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Review of asset pricing studies
64
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ECONIS (ZBW)
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Beta bubbles
Jylhä, Petri
;
Suominen, Matti
;
Tomunen, Tuomas
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012001522
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2
Aggregate tail risk and expected returns
Chapman, David A.
;
Gallmeyer, Michael F.
;
Martin, J. Spencer
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
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3
Hedge fund holdings and stock market efficiency
Cao, Charles Q.
;
Liang, Bing
;
Lo, Andrew W.
;
Petrasek, …
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 77-116
Persistent link: https://www.econbiz.de/10012001539
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4
Do hedge funds possess private information about IPO stocks? : evidence from post-IPO holdings
Qian, Hong
;
Zhong, Zhaodong
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 117-152
Persistent link: https://www.econbiz.de/10012001543
Saved in:
5
A performance comparison of large-n factor estimators
Chen, Zhuo
;
Connor, Gregory
;
Korajczyk, Robert A.
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 153-182
Persistent link: https://www.econbiz.de/10012001545
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6
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
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7
Long-horizon returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 232-252
Persistent link: https://www.econbiz.de/10012002182
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8
How aggregate volatility-of-volatility affects stock returns
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 253-292
Persistent link: https://www.econbiz.de/10012002205
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9
Nonlocal disadvantage : an examination of social media sentiment
Giannini, Robert
;
Irvine, Paul
;
Shu, Tao
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 293-336
Persistent link: https://www.econbiz.de/10012002223
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10
A general equilibrium model of the value premium with time-varying risk premia
Chen, Andrew Y.
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 337-374
Persistent link: https://www.econbiz.de/10012002307
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