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Stock index
Aktienindex
18
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11
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11
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10
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3
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3
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3
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Stulz, René M.
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Working paper / National Bureau of Economic Research, Inc.
Applied financial economics
95
International review of financial analysis
64
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62
International review of economics & finance : IREF
48
Applied economics letters
44
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International journal of economics and financial issues : IJEFI
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International Journal of Energy Economics and Policy : IJEEP
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012426755
Saved in:
2
Has the stock market become less representative of the economy?
Schlingemann, Frederik P.
;
Stulz, René M.
-
2020
Persistent link: https://www.econbiz.de/10012316069
Saved in:
3
Does joining the S&P 500 index hurt firms?
Bennett, Benjamin
;
Stulz, René M.
;
Wang, Zexi
-
2020
Persistent link: https://www.econbiz.de/10012265412
Saved in:
4
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, …
-
2019
Persistent link: https://www.econbiz.de/10012014806
Saved in:
5
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
6
A note to "Do ETFs increase volatility?" : an improved method to predict assignment of stocks into Russell indexes
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2019
Persistent link: https://www.econbiz.de/10012129545
Saved in:
7
Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2017
Persistent link: https://www.econbiz.de/10011732296
Saved in:
8
Principal component analysis of high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011372555
Saved in:
9
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
-
2013
Persistent link: https://www.econbiz.de/10009788196
Saved in:
10
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
Saved in:
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