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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Risk premium"
~subject:"Theory"
~subject:"United States"
~type:"article"
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Kapitaleinkommen
Risk premium
Theory
United States
Estimation
206
Schätzung
206
USA
146
Theorie
85
Börsenkurs
35
Share price
35
Capital income
32
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31
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20
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175
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Fama, Eugene F.
3
French, Kenneth Ronald
3
Goetzmann, William N.
3
Pástor, Ľuboš
3
Stambaugh, Robert F.
3
Tate, Geoffrey
3
Titman, Sheridan
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bansal, Ravi
2
Bollerslev, Tim
2
Bossaerts, Peter L.
2
Boudoukh, Jacob
2
Brennan, Michael J.
2
Duffie, Darrell
2
Easley, David
2
Engle, Robert F.
2
Evans, Martin D. D.
2
Fleming, Jeff
2
Graham, John R.
2
Jacobs, Kris
2
Jagannathan, Ravi
2
La Porta, Rafael
2
Li, Haitao
2
Malmendier, Ulrike
2
Nanda, Vikram
2
O'Hara, Maureen
2
Richardson, Matthew
2
Seru, Amit
2
Simutin, Mikhail
2
Singleton, Kenneth J.
2
Timmermann, Allan
2
Wang, Yihui
2
Whaley, Robert E.
2
Whited, Toni Marion
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Zingales, Luigi
2
Aggarwal, Raj
1
Aharony, Joseph
1
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The journal of finance : the journal of the American Finance Association
Applied economics
606
Applied economics letters
366
Economic modelling
309
Economics letters
294
Journal of banking & finance
263
Journal of international money and finance
253
International review of economics & finance : IREF
248
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
247
Applied financial economics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
230
Finance research letters
223
Journal of econometrics
221
The review of economics and statistics
207
Journal of applied econometrics
204
Journal of empirical finance
199
International review of financial analysis
197
Journal of financial economics
193
The American economic review
189
The North American journal of economics and finance : a journal of financial economics studies
166
Journal of economic dynamics & control
159
Journal of macroeconomics
150
Energy economics
144
Journal of international financial markets, institutions & money
132
Journal of monetary economics
132
Journal of money, credit and banking : JMCB
126
The journal of futures markets
126
The European journal of finance
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
International journal of finance & economics : IJFE
114
International journal of forecasting
114
Journal of international economics
111
Macroeconomic dynamics
110
Review of quantitative finance and accounting
110
European economic review : EER
109
Journal of financial and quantitative analysis : JFQA
107
Journal of urban economics
107
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
107
The review of financial studies
102
Journal of forecasting
101
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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
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
5
Dissecting conglomerate valuations
Boguth, Oliver
;
Duchin, Ran
;
Simutin, Mikhail
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1097-1131
Persistent link: https://www.econbiz.de/10013190480
Saved in:
6
Bank market power and monetary policy transmission : evidence from a structural estimation
Wang, Yifei
;
Whited, Toni Marion
;
Wu, Yufeng
;
Xiao, Kairong
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2093-2141
Persistent link: https://www.econbiz.de/10013279803
Saved in:
7
How do quasi-random option grants affect CEO risk-taking?
Shue, Kelly
;
Townsend, Richard R.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2551-2588
Persistent link: https://www.econbiz.de/10012160142
Saved in:
8
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:
9
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:
10
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
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