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isPartOf:"Journal of empirical finance"
subject:"Kapitaleinkommen"
~person:"Annaert, Jan"
~person:"Brennan, Michael J."
~person:"Zaremba, Adam"
~subject:"CAPM"
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Kapitaleinkommen
CAPM
Capital income
4
Estimation
4
Forecasting model
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Prognoseverfahren
4
Schätzung
4
Börsenkurs
3
Share price
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Aktienmarkt
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Equity anomalies
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Return predictability
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Alpha momentum
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Annaert, Jan
Brennan, Michael J.
Zaremba, Adam
Nelson, Charles R.
3
Cenesizoglu, Tolga
2
Christiansen, Charlotte
2
Hur, Jungshik
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Li, Chen
2
Maio, Paulo
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Martens, Martin
2
Min, Byoung-Kyu
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Qiao, Zhuo
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Salvador, Enrique
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2
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2
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2
Abhyankar, Abhay
1
Aboulamer, Anas
1
Agarwal, Vikas
1
Aldrich, Eric M.
1
Alexeev, Vitali
1
Ali, Faek Menla
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Alt, Raimund
1
Anatolyev, Stanislav
1
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Andriosopoulos, Dimitris
1
Antell, Jan
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Aragó Manzana, Vicent
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Baillie, Richard
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1
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1
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1
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Journal of empirical finance
Applied economics
5
Finance research letters
5
Journal of banking & finance
5
Economic research
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Contemporary economics
2
Economic modelling
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Finance a úvěr
2
Journal of economic dynamics & control
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Pacific-Basin finance journal
2
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
2
The journal of finance : the journal of the American Finance Association
2
The journal of investing : JOI
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E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Energy economics
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Explorations in economic history : EEH
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Financial markets, institutions & instruments
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International journal of management and economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Review of finance : journal of the European Finance Association
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Studies in economics and finance
1
The journal of impact and ESG investing
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The journal of investment strategies
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Working papers / Faculty of Applied Economics, Universiteit Antwerpen
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ECONIS (ZBW)
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1
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
2
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
3
Dividend growth and return predictability: a long-run re-examination of conventional wisdom
Verdickt, Gertjan
;
Annaert, Jan
;
Deloof, Marc
- In:
Journal of empirical finance
52
(
2019
),
pp. 112-127
Persistent link: https://www.econbiz.de/10012170658
Saved in:
4
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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