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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"appreciation"
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Aktienmarkt
CAPM
appreciation
Volatility
160
volatility
92
Volatilität
72
Capital income
29
Kapitaleinkommen
29
GARCH
25
Estimation
23
Schätzung
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Option pricing theory
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Optionspreistheorie
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asset pricing
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exchange rate
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liquidity
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Ghiba, Nicolae
3
Dai, Min
2
Ehling, Paul
2
Hasler, Michael
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
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Bali, Turan G.
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Cooper, Ilan
1
Engstrom, Eric
1
Franzoni, Francesco
1
Gao, Xiaohui
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Guo, Jiaqi
1
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1
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Jacobs, Kris
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
166
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
111
Energy economics
107
International review of economics & finance : IREF
104
Research in international business and finance
94
Applied economics
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Economic modelling
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Journal of international financial markets, institutions & money
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Journal of banking & finance
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NBER working paper series
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Journal of empirical finance
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Working paper / National Bureau of Economic Research, Inc.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of econometrics
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Journal of international money and finance
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Cogent economics & finance
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International Journal of Energy Economics and Policy : IJEEP
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Discussion paper / Centre for Economic Policy Research
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Investment management and financial innovations
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Journal of economic dynamics & control
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Journal of financial markets
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Review of quantitative finance and accounting
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The review of financial studies
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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RePEc
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
4
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
5
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
6
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
7
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
8
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
9
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
10
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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