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source:"econis"
subject:"Estimation"
~subject:"CAPM"
~subject:"Regression analysis"
~subject:"Share price"
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Estimation
CAPM
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Theory
606,815
Theorie
606,693
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39,766
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39,240
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28,033
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23,766
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23,758
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9,675
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Caporale, Guglielmo Maria
108
Härdle, Wolfgang
97
Pesaran, M. Hashem
92
Gil-Alaña, Luis A.
83
Campbell, John Y.
80
Stambaugh, Robert F.
76
Phillips, Peter C. B.
65
Timmermann, Allan
65
Hautsch, Nikolaus
64
Chiarella, Carl
57
Fabozzi, Frank J.
57
Jarrow, Robert A.
57
Bekaert, Geert
56
Chernozhukov, Victor
54
Gupta, Rangan
54
Lo, Andrew W.
53
Ferson, Wayne E.
50
Marcellino, Massimiliano
50
Heckman, James J.
49
Linton, Oliver
48
Lux, Thomas
48
Dette, Holger
47
Cochrane, John H.
46
Engel, Charles
44
Koopman, Siem Jan
44
Bollerslev, Tim
43
He, Xue-zhong
43
Engle, Robert F.
42
Harvey, Campbell R.
42
Madan, Dilip B.
42
Blundell, Richard W.
41
Herwartz, Helmut
41
Jagannathan, Ravi
41
Diebold, Francis X.
40
Pierdzioch, Christian
40
Zhang, Lu
40
Gagliardini, Patrick
39
Lettau, Martin
39
Pástor, Ľuboš
39
Bansal, Ravi
38
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National Bureau of Economic Research
846
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
51
Forschungsinstitut zur Zukunft der Arbeit
33
Springer Fachmedien Wiesbaden
31
Internationaler Währungsfonds / Research Department
24
Birkbeck College / Department of Economics
20
Federal Reserve System / Board of Governors
17
Centre for Analytical Finance <Århus>
16
Institut für Weltwirtschaft
14
Centre for Economic Policy Research
13
Federal Reserve System / Division of Research and Statistics
13
Center for Economic Research <Tilburg>
12
University of Oxford / Institute of Economics and Statistics
12
Verlag Dr. Kovač
12
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
11
Institut für Höhere Studien
11
Rodney L. White Center for Financial Research
11
Universität Mannheim
11
Friedrich-Schiller-Universität Jena
10
Umeå universitet
10
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10
Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Goethe-Universität Frankfurt am Main
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Massachusetts Institute of Technology / Department of Economics
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Trinity College Dublin / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
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Centre for Quantitative Economics & Computing
8
Eric Cuvillier <Firma>
8
European University Institute / Department of Economics
8
Institute of Finance and Accounting <London>
8
International Monetary Fund
8
University of Reading / Department of Economics
8
Erasmus Research Institute of Management
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
The Wharton Financial Institutions Center
7
University of Chicago / Center for Research in Security Prices
7
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Working paper / National Bureau of Economic Research, Inc.
875
NBER working paper series
815
NBER Working Paper
696
Discussion paper / Centre for Economic Policy Research
482
Applied economics
387
Economics letters
365
The journal of finance : the journal of the American Finance Association
327
Journal of econometrics
313
Discussion paper series / IZA
305
Journal of banking & finance
293
Journal of economic dynamics & control
285
CESifo working papers
284
The review of financial studies
283
Journal of financial economics
282
Economic modelling
259
Working paper
245
Applied economics letters
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Journal of international money and finance
215
Journal of empirical finance
206
Finance research letters
199
International review of economics & finance : IREF
189
Discussion paper / Tinbergen Institute
188
Discussion paper
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Discussion papers / CEPR
170
Europäische Hochschulschriften / 5
170
Journal of applied econometrics
168
IZA Discussion Paper
165
Journal of monetary economics
162
International review of financial analysis
155
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
140
International journal of forecasting
140
The American economic review
140
Applied financial economics
138
The review of economics and statistics
136
Journal of macroeconomics
133
European economic review : EER
125
Journal of financial and quantitative analysis : JFQA
125
Journal of forecasting
125
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Salience theory and cryptocurrency returns
Cai, Charlie X.
;
Zhao, Ran
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452075
Saved in:
4
Learning about the consumption risk exposure of firms
Kim, Yongjin
;
Kuehn, Lars-Alexander
;
Li, Kai
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452125
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Product churn and quality adjustment
Shimizu, Chihiro
;
Diewert, Walter E.
-
2024
Persistent link: https://www.econbiz.de/10014470501
Saved in:
7
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
8
How does passive investing effect the informational efficiency of prices?
Corgnet, Brice
;
DeSantis, Mark
;
Peng, Yan
;
Porter, David P.
-
2024
Persistent link: https://www.econbiz.de/10014474729
Saved in:
9
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
10
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
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