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subject:"Capital income"
~isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~type:"article"
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Capital income
Estimation
264
Schätzung
264
Kapitaleinkommen
145
Börsenkurs
80
Share price
80
CAPM
73
Forecasting model
72
Prognoseverfahren
72
Risikoprämie
66
Risk premium
66
Aktienmarkt
53
Stock market
53
Volatility
52
Volatilität
52
Theorie
51
Theory
51
Portfolio selection
45
Portfolio-Management
45
Risk
37
Risiko
36
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33
Behavioural finance
33
Capital market returns
33
Kapitalmarktrendite
33
Return predictability
30
China
25
Yield curve
25
Zinsstruktur
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Welt
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World
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Australia
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Australien
17
Securities trading
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Wertpapierhandel
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Asset pricing
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Time series analysis
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USA
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Article in journal
145
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145
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English
145
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Bollerslev, Tim
4
Kelly, Bryan T.
4
Todorov, Viktor
4
Chiah, Mardy
3
Long, Huaigang
3
Moskowitz, Tobias J.
3
Zhong, Angel
3
Ang, Tze Chuan
2
Bali, Turan G.
2
Baltussen, Guido
2
Boons, Martijn
2
Cheema, Muhammad A.
2
Chuang, Hui-Ching
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Jiang, Yuexiang
2
Kilic, Mete
2
Ko, Kuan-Cheng
2
Lee, Deok-Hyeon
2
Li, Bob
2
Liang, Chao
2
Lin, Chaonan
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Min, Byoung-Kyu
2
Narayan, Paresh Kumar
2
Pruitt, Seth
2
Weber, Michael
2
Xiang, Hong
2
Yang, Nien-Tzu
2
Zaremba, Adam
2
Zhang, Shaojun
2
Zhou, Guofu
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Amaya, Diego
1
Andersen, Torben
1
Aragon, George O.
1
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Journal of financial economics
Pacific-Basin finance journal
Finance research letters
151
International review of economics & finance : IREF
97
International review of financial analysis
96
Journal of banking & finance
84
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
75
Applied economics
68
Economic modelling
62
Research in international business and finance
54
Journal of international financial markets, institutions & money
51
Applied economics letters
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of econometrics
42
Energy economics
41
Review of quantitative finance and accounting
37
Journal of international money and finance
34
The European journal of finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of financial markets
30
International journal of finance & economics : IJFE
28
International journal of forecasting
28
Economics letters
27
International journal of economics and finance
24
Journal of financial econometrics
22
Quantitative finance
22
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of economic dynamics & control
18
Review of finance : journal of the European Finance Association
18
Theoretical economics letters
17
Global finance journal
16
Journal of forecasting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Financial markets and portfolio management
14
International journal of emerging markets
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The journal of asset management
14
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ECONIS (ZBW)
145
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145
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1
New Zealand long-term equity returns and their determinants
Ma, Rui
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014575304
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
5
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
6
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
7
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
8
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
9
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
10
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
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