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~language:"eng"
~type_genre:"Article in journal"
~subject:"Börsenkurs"
~subject:"Liquidität"
~person:"Timmermann, Allan"
~person:"Subrahmanyam, Avanidhar"
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Börsenkurs
Liquidität
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
16
CAPM
16
Portfolio selection
16
Portfolio-Management
16
Securities trading
16
Wertpapierhandel
16
Economic forecast
15
Volatility
15
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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Undetermined
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1
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Article
69
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Article in journal
Aufsatz in Zeitschrift
70
Working Paper
32
Arbeitspapier
31
Graue Literatur
29
Non-commercial literature
29
Aufsatz im Buch
3
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Timmermann, Allan
Subrahmanyam, Avanidhar
Gupta, Rangan
117
Narayan, Paresh Kumar
73
Zaremba, Adam
60
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
Brooks, Robert
33
Kim, Jeong-bon
32
Apergēs, Nikolaos
31
Corbet, Shaen
31
Frino, Alex
31
Ngo, Thanh
31
Salisu, Afees A.
31
Chan, Kam C.
30
Demirer, Rıza
30
Lien, Da-hsiang Donald
29
Nguyen, Duc Khuong
29
Wong, Wing Keung
29
Balcilar, Mehmet
28
Gregoriou, Andros
28
Cakici, Nusret
27
Lee, Chien-chiang
27
Lucey, Brian M.
27
Marshall, Ben R.
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
The journal of business : B
4
Journal of financial and quantitative analysis : JFQA
3
The economic journal : the journal of the Royal Economic Society
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
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 econometrics
1
Journal of economics & business
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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)
70
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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
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:
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
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:
8
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:
9
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
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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