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~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Stock index"
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Capital income
Großbritannien
Stock index
USA
182
United States
182
Kapitaleinkommen
44
Theorie
42
Theory
42
Volatility
42
Volatilität
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62
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Nelson, Charles R.
4
Granger, C. W. J.
2
Kim, Chang-Jin
2
Kim, Chang-jin
2
Aldrich, Eric M.
1
Ang, Andrew
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Ball, Clifford A.
1
Barnhart, Scott W.
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1
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1
Cho, Young-hyun
1
Christie, William G.
1
Cliff, Michael T.
1
Connolly, Robert A.
1
Contessi, Silvio
1
Dai, Yiqing
1
Daníelsson, Jón
1
Day, Theodore E.
1
De Bondt, Werner Franciscus Marcel
1
De Pace, Pierangelo
1
Ding, Zhuanxin
1
Dong, Liang
1
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1
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1
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1
Fung, Alexander Kwok-wah
1
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1
Gençay, Ramazan
1
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1
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
488
The journal of finance : the journal of the American Finance Association
277
The review of financial studies
225
Management science : journal of the Institute for Operations Research and the Management Sciences
157
Discussion paper / Centre for Economic Policy Research
151
Journal of financial and quantitative analysis : JFQA
122
Applied financial economics
120
Discussion paper series / IZA
117
Journal of banking & finance
107
Journal of financial economics
105
The journal of real estate finance and economics
96
NBER working paper series
93
Applied economics
88
Journal of international money and finance
82
The journal of futures markets
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Working paper
67
Economics letters
63
International review of economics & finance : IREF
62
Journal of economics & business
61
Technological forecasting & social change : an international journal
61
The journal of business : B
59
Review of quantitative finance and accounting
58
The American economic review
57
International review of financial analysis
56
Journal of economics and finance
56
NBER Working Paper
54
LIS Working Paper Series
53
Finance and economics discussion series
52
Journal of money, credit and banking : JMCB
52
The financial review : the official publication of the Eastern Finance Association
50
Quarterly journal of business and economics : QJBE
49
Real estate economics : journal of the American Real Estate and Urban Economics Association
49
SpringerLink / Bücher
46
The North American journal of economics and finance : a journal of financial economics studies
46
CESifo working papers
45
The review of economics and statistics
45
Discussion paper
44
Working paper series / European Central Bank
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ECONIS (ZBW)
62
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62
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1
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
2
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
3
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
4
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Kim, Tong Suk
- In:
Journal of empirical finance
50
(
2019
),
pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
Saved in:
5
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
6
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju
;
Pungaliya, Raunaq S.
- In:
Journal of empirical finance
44
(
2017
),
pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Saved in:
7
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
8
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
9
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
10
Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.
;
Shamsuddin, Abul
;
Lim, Kian-Ping
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
Saved in:
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