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source:"econis"
~person:"Harvey, Campbell R."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Rezension"
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Kapitaleinkommen
Risikoprämie
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Risk premium
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4
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Equity premium puzzle
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Harvey, Campbell R.
Zaremba, Adam
25
Gupta, Rangan
16
Wohar, Mark E.
11
Long, Huaigang
10
Bali, Turan G.
9
Zhou, Hao
9
Bollerslev, Tim
8
Cakici, Nusret
8
Demirer, Rıza
8
Garcia, René
8
Wang, Yudong
8
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7
Wang, Junbo
7
Almeida, Caio
6
Ardison, Kym
6
Bakshi, Gurdip S.
6
Bekaert, Geert
6
Guo, Hui
6
Ilmanen, Antti
6
Jacobs, Kris
6
Maio, Paulo
6
Rubio, Gonzalo
6
Sakemoto, Ryuta
6
Vicente, Jose
6
Wagner, Niklas F.
6
Wu, Chunchi
6
Byrne, Joseph P.
5
Jiang, Yuexiang
5
Kang, Jangkoo
5
Lee, Changjun
5
Ludvigson, Sydney C.
5
Moskowitz, Tobias J.
5
Nonejad, Nima
5
Prokopczuk, Marcel
5
Qadan, Mahmoud
5
Scaillet, Olivier
5
Subrahmanyam, Avanidhar
5
Tauchen, George Eugene
5
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The journal of finance : the journal of the American Finance Association
2
Critical finance review
1
Journal of banking & finance
1
Journal of political economy
1
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ECONIS (ZBW)
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1
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
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2
Conditional skewness in asset pricing tests
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1263-1295
Persistent link: https://www.econbiz.de/10001497600
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3
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1625-1665
Persistent link: https://www.econbiz.de/10001236726
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4
Time-varying world market integration
Bekaert, Geert
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 403-444
Persistent link: https://www.econbiz.de/10001184815
Saved in:
5
The variation of economic risk premiums
Ferson, Wayne E.
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
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