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accessRights:"restricted"
subject:"Produktivität"
~isPartOf:"Journal of financial economics"
~subject:"Stock market"
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Produktivität
Stock market
Estimation
147
Schätzung
147
Capital income
80
Kapitaleinkommen
80
CAPM
51
Risikoprämie
51
Risk premium
51
Forecasting model
41
Prognoseverfahren
41
Theorie
40
Theory
40
Börsenkurs
31
Share price
31
Portfolio selection
25
Portfolio-Management
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Volatility
23
Volatilität
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Yield curve
21
Zinsstruktur
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Capital market returns
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Kapitalmarktrendite
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Return predictability
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Risk
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World
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Business cycle
7
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Financial economics
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Kapitalmarkttheorie
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17
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Amaya, Diego
1
Baltussen, Guido
1
Barrot, Jean-Noel
1
Bekkum, Sjoerd van
1
Chen, Lin
1
Chen, Yong
1
Christoffersen, Peter F.
1
Cieślak, Anna
1
Da, Zhi
1
Daniel, Kent
1
David, Joel M.
1
Dimmock, Stephen G.
1
Eaton, Gregory W.
1
Frank, Murray Z.
1
George, Thomas J.
1
Gonçalves, Andrei S.
1
Huang, Shiyang
1
Hwang, Chuan-yang
1
Jacobs, Heiko
1
Jacobs, Kris
1
Kaniel, Ron
1
Kouwenberg, Roy
1
Lee, Charles M. C.
1
Leonard, Gregory K.
1
Levine, Ross
1
Li, Teng
1
Li, Yuan
1
Mitchell, Olivia S.
1
Moskowitz, Tobias J.
1
Müller, Sebastian
1
Novy-Marx, Robert
1
Pang, Hao
1
Paye, Bradley S.
1
Peijnenburg, Kim
1
Qian, Wenlan
1
Sanati, Ali
1
Schmid, Lukas
1
Song, Yang
1
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1
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Journal of financial economics
Finance research letters
101
Economic modelling
88
Discussion paper / Centre for Economic Policy Research
73
International review of economics & finance : IREF
73
International review of financial analysis
68
Applied economics
65
Research in international business and finance
63
The North American journal of economics and finance : a journal of financial economics studies
56
Applied economics letters
52
Energy economics
42
Working paper / National Bureau of Economic Research, Inc.
42
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Emerging markets, finance and trade : EMFT
32
Discussion papers / CEPR
31
Journal of banking & finance
29
Economics letters
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
International journal of finance & economics : IJFE
22
The European journal of finance
21
International journal of emerging markets
20
SpringerLink / Bücher
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of economics and finance
19
Journal of empirical finance
19
Journal of international money and finance
19
Economic research
18
Review of quantitative finance and accounting
17
European journal of operational research : EJOR
15
Journal of financial markets
15
Emerging markets review
14
Global finance journal
14
Structural change and economic dynamics : SC+ED
14
Global business review
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Investment management and financial innovations
12
Journal of international economics
12
Journal of productivity analysis
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ECONIS (ZBW)
17
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1
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:
2
Employee output response to stock market wealth shocks
Li, Teng
;
Qian, Wenlan
;
Xiong, Wei A.
;
Zou, Xin
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 779-796
Persistent link: https://www.econbiz.de/10013482354
Saved in:
3
Betting against betting against beta
Novy-Marx, Robert
;
Velikov, Mihail
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 80-106
Persistent link: https://www.econbiz.de/10013350626
Saved in:
4
A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
Saved in:
5
Risk-adjusted capital allocation and misallocation
David, Joel M.
;
Schmid, Lukas
;
Zeke, David
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
Saved in:
6
Common shocks in stocks and bonds
Cieślak, Anna
;
Pang, Hao
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
Saved in:
7
Anomalies across the globe : once public, no longer existent?
Jacobs, Heiko
;
Müller, Sebastian
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 213-230
Persistent link: https://www.econbiz.de/10012431394
Saved in:
8
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
9
Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong
;
Eaton, Gregory W.
;
Paye, Bradley S.
- In:
Journal of financial economics
130
(
2018
)
1
,
pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
Saved in:
10
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
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