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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Cenesizoglu, Tolga"
~person:"Engle, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
CAPM
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
Risikoprämie
1
Risk premium
1
Share price
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Volatility
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Volatilität
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and expected stock returns
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asset pricing
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asymmetric reaction
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buying intensity
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conditional capital asset pricing model
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dynamic conditional beta
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good and bad times
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investor attention
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learning
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Cenesizoglu, Tolga
Engle, Robert F.
Yang, Liyan
3
Zhou, Guofu
3
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Massa, Massimo
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
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Andrei, Daniel
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Bae, Joon Woo
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Bakshi, Gurdip S.
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Bodnaruk, Andrij
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Brennan, Michael J.
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Chabi-Yo, Fousseni
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Chen, Qianwen
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Cooper, Ilan
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Dim, Chukwuma Chijioke
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Dubiel-Teleszynski, Tomasz
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Ferreira, Miguel A.
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Fodor, Andrew
1
Gao, Xiaohui
1
Gargano, Antonio
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Gaspar, Sérgio
1
Goncalves-Pinto, Luis
1
Grundy, Bruce D.
1
Guo, Jiaqi
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of empirical finance
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of forecasting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
2
The reaction of stock returns to news about fundamentals
Cenesizoglu, Tolga
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
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