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subject:"Time series analysis"
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ECONIS (ZBW)
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1
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012221576
Saved in:
2
Which investors matter for equity valuations and expected returns?
Koijen, Ralph S. J.
;
Richmond, Robert J.
;
Yogo, Motohiro
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2020
Persistent link: https://www.econbiz.de/10012250522
Saved in:
3
How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
Saved in:
4
Asset price bubbles and systemic risk
Brunnermeier, Markus Konrad
;
Rother, Simon
;
Schnabel, Isabel
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2019
Persistent link: https://www.econbiz.de/10012020241
Saved in:
5
A classical view of the business cycle
Belongia, Michael T.
;
Ireland, Peter N.
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2019
Persistent link: https://www.econbiz.de/10012061335
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6
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
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2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
7
Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2018
Persistent link: https://www.econbiz.de/10011800005
Saved in:
8
Selection versus talent effects on firm value
Chang, Briana
;
Hong, Harrison G.
-
2018
Persistent link: https://www.econbiz.de/10011881844
Saved in:
9
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
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2018
Persistent link: https://www.econbiz.de/10011915481
Saved in:
10
Non-monetary news in central bank communication
Cieślak, Anna
;
Schrimpf, Andreas
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2018
Persistent link: https://www.econbiz.de/10011916050
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11
Company stock reactions to the 2016 election shock : Trump, taxes and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
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2017
Persistent link: https://www.econbiz.de/10011617042
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12
Does the stock market make firms more productive?
Bennett, Benjamin
;
Stulz, René M.
;
Wang, Zexi
-
2017
Persistent link: https://www.econbiz.de/10011784705
Saved in:
13
Dissecting characteristics nonparametrically
Freyberger, Joachim
;
Neuhierl, Andreas
;
Weber, Michael
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2017
Persistent link: https://www.econbiz.de/10011634681
Saved in:
14
Risk preferences and the macro announcement premium
Ai, Hengjie
;
Bansal, Ravi
-
2016
Persistent link: https://www.econbiz.de/10011538924
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15
Price of long-run temperature shifts in capital markets
Bansal, Ravi
;
Kiku, Dana
;
Ochoa, Marcelo
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2016
Persistent link: https://www.econbiz.de/10011538930
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16
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
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2016
Persistent link: https://www.econbiz.de/10011540476
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17
The liquidity cost of private equity investments : evidence from secondary market transactions
Nadauld, Taylor D.
;
Sensoy, Berk A.
;
Vorkink, Keith
; …
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2016
Persistent link: https://www.econbiz.de/10011520493
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18
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
Persistent link: https://www.econbiz.de/10011528647
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19
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Weikai
;
Xu, Jiangmin
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2016
Persistent link: https://www.econbiz.de/10011581399
Saved in:
20
Fracking, drilling, and asset pricing : estimating the economic benefits of the shale revolution
Gilje, Erik P.
;
Ready, Robert
;
Roussanov, Nikolai
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2016
Persistent link: https://www.econbiz.de/10011583997
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21
Liquidity transformation in asset management : evidence from the cash holdings of mutual funds
Chernenko, Sergey
;
Sunderam, Adi
-
2016
Persistent link: https://www.econbiz.de/10011518718
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22
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
; …
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2016
Persistent link: https://www.econbiz.de/10011490427
Saved in:
23
Anti-corruption reforms and shareholder valuations : event study evidence from China
Chen, Lin
;
Morck, Randall
;
Yeung, Bernard
;
Zhao, Xiaofeng
-
2016
Persistent link: https://www.econbiz.de/10011449913
Saved in:
24
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
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25
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
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26
Levered returns
Welch, Ivo
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2016
Persistent link: https://www.econbiz.de/10011460520
Saved in:
27
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
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2016
Persistent link: https://www.econbiz.de/10011474685
Saved in:
28
Bond risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
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2016
Persistent link: https://www.econbiz.de/10011476470
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29
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
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2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
30
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
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2015
Persistent link: https://www.econbiz.de/10011300787
Saved in:
31
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
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2015
Persistent link: https://www.econbiz.de/10010485608
Saved in:
32
Are firms in "boring" industries worth less?
Chen, Jia
;
Hou, Kewei
;
Stulz, René M.
-
2015
Persistent link: https://www.econbiz.de/10010489554
Saved in:
33
DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank
;
Sill, D. Keith
;
Kryshko, Maxym
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2009
Persistent link: https://www.econbiz.de/10003827739
Saved in:
34
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
-
2014
Persistent link: https://www.econbiz.de/10010440778
Saved in:
35
Four centuries of return predictability
Golez, Benjamin
;
Koudijs, Peter
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2014
Persistent link: https://www.econbiz.de/10010481196
Saved in:
36
The shorting premium and asset pricing anomalies
Drechsler, Itamar
;
Drechsler, Qingyi Freda
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2014
Persistent link: https://www.econbiz.de/10010391158
Saved in:
37
Do "reverse payment" settlements of brand-generic patent disputes in the pharmaceutical industry constitute an anticompetitive pay for delay?
Drake, Keith M.
;
Starr-McCluer, Martha
;
McGuire, Thomas G.
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2014
Persistent link: https://www.econbiz.de/10010391799
Saved in:
38
Is sell-side research more valuable in bad times?
Loh, Roger K.
;
Stulz, René M.
-
2014
Persistent link: https://www.econbiz.de/10010235399
Saved in:
39
Asset prices in a lifecycle economy
Farmer, Roger E. A.
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2014
Persistent link: https://www.econbiz.de/10010339678
Saved in:
40
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2014
Persistent link: https://www.econbiz.de/10010360032
Saved in:
41
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
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2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
42
Do ETFs increase volatility?
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2014
Persistent link: https://www.econbiz.de/10010360081
Saved in:
43
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
Saved in:
44
Testing asset pricing theory on six hundred years of stock returns : prices and dividends for the Bazacle company from 1372 to 1946
Le Bris, David
;
Goetzmann, William N.
;
Pouget, Sébastien
-
2014
Persistent link: https://www.econbiz.de/10010372511
Saved in:
45
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2014
Persistent link: https://www.econbiz.de/10010467583
Saved in:
46
Bayesian variable selection for nowcasting economic time series
Scott, Steven L.
;
Varian, Hal R.
-
2013
Persistent link: https://www.econbiz.de/10010205275
Saved in:
47
Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.
;
Irwin, Scott H.
;
García, Philip
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2013
Persistent link: https://www.econbiz.de/10009754625
Saved in:
48
Asset pricing in the dark : the cross section of OTC stocks
Ang, Andrew
;
Shtauber, Assaf A.
;
Tetlock, Paul C.
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2013
Persistent link: https://www.econbiz.de/10009788143
Saved in:
49
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
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2013
Persistent link: https://www.econbiz.de/10009788196
Saved in:
50
Semiparametric estimates for monetary policy effects : string theory revisited
Angrist, Joshua D.
;
Jordà, Òscar
;
Kuersteiner, Guido M.
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2013
Persistent link: https://www.econbiz.de/10010126659
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