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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital market returns"
~subject:"Risk premium"
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
Capital market returns
Risk premium
Theory
Estimation
206
Schätzung
206
USA
146
United States
146
Theorie
85
Börsenkurs
35
Share price
35
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32
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31
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20
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20
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20
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15
Führungskräfte
13
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Optionspreistheorie
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English
119
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Fama, Eugene F.
3
French, Kenneth Ronald
3
Pástor, Ľuboš
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bollerslev, Tim
2
Bossaerts, Peter L.
2
Easley, David
2
Engle, Robert F.
2
Evans, Martin D. D.
2
Fleming, Jeff
2
Jacobs, Kris
2
Jagannathan, Ravi
2
La Porta, Rafael
2
O'Hara, Maureen
2
Singleton, Kenneth J.
2
Stambaugh, Robert F.
2
Whaley, Robert E.
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Aggarwal, Raj
1
Aharony, Joseph
1
Akbas, Ferhat
1
An, Byeong-Je
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Barber, Brad M.
1
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1
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1
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The journal of finance : the journal of the American Finance Association
Applied economics
410
Economic modelling
264
Applied economics letters
249
Economics letters
247
Journal of banking & finance
239
International review of economics & finance : IREF
221
Journal of international money and finance
212
Finance research letters
207
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of empirical finance
191
International review of financial analysis
184
Applied financial economics
181
Journal of financial economics
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of applied econometrics
151
Journal of economic dynamics & control
140
The North American journal of economics and finance : a journal of financial economics studies
139
Journal of macroeconomics
124
Journal of international financial markets, institutions & money
120
The European journal of finance
117
Energy economics
115
The review of economics and statistics
115
International journal of forecasting
106
International journal of finance & economics : IJFE
102
Journal of monetary economics
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
European economic review : EER
93
Journal of forecasting
93
Macroeconomic dynamics
92
Journal of international economics
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Journal of urban economics
86
Journal of money, credit and banking : JMCB
85
Research in international business and finance
85
Review of quantitative finance and accounting
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Management science : journal of the Institute for Operations Research and the Management Sciences
81
Pacific-Basin finance journal
80
The American economic review
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ECONIS (ZBW)
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1
Integrating factor models
Avramov, Doron
;
Cheng, Si
;
Metzker, Lior
;
Voigt, Stefan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1593-1646
Persistent link: https://www.econbiz.de/10014312047
Saved in:
2
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
3
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
4
Commodity Trade and the Carry Trade : a tale of two countries
Ready, Robert
;
Roussanov, Nikolai
;
Ward, Colin
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2629-2684
Persistent link: https://www.econbiz.de/10012160144
Saved in:
5
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
6
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
7
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
8
A labor capital asset pricing model
Kuehn, Lars-Alexander
;
Simutin, Mikhail
;
Wang, Jessie Jiaxu
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2131-2178
Persistent link: https://www.econbiz.de/10011764351
Saved in:
9
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
10
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
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