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isPartOf:"Finance and economics discussion series"
subject:"Kapitaleinkommen"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Tang, Yi"
~subject:"Geldpolitik"
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Kapitaleinkommen
Geldpolitik
Capital income
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Estimation
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Ankündigungseffekt
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and expected stock returns
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buying intensity
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conditional capital asset pricing model
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dynamic conditional beta
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Tang, Yi
Kim, Don H.
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Finance and economics discussion series
Management science : journal of the Institute for Operations Research and the Management Sciences
Georgetown McDonough School of Business Research Paper
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China finance review international
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Financial management
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Fordham University Schools of Business Research Paper
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Georgetown McDonough School of Business Research Paper 2012-16
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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ECONIS (ZBW)
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Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
2
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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