Keyphrases
Stock Returns
74%
Yield Curve
38%
Portfolio Optimization
38%
Dealers
38%
Trading Volume
35%
Optimal Portfolio
32%
Daily Returns
29%
Announcement Effect
25%
Statistical Techniques
24%
Persistence in Variance
19%
Cost of Capital
19%
Theory of Choice
19%
Issuer
19%
Firm-level
19%
Short-term Debt
19%
Predictable Components
19%
Price Elasticity of Demand
19%
Bayesian Estimation
19%
Third Factor
19%
Parametric Measures
19%
Stable Laws
19%
Diagonal Model
19%
Markowitz Framework
19%
Market Value
19%
Generalized Autoregressive Conditional Heteroskedasticity Model
19%
Price Setting
19%
Asking Price
19%
Stock Return Volatility
19%
External Capital
19%
Financial Economics
19%
Standard & Poor's 500
19%
Firm Fixed Effects
19%
GARCH Effect
19%
Relative Cost
19%
Law of One Price
19%
Non-synchronous Trading
19%
Selling
19%
Multiple Assets
19%
Two-factor Model
19%
Recent Advances
19%
Trading Mechanism
19%
Classical Statistical
19%
Private Information
19%
Microstructure
19%
Autoregressive Conditional Heteroskedasticity
19%
Structural Change
19%
Dividend Taxes
19%
NASDAQ
19%
Random Walk
19%
Portfolio Composition
19%
Economics, Econometrics and Finance
Capital Market Returns
100%
Generalized Autoregressive Conditional Heteroskedasticity
38%
Yield Curve
38%
Portfolio Selection
38%
Trading Volume
33%
New Orders
29%
Announcement Effect
24%
Finance
20%
Time Series
19%
Investors
19%
Profit
19%
Bid-Ask Spread
19%
Firm Size
19%
Public Goods
19%
Private Information
19%
Portfolio Theory
19%
Stock Split
19%
Prediction Market
19%
Stock Price
19%
Cost of Capital
19%
Fixed Effects
19%
Conditional Heteroskedasticity
19%
Price Elasticity
19%
Monopoly
19%
Structural Change
19%
Returns Volatility
19%
Pricing
19%
Relative Cost
19%
Taxation
19%
Financial Economics
9%
Tax Rate
9%
Asymmetric Information
9%
Price Convergence
9%
Cash Flow
9%
Monte Carlo Simulation
6%
Estimation Theory
6%
Factor Model
6%
Scientific Modelling
6%
Bayesian
6%
Cross-Sectional Model
6%