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~person:"Chordia, Tarun"
~person:"Ferson, Wayne E."
~person:"Miller, Stephen M."
~subject:"1973-1997"
~subject:"Capital income"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Capital income
USA
190
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183
Kapitaleinkommen
41
Estimation
36
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36
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33
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33
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25
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25
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23
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Chordia, Tarun
Ferson, Wayne E.
Miller, Stephen M.
Gupta, Rangan
49
Campbell, John Y.
36
Diebold, Francis X.
25
Warnock, Francis E.
25
Caporale, Guglielmo Maria
22
Poterba, James M.
22
Ang, Andrew
21
Guo, Hui
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Timmermann, Allan
19
Ludvigson, Sydney C.
18
McGrattan, Ellen R.
18
Goetzmann, William N.
17
Guidolin, Massimo
17
Lettau, Martin
17
Wohar, Mark E.
17
Lamont, Owen A.
16
Fama, Eugene F.
15
Bali, Turan G.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Jensen, Gerald R.
14
Pástor, Ľuboš
14
Chan, Louis K. C.
13
Harvey, Campbell R.
13
Pierdzioch, Christian
13
Prescott, Edward C.
13
Schwert, George William
13
Bekaert, Geert
12
Hodrick, Robert J.
12
Jegadeesh, Narasimhan
12
Metrick, Andrew
12
Stambaugh, Robert F.
12
Subrahmanyam, Avanidhar
12
Whitelaw, Robert F.
12
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
6
Working papers / University of Connecticut, Department of Economics
6
Journal of financial economics
5
The review of financial studies
3
Stock market liquidity : implications for market microstructure and asset pricing
2
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2
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ECONIS (ZBW)
43
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Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A.
;
Ferson, Wayne E.
;
Glassman, Debra A.
-
1996
Persistent link: https://www.econbiz.de/10000613958
Saved in:
2
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 3-21)
.
2008
Persistent link: https://www.econbiz.de/10003650440
Saved in:
3
Liquidity and returns : the impact of inclusion into the S&P 500 index
Chordia, Tarun
- In:
Stock market liquidity : implications for market …
,
(pp. 359-386)
.
2008
Persistent link: https://www.econbiz.de/10003650789
Saved in:
4
Geographic deregulation and commercial bank performance in US state banking markets
Zou, YongDong
;
Miller, Stephen M.
;
Malamud, Bernard
-
2008
Persistent link: https://www.econbiz.de/10003866677
Saved in:
5
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
6
The cross-section of daily variation in liquidity
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 75-110
Persistent link: https://www.econbiz.de/10003424664
Saved in:
7
Liquidity and autocorrelations in individual stock returns
Avramov, Doron
;
Chordia, Tarun
;
Goyal, Amit
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2365-2394
Persistent link: https://www.econbiz.de/10003378711
Saved in:
8
Predicting stock returns
Avramov, Doron
;
Chordia, Tarun
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 387-415
Persistent link: https://www.econbiz.de/10003387869
Saved in:
9
Momentum and credit rating
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2503-2520
Persistent link: https://www.econbiz.de/10003550294
Saved in:
10
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
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