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isPartOf:"Journal of financial economics"
subject:"Börsenkurs"
~person:"Campbell, John Y."
~person:"Stein, Jeremy C."
~person:"Todorov, Viktor"
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Börsenkurs
Estimation
8
Schätzung
8
Capital income
6
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5
Forecasting model
4
Prognoseverfahren
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1952-1999
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1970-2001
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Campbell, John Y.
Stein, Jeremy C.
Todorov, Viktor
Bollerslev, Tim
3
Hong, Harrison G.
3
Lin, Tse-Chun
2
Paye, Bradley S.
2
Timmermann, Allan
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Whitelaw, Robert F.
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Aït-Sahalia, Yacine
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Journal of financial economics
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
8
Journal of econometrics
7
NBER Working Paper
7
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / Harvard Institute of Economic Research
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ERID working paper
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Quantitative economics : QE ; journal of the Econometric Society
2
The journal of finance : the journal of the American Finance Association
2
CREATES Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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SFB 649 discussion paper
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The quarterly journal of economics
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ECONIS (ZBW)
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Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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3
The only game in town : stock-price consequences of local bias
Hong, Harrison G.
;
Kubik, Jeffrey D.
;
Stein, Jeremy C.
- In:
Journal of financial economics
90
(
2008
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10003778976
Saved in:
4
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
Saved in:
5
Breadth of ownership and stock returns
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 171-205
Persistent link: https://www.econbiz.de/10001712399
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