//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"CAPM"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk premium"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risikoprämie
110
Risk premium
110
USA
48
United States
48
Capital income
30
Kapitaleinkommen
30
Theorie
26
Theory
26
Estimation
23
Schätzung
23
Portfolio selection
18
Portfolio-Management
18
Volatility
16
Volatilität
16
Yield curve
16
Zinsstruktur
16
Börsenkurs
15
Risiko
15
Risk
15
Share price
15
Capital market returns
11
Kapitalmarktrendite
11
Forecasting model
10
Prognoseverfahren
10
Aktienmarkt
8
Stock market
8
Beta risk
7
Betafaktor
7
Government securities
7
Staatspapier
7
Welt
7
World
7
ARCH model
6
ARCH-Modell
6
Bond market
6
Großbritannien
6
Inflation expectations
6
Inflationserwartung
6
Japan
6
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Ahn, Seung Chan
1
Armada, Manuel José da Rocha
1
Baba, Naohiko
1
Balvers, Ronald J.
1
Bjornson, Bruce
1
Brooks, Chris
1
Butt, Hilal Anwar
1
Chen, Chih-Nan
1
Choe, Chong-mu
1
Christoffersen, Peter F.
1
Ciner, Cetin
1
Clark, Ephraim
1
Claußen, Arndt
1
Demirer, Rıza
1
Fama, Eugene F.
1
Fournier, Mathieu
1
Fracasso, Laís Martins
1
Glabadanidis, Paskalis
1
González, Mariano
1
Guo, Hui
1
Hiraki, Takato
1
Horenstein, Alex R.
1
Jacobs, Kris
1
Kalev, Petko S.
1
Kaplanski, Guy
1
Karoui, Mehdi
1
Kim, Hong Shik
1
Kryzanowski, Lawrence
1
Lalancette, Simon
1
Lee, Charles M. C.
1
Lee, Kiseok
1
Levi, Yaron
1
Lin, Chien-Hsiu
1
Luo, H. Arthur
1
Löhr, Sebastian
1
Maio, Paulo
1
Mihai, Marius M.
1
Müller, Fernanda Maria
1
Nave Pineda, Juan M.
1
Ng, David Tat-chee
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of financial economics
104
NBER working paper series
72
Journal of banking & finance
69
Finance research letters
58
Working paper / National Bureau of Economic Research, Inc.
56
NBER Working Paper
48
Journal of empirical finance
37
The review of financial studies
36
International review of economics & finance : IREF
34
Journal of economic dynamics & control
34
International review of financial analysis
31
The journal of finance : the journal of the American Finance Association
28
Journal of international money and finance
24
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economics letters
23
Journal of monetary economics
23
Discussion papers / CEPR
21
Journal of international financial markets, institutions & money
21
Applied economics
20
Economic modelling
20
CESifo working papers
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Pacific-Basin finance journal
19
Working paper
19
Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Review of quantitative finance and accounting
16
Discussion paper / Centre for Economic Policy Research
15
Applied financial economics
14
Finance and economics discussion series
14
Journal of econometrics
14
Journal of financial markets
14
The journal of asset management
14
International journal of theoretical and applied finance
13
Staff reports / Federal Reserve Bank of New York
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of investment management : JOIM
11
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
2
The commercial bank leverage factor in U.S. asset prices
Mihai, Marius M.
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 156-171
Persistent link: https://www.econbiz.de/10014249059
Saved in:
3
Mortgage payments and equity premium puzzle
Sing, Tien-foo
;
Zou, Yiheng
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 376-388
Persistent link: https://www.econbiz.de/10014249158
Saved in:
4
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
Saved in:
5
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
6
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
7
The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim
;
Qiao, Zhuo
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
Saved in:
8
The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
Saved in:
9
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
10
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->