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
9
Systematic review
9
Übersichtsarbeit
9
Rezension
8
Conference proceedings
6
Reprint
6
Aufsatzsammlung
4
Festschrift
3
Mehrbändiges Werk
3
Multi-volume publication
3
Article
2
Bibliographie
2
Conference paper
2
Konferenzbeitrag
2
Lehrbuch
2
Textbook
2
Thesis
2
Amtsdruckschrift
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Book review
1
Government document
1
Hochschulschrift
1
Interview
1
Nachruf
1
research-article
1
review-article
1
more ...
less ...
Language
All
English
977
Undetermined
570
German
3
French
1
Spanish
1
Author
All
Campbell, John Y.
866
Lo, Andrew W.
626
Viceira, Luis M.
100
Shiller, Robert J.
79
Ramadorai, Tarun
60
Wang, Jiang
52
MacKinlay, Archie Craig
45
Sodini, Paolo
39
Calvet, Laurent E.
38
Vuolteenaho, Tuomo
37
MacKinlay, A. Craig
33
Getmansky, Mila
31
Polk, Christopher
31
Cochrane, John H.
27
Thakor, Richard T.
26
Cocco, João F.
25
Giglio, Stefano
25
Khandani, Amir E.
25
Cocco, Joao F.
24
Ranish, Benjamin
23
Mamaysky, Harry
20
Merton, Robert C.
19
Szilagyi, Jan
19
Hilscher, Jens
18
Mankiw, N. Gregory
18
Lettau, Martin
17
Billio, Monica
16
Campbell, Jeffrey
16
Zhang, Ruixun
16
Bertsimas, Dimitris
15
Clarida, Richard H.
15
Mankiw, Nicholas Gregory
15
Pelizzon, Loriana
15
Repin, Dmitry V.
15
Brennan, Thomas J.
14
Chaudhuri, Shomesh
14
Mackinlay, A. Craig
14
Maenhout, Pascal J.
14
Hasanhodzic, Jasmina
13
Siah, Kien Wei
13
more ...
less ...
Institution
All
National Bureau of Economic Research
146
National Bureau of Economic Research (NBER)
119
Rodney L. White Center for Financial Research, Wharton School of Business
17
Harvard Institute of Economic Research (HIER), Department of Economics
15
Department of Economics, Harvard University
14
Cowles Foundation for Research in Economics, Yale University
8
Sloan School of Management, Massachusetts Institute of Technology (MIT)
7
University of Chicago Press
6
Center for Research in Security Prices (CRSP), Booth School of Business
4
Harvard Institute of Economic Research
4
arXiv.org
4
Edward Elgar
3
Institute of Finance and Accounting <London>
3
Catalyst Institute <Chicago, Ill.>
2
Federal Reserve Bank of Philadelphia
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Harvard Business School, Harvard University
2
Society for Economic Dynamics - SED
2
Center for Financial Studies
1
Century Foundation
1
Conference on Asset Prices and Monetary Policy <2006, Chatham, Mass.>
1
Deutsche Bundesbank
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Financial Markets Group
1
HEC Paris (École des Hautes Études Commerciales)
1
Institute for Financial Research (SIFR)
1
Internationaler Währungsfonds
1
Kennedy School of Government, Harvard University
1
London School of Economics (LSE)
1
National Bureau of Economic Research <Cambridge, Mass.>
1
Oxford University Press
1
Princeton University Press
1
Research Conference on Quantifying Systemic Risk <2009, Cambridge, Mass.>
1
Russell Sage Foundation
1
Santa Fe Institute
1
Society for Computational Economics - SCE
1
Sveriges Riksbank
1
Swiss Finance Institute
1
more ...
less ...
Published in...
All
NBER working paper series
134
NBER Working Paper
130
Working paper / National Bureau of Economic Research, Inc.
123
NBER Working Papers
108
Working paper / National Bureau of Economic Research, Inc
62
The journal of finance : the journal of the American Finance Association
35
Discussion paper series / Harvard Institute of Economic Research
31
Journal of financial economics
27
Journal of investment management : JOIM
22
The American economic review
20
Rodney L. White Center for Financial Research Working Papers
17
The review of financial studies
17
Journal of Financial Economics
16
Harvard Institute of Economic Research Working Papers
15
Scholarly Articles
14
Discussion paper / Centre for Economic Policy Research
12
Journal of monetary economics
12
Journal of political economy
12
Journal of Finance
11
MIT Sloan Research Paper
11
The quarterly journal of economics
10
Journal of econometrics
9
The journal of portfolio management : a publication of Institutional Investor
9
American Economic Review
8
Annual review of financial economics
8
Cowles Foundation Discussion Papers
8
Financial analysts' journal : FAJ
7
Sloan working papers
7
The economic journal : the journal of the Royal Economic Society
7
Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT)
7
Journal of Monetary Economics
6
Journal of economic literature
6
NBER Technical Working Papers
6
NBER macroeconomics annual
6
NBER technical working paper series
6
National Bureau of Economic Research Books
6
Rodney L. White Center for Financial Research
6
An Elgar Reference Collection
5
Journal of Econometrics
5
Journal of economic dynamics & control
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,022
RePEc
337
OLC EcoSci
157
USB Cologne (EcoSocSci)
19
EconStor
7
BASE
6
Other ZBW resources
3
more ...
less ...
Showing
1
-
10
of
1,551
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Models of the term structure of interest rates
Campbell, John Y.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1994
Persistent link: https://www.econbiz.de/10000893063
Saved in:
2
The econometrics of financial markets
Campbell, John Y.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1997
-
2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406
Saved in:
3
A solution manual to "The econometrics of financial markets"
Adamek, Petr
;
Campbell, John Y.
;
Lo, Andrew W.
; …
-
1997
Persistent link: https://www.econbiz.de/10013502965
Saved in:
4
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
Saved in:
5
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1991
Persistent link: https://www.econbiz.de/10000825535
Saved in:
6
An econometric analysis of nonsynchronous-trading
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000765761
Saved in:
7
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
8
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
9
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1987
Persistent link: https://www.econbiz.de/10000715637
Saved in:
10
Stolpersteine auf dem Random Walk
Lo, Andrew W.
;
MacKinlay, Archie Craig
- In:
Mastering Finance : das MBA-Buch zum Finanzmanagement
,
(pp. 205-212)
.
1999
Persistent link: https://www.econbiz.de/10003253001
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->