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subject:"Announcement effect"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Risk premium"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
Risk premium
Capital income
180
Kapitaleinkommen
180
Börsenkurs
74
Share price
74
CAPM
50
Estimation
50
Schätzung
50
Theorie
50
Theory
50
Anlageverhalten
42
Behavioural finance
42
Forecasting model
40
Portfolio selection
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Volatility
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Risiko
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Risk
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Forecast
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Prognose
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return predictability
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stock returns
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asset pricing
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Aktienmarkt
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Financial analysis
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Finanzanalyse
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Stock market
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Article in journal
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Aufsatz in Zeitschrift
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English
35
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Bali, Turan G.
3
Zhou, Guofu
3
Tang, Yi
2
Abarbanell, Jeffery S.
1
Aretz, Kevin
1
Bakshi, Gurdip S.
1
Berardi, Andrea
1
Black, Dirk E.
1
Black, Ervin, L.
1
Bodnaruk, Andrij
1
Brennan, Michael J.
1
Buraschi, Andrea
1
Cenesizoglu, Tolga
1
Christensen, Theodore E.
1
Cremers, Martijn
1
Ehling, Paul
1
Engle, Robert F.
1
Florackis, Chris
1
Fodor, Andrew
1
Fu, Fangjian
1
Gao, Xiaohui
1
Gargano, Antonio
1
Garlappi, Lorenzo
1
Gee, Kurt H.
1
Hasler, Michael
1
He, Jie
1
Heyerdahl-Larsen, Christian
1
Hoberg, Gerard
1
Hock, Stefan J.
1
Hovakimian, Armen
1
Hsu, Alex
1
Huang, Sheng
1
Huh, Sahn-Wook
1
Kausar, Asad
1
Kerr, Jon
1
Khapko, Mariana
1
Kilic, Mete
1
Kostakis, Alexandros
1
Li, Bin
1
Li, Erica X. N.
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
118
Journal of banking & finance
112
Finance research letters
106
International review of financial analysis
71
Journal of empirical finance
68
The journal of finance : the journal of the American Finance Association
58
Review of quantitative finance and accounting
55
International review of economics & finance : IREF
50
The review of financial studies
50
Pacific-Basin finance journal
49
Applied economics
44
Journal of financial and quantitative analysis : JFQA
41
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of international financial markets, institutions & money
37
Journal of financial markets
35
The journal of corporate finance : contracting, governance and organization
35
The European journal of finance
34
Journal of international money and finance
32
Research in international business and finance
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Applied economics letters
27
Journal of risk and financial management : JRFM
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Applied financial economics
24
Journal of economic dynamics & control
24
Economics letters
22
Journal of accounting & economics
22
The journal of asset management
22
Review of finance : journal of the European Finance Association
21
The financial review : the official publication of the Eastern Finance Association
21
The accounting review : a publication of the American Accounting Association
20
The journal of real estate finance and economics
20
Cogent economics & finance
19
International journal of finance & economics : IJFE
19
Journal of monetary economics
19
Quarterly journal of business and economics : QJBE
19
Economic modelling
18
Journal of economics and finance
18
Investment management and financial innovations
17
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ECONIS (ZBW)
35
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35
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
5
Comparing non-GAAP EPS in earnings announcements and proxy statements
Black, Dirk E.
;
Black, Ervin, L.
;
Christensen, Theodore E.
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1353-1377
Persistent link: https://www.econbiz.de/10012887601
Saved in:
6
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
7
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
8
The earnings expectations game and the dispersion anomaly
Veenman, David
;
Verwijmeren, Patrick
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3129-3149
Persistent link: https://www.econbiz.de/10013368387
Saved in:
9
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
10
Separating information about cash flows from information about risk in losses
Li, Bin
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3570-3595
Persistent link: https://www.econbiz.de/10012606952
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