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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Engle, Robert F."
~person:"Richardson, Matthew"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Engle, Robert F.
Richardson, Matthew
Cornelli, Francesca
3
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3
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The journal of finance : the journal of the American Finance Association
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Journal of financial economics
2
Journal of monetary economics
2
The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob
;
Michaely, Roni
;
Richardson, Matthew
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 877-915
Persistent link: https://www.econbiz.de/10003445122
Saved in:
2
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
Saved in:
3
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
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