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Schaumburg, Ernst's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,674 |
Total
Citations
115 |
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1.
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Decomposing Short-Term Return Reversal
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Versions (2)
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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Posted:
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12 Feb 10
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Last Revised:
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13 Sep 11
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1,101
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1
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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204
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1
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return reversal, liquidity
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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12 Feb 10
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Last Revised:
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30 Aug 11
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897
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return reversal, liquidity, cash flows, discount rate
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2.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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497
(25,719)
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1
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Analyst target prices, liquidity
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3.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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15 Mar 12
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Last Revised:
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06 Dec 12
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390
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1
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Short run reversal, liquidity, sentiment, fundamental news
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4.
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Kim, Jinill
Korea University Kim, Sunghyun Henry
Tufts University - Department of Economics Sims, Christopher A.
Princeton University - Department of Economics Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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166
(89,433)
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54
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Solving dynamic equilibrium models, second order accurate solution
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5.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Chen, Leon
Minnesota State University, Mankato
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160
(92,485)
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Asset allocation, Black-Litterman model, Target price
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6.
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Jagannathan, Ravi
Northwestern University - Kellogg School of Management Kapoor, Mudit
Indian School of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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147
(99,783)
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6
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7.
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Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation
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Versions (3)
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Dobrev, Dobrislav
Federal Reserve Board Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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Posted:
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18 Nov 09
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Last Revised:
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05 Aug 10
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120
(118,217)
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22
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Dobrev, Dobrislav
Federal Reserve Board Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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60
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22
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Integrated Volatility, Jump Robust
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Dobrev, Dobrislav
Federal Reserve Board Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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15
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22
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Dobrev, Dobrislav
Federal Reserve Board Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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45
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22
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High-frequency data, Integrated variance, Finite activity jumps, Realized volatility, Jump robustness, Nearest neighbor truncation
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8.
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Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Tambalotti, Andrea
Federal Reserve Bank of New York
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56
(190,395)
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18
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Commitment, discretion, credibility, welfare
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9.
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Primiceri, Giorgio E.
Northwestern University - Department of Economics Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Tambalotti, Andrea
Federal Reserve Bank of New York
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32
(238,293)
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13
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10.
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Andersen, Torben G.
Northwestern University - Kellogg School of Management Dobrev, Dobrislav
Federal Reserve Board Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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5
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11.
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Jagannathan, Ravi
Northwestern University - Kellogg School of Management Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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