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~isPartOf:"Journal of international money and finance"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Equity return"
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Estimation
Statistische Verteilung
Capital market returns
17
Kapitalmarktrendite
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12
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8
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Atilgan, Yigit
1
Bali, Turan G.
1
Chevapatrakul, Thanaset
1
Chow, K. Victor
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Chronopoulos, Dimitris K.
1
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Qiao, Zheng
1
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1
Vlastakis, Nikolaos
1
Xu, Zhongxiang
1
Zakamulin, Valeriy
1
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1
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Journal of international money and finance
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper / Centre for Economic Policy Research
33
NBER Working Paper
27
NBER working paper series
27
Journal of financial economics
24
Journal of financial and quantitative analysis : JFQA
22
Finance research letters
18
Journal of banking & finance
17
Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
16
The journal of futures markets
14
Journal of international financial markets, institutions & money
11
The review of financial studies
11
Journal of empirical finance
10
Applied economics
9
CESifo working papers
8
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
8
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working papers / Rodney L. White Center for Financial Research
7
CESifo Working Paper Series
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Discussion paper / Tinbergen Institute
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Economic modelling
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Working paper
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International review of financial analysis
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Journal of econometrics
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CREATES research paper
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International review of finance
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Journal of applied econometrics
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of financial research
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Accounting and finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
2
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
3
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
4
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
5
Return asymmetry and the cross section of stock returns
Xu, Zhongxiang
;
Chevapatrakul, Thanaset
;
Li, Xiafei
- In:
Journal of international money and finance
97
(
2019
),
pp. 93-110
Persistent link: https://www.econbiz.de/10012140052
Saved in:
6
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
7
Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10012000004
Saved in:
8
Optimal embedded leverage
Lundström, Christian
;
Peltomäki, Jarkko
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1077-1085
Persistent link: https://www.econbiz.de/10011911520
Saved in:
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