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subject:"Volatilität"
~accessRights:"restricted"
~person:"Bali, Turan G."
~person:"Hollstein, Fabian"
~subject:"Betafaktor"
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Volatilität
Betafaktor
Estimation
19
Schätzung
19
Capital income
13
Kapitaleinkommen
13
CAPM
12
Börsenkurs
8
Forecasting model
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Beta estimation
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Cross-section of stock returns
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Factor analysis
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Factor models
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beta estimation
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1996-2011
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Bali, Turan G.
Hollstein, Fabian
Gupta, Rangan
55
Ma, Feng
25
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Pierdzioch, Christian
20
Balcilar, Mehmet
19
Todorov, Viktor
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
15
Tiwari, Aviral Kumar
15
Bollerslev, Tim
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Yoon, Seong-min
12
Zhang, Yaojie
12
Zhu, Huiming
12
Jawadi, Fredj
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Prokopczuk, Marcel
11
Wang, Yudong
11
Demirer, Rıza
10
Brooks, Robert
9
Chevallier, Julien
9
Hammoudeh, Shawkat
9
Ji, Qiang
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Salisu, Afees A.
8
Sehgal, Sanjay
8
Shahzad, Syed Jawad Hussain
8
Shi, Yanlin
8
Tauchen, George Eugene
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of commodity markets
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial markets
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Journal of international money and finance
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ECONIS (ZBW)
13
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1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
Predictability in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
4
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
5
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
6
Estimating beta : the international evidence
Hollstein, Fabian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012521614
Saved in:
7
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
8
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
9
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
10
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
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