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Capital market returns
98
Kapitalmarktrendite
98
USA
52
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Estimation
36
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36
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28
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McAleer, Michael
26
Chang, Chia-Lin
12
Asai, Manabu
5
Lettau, Martin
5
Massa, Massimo
5
Weber, Martin
5
Ilomäki, Jukka
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Laurila, Hannu
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Ludvigson, Sydney C.
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Pedersen, Lasse Heje
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Adam, Klaus
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Allen, David E.
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Bianchi, Francesco
3
Favero, Carlo A.
3
Grossman, Richard S.
3
Kaniel, Ron
3
Schrimpf, Andreas
3
Wagner, Alexander F.
3
Adrian, Tobias
2
Asness, Cliff
2
Croce, Mariano M.
2
Eckbo, B. Espen
2
Fulghieri, Paolo
2
Giannetti, Mariassunta
2
Guiso, Luigi
2
Hau, Harald
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Hsieh, Tai-Lin
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Inderst, Roman
2
Joenväärä, Juha
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Kosowski, Robert L.
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Lambertides, Neophytos
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Ma, Sai
2
Martin, Ian
2
Martinet, Guillaume Gaetan
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Nagel, Stefan
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Discussion paper / Centre for Economic Policy Research
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The review of financial studies
187
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174
NBER working paper series
141
The journal of finance : the journal of the American Finance Association
128
Journal of financial and quantitative analysis : JFQA
124
NBER Working Paper
113
Die Aktiengesellschaft : AG : Zeitschrift für deutsches, europäisches und internationales Aktien-, Unternehmens- und Kapitalrecht
96
Betriebs-Berater : BB
81
Journal of financial economics
71
Journal of banking & finance
56
The journal of futures markets
53
Die Bank
52
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Die Aktiengesellschaft / AG-Report : Zeitschrift für das gesamte Aktienwesen
45
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
42
Finance research letters
41
The journal of financial research
41
Pacific-Basin finance journal
39
International review of financial analysis
34
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33
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
32
International review of finance
32
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29
Euromoney
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Europäische Hochschulschriften / 5
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28
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Journal of international financial markets, institutions & money
26
Energy economics
25
Finance India : the quarterly journal of Indian Institute of Finance
25
Financial management
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Applied financial economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Research paper series / Swiss Finance Institute
20
Review of finance : journal of the European Finance Association
20
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ECONIS (ZBW)
133
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1
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
5
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
6
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
7
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
8
Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
-
2018
Persistent link: https://www.econbiz.de/10011884243
Saved in:
9
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
10
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
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