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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~subject:"CAPM"
~subject:"Time series analysis"
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
339
Econometric theory
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
145
Discussion paper / Tinbergen Institute
102
Econometric reviews
90
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
63
CREATES research paper
62
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Applied economics letters
50
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Econometrics : open access journal
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Cowles Foundation discussion paper
41
Economic modelling
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
The econometrics journal
38
NBER working paper series
37
Journal of applied econometrics
35
Journal of empirical finance
35
Journal of the American Statistical Association : JASA
34
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EUI working paper / ECO
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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Technical working paper / National Bureau of Economic Research
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NBER technical working paper series
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Discussion paper / Center for Economic Research, Tilburg University
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Umeå economic studies
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When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
2
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
3
Dynamic factors and asset pricing
He, Zhongzhi Lawrence
;
Huh, Sahn-wook
;
Lee, Bong-soo
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
Saved in:
4
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
5
On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10001208251
Saved in:
6
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
7
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
8
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
Saved in:
9
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
10
The treasury yield curve as a cointegrated system
Bradley, Michael G.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001129735
Saved in:
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