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person:"Lakonishok, Josef"
~person:"Harvey, Campbell R."
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
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Lakonishok, Josef
Harvey, Campbell R.
Timmermann, Allan
Gupta, Rangan
163
Zaremba, Adam
155
Caporale, Guglielmo Maria
143
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111
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110
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103
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99
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95
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81
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79
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79
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74
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73
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67
Narayan, Paresh Kumar
67
Wohar, Mark E.
66
Zhang, Lu
66
Faff, Robert W.
65
Pierdzioch, Christian
63
Ang, Andrew
61
McAleer, Michael
61
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58
Subrahmanyam, Avanidhar
58
Plastun, Alex
57
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54
Gil-Alaña, Luis A.
54
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51
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48
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48
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46
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45
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ECONIS (ZBW)
213
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71
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
72
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
73
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012206550
Saved in:
74
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
75
The level and persistence of growth rates
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 643-684
Persistent link: https://www.econbiz.de/10001750585
Saved in:
76
How stable are financial prediction models? : Evidence from US and international stock market data
Paye, Bradley S.
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001752971
Saved in:
77
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
- In:
Intangible assets : values, measures, and risks
,
(pp. 387-414)
.
2003
Persistent link: https://www.econbiz.de/10001753148
Saved in:
78
Country and industry dynamics in stock returns
Catão, Luis
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001760482
Saved in:
79
What determines expected international asset returns?
Harvey, Campbell R.
;
Solnik, Bruno
;
Zhou, Guofu
- In:
Annals of economics and finance
3
(
2002
)
2
,
pp. 249-298
Persistent link: https://www.econbiz.de/10001731925
Saved in:
80
Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The Manchester School
71
(
2003
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10001771328
Saved in:
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