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isPartOf:"Review of financial economics : RFE"
~subject:"Capital market returns"
~subject:"Schätzung"
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Capital market returns
Schätzung
Capital income
86
Kapitaleinkommen
86
Börsenkurs
33
Share price
33
USA
25
United States
25
Aktienmarkt
17
Stock market
17
Portfolio selection
16
Portfolio-Management
16
Estimation
15
Volatility
15
Volatilität
15
CAPM
14
Anlageverhalten
13
Behavioural finance
13
Investment Fund
12
Investmentfonds
12
Theorie
9
Theory
9
Risiko
8
Risk
8
Aktienindex
6
Ankündigungseffekt
6
Announcement effect
6
Forecasting model
6
Prognoseverfahren
6
Risikoprämie
6
Risk premium
6
Stock index
6
Welt
6
World
6
ARCH model
5
ARCH-Modell
5
Asset pricing
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Stock returns
5
Aktienfonds
4
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17
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English
17
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Agbeyegbe, Terence D.
1
Alhenawi, Yasser
1
Apergēs, Nikolaos
1
Benouda, Olfa
1
Biswas, Anindya Kumar
1
Delhoumi, Ezzedine
1
Demirer, Rıza
1
Fang, Jiali
1
Goyal, Amit
1
Grammig, Joachim
1
Huffman, Stephen P.
1
Jacobsen, Ben
1
Jategaonkar, Shrikant P.
1
Karmakar, Madhusudan
1
Lecarpentier-Moyal, Sylvie
1
Lutzenberger, Fabian
1
Makni, Rania
1
Moll, Cliff R.
1
Mollet, Janick Christian
1
Payne, James E.
1
Pongrapeeporn Abhakorn
1
Prat, Georges
1
Qin, Yafeng
1
Renou-Maissant, Patricia
1
Schrimpf, Andreas
1
Schulmeister, Stephan
1
Smith, Peter N.
1
Subrahmanyam, Avanidhar
1
Swaminathan, Bhaskaran
1
Uctum, Remzi
1
Walkshäusl, Christian
1
Wickens, Michael R.
1
Ziegler, Andreas
1
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Review of financial economics : RFE
Finance research letters
175
Journal of banking & finance
154
International review of financial analysis
153
Journal of financial economics
144
International review of economics & finance : IREF
133
Journal of empirical finance
131
Applied economics
108
NBER working paper series
107
The North American journal of economics and finance : a journal of financial economics studies
98
Applied financial economics
92
Applied economics letters
91
Pacific-Basin finance journal
89
Working paper / National Bureau of Economic Research, Inc.
88
Journal of international financial markets, institutions & money
86
Economic modelling
84
NBER Working Paper
83
Research in international business and finance
74
The European journal of finance
73
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Energy economics
62
Review of quantitative finance and accounting
61
Journal of econometrics
55
Journal of international money and finance
54
Economics letters
47
International journal of finance & economics : IJFE
47
Journal of risk and financial management : JRFM
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Working paper
43
Journal of financial markets
42
Research paper series / Swiss Finance Institute
42
International journal of economics and finance
40
Cogent economics & finance
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
CESifo working papers
37
Journal of financial and quantitative analysis : JFQA
36
International journal of forecasting
33
Investment management and financial innovations
33
The journal of finance : the journal of the American Finance Association
33
Finance and economics discussion series
32
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ECONIS (ZBW)
17
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1
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10
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17
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1
Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data
Goyal, Amit
;
Subrahmanyam, Avanidhar
;
Swaminathan, Bhaskaran
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 364-391
Persistent link: https://www.econbiz.de/10014431274
Saved in:
2
Persistence of announcement effects on the intraday volatility of stock returns : evidence from individual data
Uctum, Remzi
;
Renou-Maissant, Patricia
;
Prat, Georges
; …
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011959408
Saved in:
3
Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011579683
Saved in:
4
International evidence on Islamic equity fund characteristics and performance persistence
Makni, Rania
;
Benouda, Olfa
;
Delhoumi, Ezzedine
- In:
Review of financial economics : RFE
31
(
2016
),
pp. 75-82
Persistent link: https://www.econbiz.de/10011636650
Saved in:
5
An inverted U-shaped crude oil price return-implied volatility relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
6
On the interaction between momentum effect and size effect
Alhenawi, Yasser
- In:
Review of financial economics : RFE
26
(
2015
),
pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
Saved in:
7
Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets
Mollet, Janick Christian
;
Ziegler, Andreas
- In:
Review of financial economics : RFE
23
(
2014
)
4
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010442562
Saved in:
8
The output gap and expected security returns
Biswas, Anindya Kumar
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10010442580
Saved in:
9
The predictability of aggregate returns on commodity futures
Lutzenberger, Fabian
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 120-130
Persistent link: https://www.econbiz.de/10010442582
Saved in:
10
Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
23
(
2014
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10010442637
Saved in:
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