Estimating the anomaly base rate (English)
- New search for: Chinco, Alex
- New search for: Neuhierl, Andreas
- New search for: Weber, Michael
- New search for: Chinco, Alex
- New search for: Neuhierl, Andreas
- New search for: Weber, Michael
In:
Journal of Financial Economics
;
140
, 1
;
101-126
;
2020
-
ISSN:
- Article (Journal) / Electronic Resource
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Title:Estimating the anomaly base rate
-
Contributors:
-
Published in:Journal of Financial Economics ; 140, 1 ; 101-126
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Publisher:
- New search for: Elsevier B.V.
-
Publication date:2020-03-06
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Size:26 pages
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ISSN:
-
DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 140, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Inspecting the mechanism of quantitative easing in the euro areaKoijen, Ralph S.J. / Koulischer, François / Nguyen, Benoît / Yogo, Motohiro et al. | 2020
- 21
-
Voluntary disclosure with evolving newsAghamolla, Cyrus / An, Byeong-Je et al. | 2020
- 54
-
What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzlesGârleanu, Nicolae / Panageas, Stavros et al. | 2020
- 74
-
Benchmark interest rates when the government is riskyAugustin, P. / Chernov, M. / Schmid, L. / Song, D. et al. | 2020
- 101
-
Estimating the anomaly base rateChinco, Alex / Neuhierl, Andreas / Weber, Michael et al. | 2020
- 127
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Implied volatility duration: A measure for the timing of uncertainty resolutionSchlag, Christian / Thimme, Julian / Weber, Rüdiger et al. | 2020
- 145
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Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?Ahnert, Toni / Forbes, Kristin / Friedrich, Christian / Reinhardt, Dennis et al. | 2020
- 175
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Extrapolative beliefs in the cross-section: What can we learn from the crowds?Da, Zhi / Huang, Xing / Jin, Lawrence J. et al. | 2020
- 197
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Real effects of share repurchases legalization on corporate behaviorsWang, Zigan / Yin, Qie Ellie / Yu, Luping et al. | 2020
- 220
-
Competition among liquidity providers with access to high-frequency trading technologyBongaerts, Dion / Achter, Mark Van et al. | 2020
- 250
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Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reformCipriani, Marco / La Spada, Gabriele et al. | 2019
- 270
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What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX marketHolden, Craig W. / Lu, Dong / Lugovskyy, Volodymyr / Puzzello, Daniela et al. | 2020
- 292
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Common pricing across asset classes: Empirical evidence revisitedGospodinov, Nikolay / Robotti, Cesare et al. | 2020
- 325
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The high volume return premium and economic fundamentalsWang, Zijun et al. | 2020
- IFC
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Editorial Board| 2019