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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Börsenkurs"
~type:"article"
~type_genre:"Article in journal"
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Börsenkurs
Capital income
5
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Bollerslev, Tim
Hong, Harrison G.
6
Shleifer, Andrei
6
Stambaugh, Robert F.
6
Barclay, Michael J.
5
French, Kenneth Ronald
5
Stulz, René M.
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Hou, Kewei
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Finance India : the quarterly journal of Indian Institute of Finance
Journal of financial economics
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial econometrics
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NBER reporter online
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The review of economic studies
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ECONIS (ZBW)
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Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
3
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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