Bücher zum Thema „Stocks Australia Econometric models“
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Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.
Den vollen Inhalt der Quelle findenEngle, R. F. Execution risk. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenLo, Ingrid. Order submission: The choice between limit and market orders. Ottawa: Bank of Canada, 2005.
Den vollen Inhalt der Quelle findenHallock, Kevin F. The value of stock options to non-executive employees. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenAlbuquerque, Rui. International equity flows and returns: A quantitative equilibrium approach. Ottawa: Bank of Canada, 2004.
Den vollen Inhalt der Quelle findenChan-Lau, Jorge A. Asian flu or Wall Street virus?: Price and volatility spillovers of tech and non-tech sectors in the United States and Asia. [Washington, D.C.]: International Monetary Fund, International Capital Markets Department and Western Hemisphere Department, 2002.
Den vollen Inhalt der Quelle findenWright, Jonathan H. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. Washington, D.C: Federal Reserve Board, 2000.
Den vollen Inhalt der Quelle findenSantos, Tano. Cash-flow risk, discount risk, and the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenAntunovich, Peter. Do investors mistake a good company for a good investment? [New York, N.Y.]: Federal Reserve Bank of New York, 1999.
Den vollen Inhalt der Quelle findenLin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, Mass: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenChan, Louis K. C. Momentum strategies. Cambridge, MA: National Bureau of Economic Research, 1995.
Den vollen Inhalt der Quelle findenBasch, Miguel. Comportamiento reciente del mercado accionario chileno: Una aplicación de test de volatilidad y eficiencia. Santiago de Chile: Corporación de Investigaciones Económicas para Latinoamérica, 1993.
Den vollen Inhalt der Quelle findenSatchell, Stephen E. Some statistics for testing the influence of the number of transations on the distribution of returns. Cambridge: Dept. of Applied Economics, University of Cambridge, 1993.
Den vollen Inhalt der Quelle findenDaniel, Kent. Explaining the cross-section of stock returns in Japan: Factors or characteristics? Cambridge, MA: National Bureau of Economic Research, 1999.
Den vollen Inhalt der Quelle findenAsquith, Paul. Short interest and stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenLamont, Owen A. The earnings announcement premium and trading volume. Cambridge, Mass: National Bureau of Economic Research, 2007.
Den vollen Inhalt der Quelle findenGuidolin, Massimo. Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Den vollen Inhalt der Quelle findenBalke, Nathan S. Low frequency movements in stock prices: A state space decomposition (revised May 2001, forthcoming Review of Economics and Statistics). [Dallas, Tx.]: Federal Reserve Bank of Dallas, 2000.
Den vollen Inhalt der Quelle findenLai, Alexandra. Ownership concentration and competition in banking markets. Ottawa: Bank of Canada, 2006.
Den vollen Inhalt der Quelle findenGuidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Den vollen Inhalt der Quelle findenWeil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenGrinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.
Den vollen Inhalt der Quelle findenMichael, Ehrmann. Stocks, bonds, money markets and exchange rates: Measuring international financial transmission. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenMastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Economics Division, Bank of England, 1991.
Den vollen Inhalt der Quelle findenMastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Bank of England, 1991.
Den vollen Inhalt der Quelle findenAng, Andrew. CAPM over the long run: 1926-2001. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenSanta-Clara, Pedro. Jump and volatility risk and risk premia: A new model and lessons from S&P 500 options. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenCampbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenÖzçam, Mustafa. An analysis of the macroeconomic factors that determine stock returns in Turkey. Ankara: Sermaye Piyasası Kurulu, 1997.
Den vollen Inhalt der Quelle findenLettau, Martin. The declining equity premium: What role does macroeconomic risk play? Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenShiller, Robert J. Comovements in stock prices and comovements in dividends. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenGeert, Bekaert. Stock and bond pricing in an affine economy. Cambridge, MA: National Bureau of Economic Research, 1999.
Den vollen Inhalt der Quelle findenCampbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenMei, Jianping. Speculative trading and stock prices: Evidence from Chinese A-B share premia. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenPagès, Henri. A note on the Gordon growth model with nonstationary dividend growth. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1999.
Den vollen Inhalt der Quelle findenGatev, Evan G. Pairs trading: Performance of a relative value arbitrage rule. Cambridge, MA: National Bureau of Economic Research, 1999.
Den vollen Inhalt der Quelle findenLi, Erica X. N. Optimal market timing. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenSanta-Clara, Pedro. Jump and volatility risk and risk premia: A new model and lessons from S & P 500 options. Cambridge, Mass: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenMei, Jianping. Speculative trading and stock prices: Evidence from Chinese A-B share premia. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenBuffer stock models and the demand for money. Basingstoke, Hampshire: Macmillan, 1994.
Den vollen Inhalt der Quelle findenPagan, Adrian R. Alternative models for conditional stock volatility. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenDaniel, Kent. Evidence on the characteristics of cross sectional variation in stock returns. Cambridge, MA: National Bureau of Economic Research, 1996.
Den vollen Inhalt der Quelle findenLo, Ingrid. A structural error-correction model of best prices and depths in the foreign exchange limit order market. Ottawa: Bank of Canada, 2006.
Den vollen Inhalt der Quelle findenLamont, Owen A. Investment plans and stock returns. Cambridge, MA: National Bureau of Economic Research, 1999.
Den vollen Inhalt der Quelle findenCampbell, John Y. Consumption and the stock market: Interpreting international experience. Cambridge, MA: National Bureau of Economic Research, 1996.
Den vollen Inhalt der Quelle findenLo, Ingrid. A structural error-correction model of best prices and depths in the foreign exchange limit order market. Ottawa: Bank of Canada, 2006.
Den vollen Inhalt der Quelle findenKang, Jun-Koo. How different is Japanese corporate finance?: An investigation of the information content of new security issues. Cambridge, MA: National Bureau of Economic Research, 1994.
Den vollen Inhalt der Quelle findenShiller, Robert J. Stock prices and bond yields: Can their comovements be explained in terms of present value models? Cambridge, MA: National Bureau of Economic Research, 1990.
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