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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Lettau, Martin"
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Announcement effect
Börsenkurs
Estimation
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Schätzung
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Share price
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USA
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United States
6
Capital market returns
4
Kapitalmarktrendite
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1952-2013
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1952-2012
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1962-1995
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Lettau, Martin
Massa, Massimo
6
Ludvigson, Sydney C.
5
Narayan, Paresh Kumar
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Bianchi, Francesco
3
Duro, Miguel
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Ghysels, Eric
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Ljungqvist, Alexander
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Dinh Hoang Bach Phan
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Floros, Christos
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Hammoudeh, Shawkat
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Hou, Ai Jun
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Kanas, Angelos
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Lou, Dong
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Ma, Sai
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Morelli, David
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Discussion paper / Centre for Economic Policy Research
Journal of international financial markets, institutions & money
NBER working paper series
8
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
1
Journal of econometrics
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ECONIS (ZBW)
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Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
4
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
5
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
6
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10013422598
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