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~isPartOf:"The review of financial studies"
~subject:"Aktienmarkt"
~subject:"Indexberechnung"
~subject:"Share price"
~subject:"World"
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Hau, Harald
2
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1
Ahn, Dong-Hyun
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The review of financial studies
International review of financial analysis
42
Applied financial economics
39
Finance research letters
31
International review of economics & finance : IREF
30
The North American journal of economics and finance : a journal of financial economics studies
26
Economic modelling
25
Applied economics letters
24
Journal of risk and financial management : JRFM
24
Applied economics
23
International journal of economics and finance
22
Journal of international financial markets, institutions & money
22
Research in international business and finance
22
The journal of futures markets
21
Investment management and financial innovations
19
Pacific-Basin finance journal
18
Cogent economics & finance
17
Journal of empirical finance
16
The European journal of finance
16
The empirical economics letters : a monthly international journal of economics
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International Journal of Financial Studies : open access journal
15
Journal of banking & finance
15
NBER working paper series
15
International Journal of Energy Economics and Policy : IJEEP
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Finance India : the quarterly journal of Indian Institute of Finance
13
International journal of economics and financial issues : IJEFI
13
International journal of finance & economics : IJFE
13
CESifo working papers
12
Managerial finance
11
The international journal of business and finance research : IJBFR
11
The journal of finance : the journal of the American Finance Association
11
Global finance journal
10
Working paper / National Bureau of Economic Research, Inc.
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Emerging markets, finance and trade : EMFT
9
NBER Working Paper
9
Risks : open access journal
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1
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
2
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
3
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-Cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011289289
Saved in:
4
Global versus local asset pricing : a new test of market integration
Hau, Harald
- In:
The review of financial studies
24
(
2011
)
12
,
pp. 3891-3940
Persistent link: https://www.econbiz.de/10009390488
Saved in:
5
Internal governance mechanisms and operational performance : evidence from index mutual funds
Adams, John C.
;
Mansi, Sattar
;
Nishikawa, Takeshi
- In:
The review of financial studies
23
(
2010
)
3
,
pp. 1261-1286
Persistent link: https://www.econbiz.de/10003959230
Saved in:
6
Do demand curves for currencies slope down? : evidence from the MSCI global index change
Hau, Harald
;
Massa, Massimo
;
Peress, Joël
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1681-1717
Persistent link: https://www.econbiz.de/10003959916
Saved in:
7
Excess comovement of stock returns : evidence from cross-sectional variation in Nikkei 225 weights
Greenwood, Robin
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1153-1186
Persistent link: https://www.econbiz.de/10003742224
Saved in:
8
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
Saved in:
9
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
10
Intraday volatility in the stock index and stock index futures markets
Chan, Kalok
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001120545
Saved in:
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