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subject:"Share price"
subject:"Stock index"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"NBER working paper series"
~language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
Estimation
146
Schätzung
146
Capital income
53
Kapitaleinkommen
53
Theorie
46
Theory
46
Börsenkurs
36
Forecasting model
26
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asset pricing
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Estimation theory
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Schätztheorie
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estimation
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Yang, Liyan
3
Cen, Ling
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
Finance research letters
147
Applied economics letters
119
International review of financial analysis
112
International review of economics & finance : IREF
111
Applied financial economics
108
Applied economics
103
Journal of banking & finance
96
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
92
Journal of empirical finance
89
Journal of international financial markets, institutions & money
74
Research in international business and finance
74
Energy economics
67
Journal of financial economics
59
Journal of econometrics
57
Journal of risk and financial management : JRFM
57
The European journal of finance
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Pacific-Basin finance journal
54
Review of quantitative finance and accounting
52
International journal of finance & economics : IJFE
48
International journal of economics and finance
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Cogent economics & finance
44
The journal of futures markets
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
International journal of economics and financial issues : IJEFI
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
The journal of finance : the journal of the American Finance Association
38
Economics letters
36
Journal of financial markets
35
Journal of international money and finance
35
The empirical economics letters : a monthly international journal of economics
33
Quantitative finance
32
Investment management and financial innovations
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Economic research
28
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of forecasting
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ECONIS (ZBW)
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1
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
3
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
4
The booms and busts of beta arbitrage
Huang, Shiyang
;
Liu, Xin
;
Lou, Dong
;
Polk, Christopher
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5367-5385
Persistent link: https://www.econbiz.de/10015047126
Saved in:
5
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
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6
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
7
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
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8
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
9
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
10
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
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