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~language:"eng"
~person:"Subrahmanyam, Avanidhar"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Liquidität"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Börsenkurs
Liquidität
Portfolio selection
Theorie
94
Theory
94
Forecasting model
56
Prognoseverfahren
56
Capital income
55
Kapitaleinkommen
55
USA
53
United States
53
Share price
51
Estimation
22
Schätzung
22
Liquidity
21
Anlageverhalten
20
Behavioural finance
20
Efficient market hypothesis
20
Effizienzmarkthypothese
20
Handelsvolumen der Börse
18
Trading volume
18
Aktienmarkt
17
Stock market
17
Asymmetric information
16
Asymmetrische Information
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CAPM
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Portfolio-Management
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Securities trading
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Wertpapierhandel
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Economic forecast
15
Volatility
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Volatilität
15
Wirtschaftsprognose
15
Financial market
12
Finanzmarkt
12
Risikoprämie
12
Risk premium
12
Structural break
11
Strukturbruch
11
Time series analysis
11
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1
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Article
82
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Article in journal
Aufsatz in Zeitschrift
83
Working Paper
52
Arbeitspapier
51
Graue Literatur
46
Non-commercial literature
46
Aufsatz im Buch
3
Book section
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Collection of articles of several authors
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Subrahmanyam, Avanidhar
Timmermann, Allan
Gupta, Rangan
123
Fabozzi, Frank J.
89
Zaremba, Adam
84
Narayan, Paresh Kumar
79
Wong, Wing Keung
74
Tiwari, Aviral Kumar
69
Faff, Robert W.
66
Hammoudeh, Shawkat
62
McMillan, David G.
60
Ryu, Doojin
59
Wohar, Mark E.
59
Ma, Feng
55
Xuan Vinh Vo
55
Madura, Jeff
53
Bouri, Elie
47
Hassan, M. Kabir
47
Lien, Da-hsiang Donald
47
Brooks, Robert
46
Kang, Sang Hoon
46
Nguyen, Duc Khuong
46
Xiong, Xiong
45
Satchell, Stephen
44
Zhang, Wei
43
McAleer, Michael
42
Caporale, Guglielmo Maria
41
Jarrow, Robert A.
39
Apergēs, Nikolaos
38
Demirer, Rıza
38
Gil-Alaña, Luis A.
38
Levy, Haim
38
Mensi, Walid
38
Chiang, Thomas C.
37
Li, Bin
37
Ngo, Thanh
37
Blau, Benjamin
36
Guidolin, Massimo
36
Yoon, Seong-min
36
Pierdzioch, Christian
35
Shahzad, Syed Jawad Hussain
35
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Journal of financial economics
11
The review of financial studies
10
The journal of finance : the journal of the American Finance Association
9
Journal of banking & finance
5
The journal of business : B
5
Journal of financial and quantitative analysis : JFQA
4
The economic journal : the journal of the Royal Economic Society
4
Economics letters
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of forecasting
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of finance
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
Economica
1
European finance review : the official journal of the European Finance Association
1
International review of finance
1
Journal of accounting & economics
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of investment management : JOIM
1
Pacific-Basin finance journal
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
Review of financial economics : RFE
1
Selected papers from a Symposium on Market Microstructure
1
The Scandinavian journal of economics
1
The journal of futures markets
1
The quarterly journal of economics
1
The review of economic studies
1
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ECONIS (ZBW)
83
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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
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:
4
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:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
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