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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Share price"
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Household commodity demand and...
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CAPM
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Consumer behaviour
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Estimation
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Hasler, Michael
3
Yang, Liyan
3
Bali, Turan G.
2
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2
Subrahmanyam, Avanidhar
2
Tang, Yi
2
Wei, K. C. John
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1
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1
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1
Dim, Chukwuma Chijioke
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Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
174
NBER working paper series
166
Finance research letters
164
International review of financial analysis
133
Journal of banking & finance
131
NBER Working Paper
131
International review of economics & finance : IREF
130
Applied economics letters
120
Journal of empirical finance
120
Journal of financial economics
119
Applied economics
117
Economic modelling
109
Applied financial economics
106
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of international financial markets, institutions & money
91
The journal of finance : the journal of the American Finance Association
80
Research in international business and finance
79
Discussion paper / Centre for Economic Policy Research
71
Pacific-Basin finance journal
68
Journal of econometrics
65
The European journal of finance
65
Journal of risk and financial management : JRFM
64
Review of quantitative finance and accounting
64
Energy economics
63
CESifo working papers
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Journal of international money and finance
55
International journal of economics and finance
53
International journal of finance & economics : IJFE
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper
50
Cogent economics & finance
49
Economics letters
47
The review of financial studies
47
International journal of economics and financial issues : IJEFI
46
Journal of financial and quantitative analysis : JFQA
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
The journal of futures markets
41
Research paper series / Swiss Finance Institute
40
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ECONIS (ZBW)
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1
Household production and asset prices
Da, Zhi
;
Wei Yang
;
Yun, Hayong
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
Saved in:
2
A case-based model of probability and pricing judgments : biases in buying and selling uncertainty
Brenner, Lyle A.
;
Griffin, Dale W.
;
Koehler, Derek J.
- In:
Management science : journal of the Institute for …
58
(
2012
)
1
,
pp. 159-178
Persistent link: https://www.econbiz.de/10009502484
Saved in:
3
On estimating skewness in stock returns
Lau, Hon-shiang
- In:
Management science : journal of the Institute for …
35
(
1989
)
9
,
pp. 1139-1142
Persistent link: https://www.econbiz.de/10001074223
Saved in:
4
Skewness and the relation between risk and return
Theodossiou, Panayiotis
;
Savva, Christos S.
- In:
Management science : journal of the Institute for …
62
(
2016
)
6
,
pp. 1598-1609
Persistent link: https://www.econbiz.de/10011502439
Saved in:
5
Good and bad variance premia and expected returns
Kilic, Mete
;
Shaliastovich, Ivan
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2522-2544
Persistent link: https://www.econbiz.de/10012039812
Saved in:
6
Stock market predictability and industrial metal returns
Jacobsen, Ben
;
Marshall, Ben R.
;
Visaltanachoti, Nuttawat
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3026-3042
Persistent link: https://www.econbiz.de/10012039974
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7
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sérgio
;
Massa, Massimo
- In:
Management science : journal of the Institute for …
65
(
2019
)
3
,
pp. 1430-1453
Persistent link: https://www.econbiz.de/10012013822
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8
Order flow volatility and equity costs of capital
Chordia, Tarun
;
Hu, Jianfeng
;
Subrahmanyam, Avanidhar
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
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9
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Rossi, Alberto
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
Saved in:
10
Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.
;
Li, Haitao
;
Wang, Shujing
;
Yu, Cindy
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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