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subject:"Time series analysis"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
Theorie
797
Theory
797
USA
209
CAPM
153
Börsenkurs
134
Share price
134
Portfolio selection
92
Portfolio-Management
92
Estimation
83
Schätzung
83
Capital income
82
Kapitaleinkommen
82
Capital structure
48
Kapitalstruktur
48
Volatility
43
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43
Asymmetric information
41
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41
Economics of information
39
Informationsökonomik
39
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39
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Option pricing theory
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Article
212
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1
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Aufsatz in Zeitschrift
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213
Konferenzschrift
3
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2
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English
213
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Ferson, Wayne E.
5
Schwartz, Eduardo S.
5
Stein, Jeremy C.
5
Bollerslev, Tim
4
O'Hara, Maureen
4
Aggarwal, Raj
3
Allen, Franklin
3
Ang, Andrew
3
Bekaert, Geert
3
Easley, David
3
Harvey, Campbell R.
3
Hong, Harrison G.
3
Jagannathan, Ravi
3
Lo, Andrew W.
3
Longstaff, Francis A.
3
Pástor, Ľuboš
3
Samwick, Andrew
3
Titman, Sheridan
3
Torous, Walter N.
3
Whaley, Robert E.
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bossaerts, Peter L.
2
Chan, Kalok
2
Cochrane, John H.
2
Engle, Robert F.
2
Evans, Martin D. D.
2
Fleming, Jeff
2
Graham, John R.
2
Hasbrouck, Joel
2
He, Jia
2
Hennessy, Christopher A.
2
Kiefer, Nicholas Maximilian
2
Korajczyk, Robert A.
2
Litzenberger, Robert H.
2
Lynch, Anthony W.
2
Rajan, Raghuram Govind
2
Ross, Stephen A.
2
Singleton, Kenneth J.
2
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American Finance Association
1
Published in...
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The journal of finance : the journal of the American Finance Association
Economics letters
430
Journal of econometrics
403
European journal of operational research : EJOR
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
358
International journal of forecasting
328
The American economic review
286
Journal of forecasting
255
The review of economics and statistics
253
Applied economics
251
American journal of agricultural economics
241
The review of financial studies
229
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Econometric theory
200
Journal of monetary economics
196
Journal of political economy
182
International journal of production research
164
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
162
Economic modelling
161
Journal of applied econometrics
161
Journal of economic dynamics & control
160
Journal of banking & finance
159
Applied economics letters
158
Journal of money, credit and banking : JMCB
156
Econometric reviews
154
Southern economic journal
145
Journal of financial economics
141
Economic inquiry : journal of the Western Economic Association International
140
Journal of macroeconomics
138
International economic review
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
The quarterly journal of economics
115
Public choice
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
The journal of futures markets
111
International journal of production economics
106
Journal of urban economics
106
Energy economics
104
Journal of international money and finance
99
Journal of public economics
99
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ECONIS (ZBW)
213
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1
Predictably unequal? : the effects of machine learning on credit markets
Fuster, Andreas
;
Goldsmith-Pinkham, Paul
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 5-47
Persistent link: https://www.econbiz.de/10012796507
Saved in:
2
Stock market and no-dividend stocks
Atmaz, Adem
;
Başak, Suleyman
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Saved in:
3
Rising intangible capital, shrinking debt capacity, and the U.S. corporate savings glut
Falato, Antonio
;
Kadyrzhanova, Dalida
;
Sim, Jae W.
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2799-2852
Persistent link: https://www.econbiz.de/10013396286
Saved in:
4
Matching cpital and labor
Berk, Jonathan B.
;
Binsbergen, Jules H. van
;
Liu, Binying
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2467-2504
Persistent link: https://www.econbiz.de/10012159928
Saved in:
5
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
6
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
7
Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos
;
Ghosh, Anisha
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 415-460
Persistent link: https://www.econbiz.de/10011738413
Saved in:
8
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
9
Volatility-managed portfolios
Moreira, Alan
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
Saved in:
10
Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew
;
Jotikasthira, Chotibhak
;
Lundblad, Christian
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
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