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subject:"USA"
~subject:"Shock"
~isPartOf:"Journal of financial economics"
~person:"Lo, Andrew W."
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USA
Shock
Theorie
4
Theory
4
United States
3
Börsenkurs
2
Estimation
2
Hedging
2
Schätzung
2
Share price
2
1988
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1994-1995
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Autocorrelation
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Lo, Andrew W.
Longstaff, Francis A.
4
Booth, James R.
3
Ferson, Wayne E.
3
Baker, Malcolm
2
Bekaert, Geert
2
Boudoukh, Jacob
2
Brandt, Michael W.
2
Campello, Murillo
2
Deli, Daniel Newton
2
Engstrom, Eric
2
James, Christopher M.
2
Jordan, Bradford D.
2
Jordan, Susan D.
2
Kothari, S. P.
2
Lang, Larry H. P.
2
MacKinlay, Archie Craig
2
Massa, Massimo
2
Richardson, Matthew
2
Stulz, René M.
2
Adam, Tim R.
1
Alexander, Gordon J.
1
Allen, Franklin
1
Armstrong, Will J.
1
Avramov, Doron
1
Aït-Sahalia, Yacine
1
Bali, Rakesh
1
Barber, Brad M.
1
Bates, Thomas W.
1
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1
Becker, Connie
1
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1
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1
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1
Bhagat, Sanjai
1
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1
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1
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1
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
7
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
A National Bureau of Economic Research conference report
1
Advances in economics and econometrics ; Vol. 2
1
An Elgar research collection
1
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
MIT Sloan Research Paper
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Rodney L. White Center for Financial Research
1
The international library of critical writings in economics
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ECONIS (ZBW)
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
2
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
3
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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