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~language:"eng"
~person:"Brooks, Robert"
~person:"Subrahmanyam, Avanidhar"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Liquidität"
~type_genre:"Article in journal"
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Börsenkurs
Liquidität
Theorie
131
Theory
131
Capital income
89
Kapitaleinkommen
89
Share price
81
USA
80
United States
80
Forecasting model
60
Prognoseverfahren
60
Estimation
57
Schätzung
57
Australia
53
Australien
53
Aktienmarkt
50
Stock market
50
Volatility
47
Volatilität
47
Portfolio selection
33
Portfolio-Management
33
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Anlageverhalten
26
Behavioural finance
26
CAPM
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Liquidity
24
Welt
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World
23
Handelsvolumen der Börse
21
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Börsengang
18
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18
ARCH model
17
ARCH-Modell
17
Asymmetric information
17
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17
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103
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34
Graue Literatur
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Non-commercial literature
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Brooks, Robert
Subrahmanyam, Avanidhar
Timmermann, Allan
Gupta, Rangan
117
Narayan, Paresh Kumar
73
Zaremba, Adam
61
Ryu, Doojin
58
Wohar, Mark E.
55
McMillan, David G.
53
Madura, Jeff
51
Ma, Feng
50
Tiwari, Aviral Kumar
48
Faff, Robert W.
46
Caporale, Guglielmo Maria
41
Hammoudeh, Shawkat
39
Xuan Vinh Vo
39
Gil-Alaña, Luis A.
38
Zhang, Wei
37
Blau, Benjamin
36
Xiong, Xiong
36
Bouri, Elie
34
Chiang, Thomas C.
34
Hassan, M. Kabir
34
Pierdzioch, Christian
34
Kim, Jeong-bon
32
Apergēs, Nikolaos
31
Chan, Kam C.
31
Corbet, Shaen
31
Frino, Alex
31
Ngo, Thanh
31
Salisu, Afees A.
31
Demirer, Rıza
30
Wong, Wing Keung
30
Gregoriou, Andros
29
Lien, Da-hsiang Donald
29
Nguyen, Duc Khuong
29
Balcilar, Mehmet
28
Schiereck, Dirk
28
Cakici, Nusret
27
Lee, Chien-chiang
27
Lucey, Brian M.
27
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The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Journal of financial economics
8
Journal of banking & finance
5
Journal of international financial markets, institutions & money
4
The journal of business : B
4
Journal of financial and quantitative analysis : JFQA
3
Pacific-Basin finance journal
3
The economic journal : the journal of the Royal Economic Society
3
Applied financial economics
2
Australian journal of management
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Economics letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of finance
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Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
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Cuadernos de economía
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Economica
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Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Energy economics
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European finance review : the official journal of the European Finance Association
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International review of finance
1
Journal of accounting & economics
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied econometrics
1
Journal of business finance & accounting : JBFA
1
Journal of econometrics
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Journal of economics & business
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ECONIS (ZBW)
103
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1
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
2
Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data
Goyal, Amit
;
Subrahmanyam, Avanidhar
;
Swaminathan, Bhaskaran
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 364-391
Persistent link: https://www.econbiz.de/10014431274
Saved in:
3
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
4
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
5
Pockets of predictability
Farmer, Leland E.
;
Schmidt, Lawrence
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1279-1341
Persistent link: https://www.econbiz.de/10014312021
Saved in:
6
Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Goel, Garima
;
Dash, Saumya Ranjan
;
Brooks, Robert
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
11
,
pp. 3119-3135
Persistent link: https://www.econbiz.de/10013355046
Saved in:
7
Investor short-termism and real investment
Rösch, Dominik M.
;
Subrahmanyam, Avanidhar
;
Dijk, …
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013346764
Saved in:
8
Momentum, reversals, and investor clientele
Chui, Andy C. W.
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
2
,
pp. 217-255
Persistent link: https://www.econbiz.de/10013188532
Saved in:
9
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
10
Retail trading activity and major lifecycle events : the case of divorce
Grant, Andrew
;
Kalev, Petko S.
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401922
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