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subject:"United States"
~person:"Lo, Andrew W."
~person:"Stambaugh, Robert F."
~subject:"Finanzmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Finanzmarkt
Theorie
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15
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15
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13
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Lo, Andrew W.
Stambaugh, Robert F.
Heckman, James J.
27
Chavas, Jean-Paul
21
Smith, Bruce D.
19
Gupta, Rangan
18
Allen, Franklin
17
Christiano, Lawrence J.
17
Diebold, Francis X.
17
Engle, Robert F.
17
Hall, Robert Ernest
17
Uri, Noel Dean
17
Glaeser, Edward L.
16
MacDonald, Ronald
16
Acemoglu, Daron
15
Ferson, Wayne E.
15
Jarrow, Robert A.
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Attanasio, Orazio P.
14
Eichenbaum, Martin S.
14
Franses, Philip Hans
14
Miceli, Thomas J.
14
Stein, Jeremy C.
14
Stock, James H.
14
Wu, Chunchi
14
Bollerslev, Tim
13
Caballero, Ricardo J.
13
Caporale, Guglielmo Maria
13
Cheng, T. C. E.
13
Gil-Alaña, Luis A.
13
Lee, Cheng F.
13
Semmler, Willi
13
Serletis, Apostolos
13
Auerbach, Alan J.
12
Beaudry, Paul
12
Campbell, John Y.
12
Cooper, Russell W.
12
Gertler, Mark
12
Greenwood, Jeremy
12
Kumbhakar, Subal
12
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The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of financial economics
4
Annual review of financial economics
2
Journal of political economy
2
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of financial and quantitative analysis : JFQA
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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ECONIS (ZBW)
24
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1
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
2
Macro-finance models with nonlinear dynamics
Dou, Winston Wei
;
Fang, Xiang
;
Lo, Andrew W.
;
Uhling, Harald
- In:
Annual review of financial economics
15
(
2023
),
pp. 407-432
Persistent link: https://www.econbiz.de/10014426342
Saved in:
3
Macroeconomic models for monetary policy : a critical review from a finance perspective
Dou, Winston Wei
;
Lo, Andrew W.
;
Muley, Ameya
;
Uhlig, Harald
- In:
Annual review of financial economics
12
(
2020
),
pp. 95-140
Persistent link: https://www.econbiz.de/10012404623
Saved in:
4
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
Saved in:
5
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
6
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
7
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
Saved in:
8
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
9
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
Saved in:
10
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
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