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subject:"Share price"
subject:"United States"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Estimation theory"
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Share price
United States
Estimation theory
31
Schätztheorie
31
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24
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24
CAPM
15
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14
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7
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6
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Aït-Sahalia, Yacine
1
Baillie, Richard
1
Ball, Clifford A.
1
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1
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1
Chan, K. C.
1
Chan, Kalok
1
Cho, D. C.
1
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1
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1
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1
Ready, Mark J.
1
Ronn, Ehud I.
1
Sunier, Alain M.
1
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1
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1
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The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
77
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
Applied economics
16
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
16
The journal of futures markets
16
Journal of banking & finance
15
Journal of empirical finance
15
Journal of forecasting
15
The review of financial studies
15
CREATES research paper
14
Discussion paper series / IZA
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Working paper
13
Journal of macroeconomics
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
Applied financial economics
9
Cambridge working papers in economics
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Econometric reviews
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International economic review
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Journal of financial economics
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Oxford bulletin of economics and statistics
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1
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
2
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
5
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
6
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
7
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
8
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
9
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
10
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
11
An empirical comparison of alternative models of the short-term interest rate
Chan, K. C.
(
contributor
)
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 1209-1227
Persistent link: https://www.econbiz.de/10001132016
Saved in:
12
Transformed securities and alternative factor structures
Huang, Roger D.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
Saved in:
13
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
14
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
15
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
16
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
17
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
18
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
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