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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
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2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
3
What drives stock price movements?
Chen, Long
;
Da, Zhi
;
Zhao, Xinlei
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 841-876
Persistent link: https://www.econbiz.de/10009752222
Saved in:
4
Return decomposition
Chen, Long
;
Zhao, Xinlei
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5213-5249
Persistent link: https://www.econbiz.de/10003916326
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5
Debt structure, market value of firm and recovery rate
Qi, Min
;
Zhao, Xinlei
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009737308
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6
Do voting rights affect institutional investment decisions?: evidence from dual-class firms
Li, Kai
;
Ortiz-Molina, Hernán
;
Zhao, Xinlei
- In:
Financial management
37
(
2008
)
4
,
pp. 713-745
Persistent link: https://www.econbiz.de/10003800277
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7
Significant issuance date returns in seasoned equity offerings : an options-based resolution of a puzzle
Aggarwal, Raj
;
Zhao, Xinlei
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 793-804
Persistent link: https://www.econbiz.de/10003792306
Saved in:
8
The short-run impact of the stock market appreciation of the 1980s and 1990s on US income inequality
Zietz, Joachim
;
Zhao, Xiaolin
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10003810522
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9
The leverage-value relationship puzzle : an industry effects resolution
Aggarwal, Raj
;
Zhao, Xinlei
- In:
Journal of economics & business
59
(
2007
)
4
,
pp. 286-297
Persistent link: https://www.econbiz.de/10003468065
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10
The response of household incomes to stock price and GDP growth by income quantile
Zietz, Joachim
;
Zhao, Xiaolin
- In:
Applied economics
41
(
2009
)
10/12
,
pp. 1501-1512
Persistent link: https://www.econbiz.de/10003845573
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