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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of banking & finance"
~person:"Li, Junye"
~person:"Spierdijk, Laura"
~subject:"Bank"
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Kapitaleinkommen
Bank
Estimation
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Schätzung
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Börsenkurs
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CAPM
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Capital income
2
Forecasting model
2
Prognoseverfahren
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Risikoprämie
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Risk premium
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Share price
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Theorie
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Asymmetric information
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Downside variance premium
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Dynamic demand systems
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Implied variance asymmetry
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Li, Junye
Spierdijk, Laura
Zaremba, Adam
4
Cakici, Nusret
3
Guo, Hui
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Matousek, Roman
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Shaban, Mohamed
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Assaf, A. Georges
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Berkman, Henk
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Bohl, Martin T.
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Chen, Jie
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Duygun, Meryem
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Huang, Tao
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Kang, Jangkoo
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Kolari, James W.
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Maio, Paulo
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Min, Byoung-Kyu
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Narayan, Paresh Kumar
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Philip, Dennis
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Prokopczuk, Marcel
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Sena, Vania
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Shaffer, Sherrill
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Tzeremes, Nickolaos G.
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Umutlu, Mehmet
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Wese Simen, Chardin
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Adams, Zeno
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Journal of banking & finance
22nd Australasian Finance and Banking Conference 2009
1
Applied financial economics
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CAMA working paper series
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DNB working paper
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Discussion papers / CEPR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of economic dynamics & control
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The review of economics and statistics
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ECONIS (ZBW)
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1
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
2
Measuring multi-product banks' market power using the Lerner index
Shaffer, Sherrill
;
Spierdijk, Laura
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012495755
Saved in:
3
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
4
How do banks adjust to changing input prices? : a dynamic analysis of U.S. commercial banks before and after the crisis
Spierdijk, Laura
;
Shaffer, Sherrill
;
Considine, Timothy …
- In:
Journal of banking & finance
85
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011816845
Saved in:
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