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subject:"CAPM"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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CAPM
Wechselkurs
Risikoprämie
67
Risk premium
67
USA
33
United States
33
Capital income
18
Kapitaleinkommen
18
Theorie
16
Theory
16
Estimation
12
Schätzung
12
Capital market returns
11
Kapitalmarktrendite
11
Börsenkurs
9
Portfolio selection
9
Portfolio-Management
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Share price
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Volatility
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Volatilität
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Yield curve
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Zinsstruktur
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Risiko
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Risk
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Aktienmarkt
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Rentenmarkt
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English
15
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Ahn, Seung Chan
1
Balvers, Ronald J.
1
Boudoukh, Jacob
1
Choe, Chong-mu
1
Christoffersen, Peter F.
1
Fama, Eugene F.
1
Fournier, Mathieu
1
Glabadanidis, Paskalis
1
González, Mariano
1
Guo, Hui
1
Hiraki, Takato
1
Horenstein, Alex R.
1
Jacobs, Kris
1
Kalev, Petko S.
1
Karoui, Mehdi
1
Kryzanowski, Lawrence
1
Lalancette, Simon
1
Lee, Charles M. C.
1
Levi, Yaron
1
Luo, H. Arthur
1
Maio, Paulo
1
Nave Pineda, Juan M.
1
Ng, David Tat-chee
1
Richardson, Matthew
1
Rubio, Gonzalo
1
Santa-Clara, Pedro
1
Saxena, Konark
1
Scruggs, John T.
1
Swaminathan, Bhaskaran
1
Takezawa, Nobuya
1
To, Minh-chau
1
Wang, Na
1
Welch, Ivo
1
Whitelaw, Robert F.
1
Zhou, Chunsheng
1
Zolotoy, Leon
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
114
NBER working paper series
94
Journal of banking & finance
76
Working paper / National Bureau of Economic Research, Inc.
70
NBER Working Paper
67
Finance research letters
61
Journal of international money and finance
49
International review of economics & finance : IREF
43
Journal of empirical finance
41
The review of financial studies
37
Journal of economic dynamics & control
36
International review of financial analysis
35
Discussion papers / CEPR
32
Journal of international financial markets, institutions & money
31
Economics letters
28
The journal of finance : the journal of the American Finance Association
28
The North American journal of economics and finance : a journal of financial economics studies
27
Economic modelling
26
Journal of monetary economics
26
Applied economics
24
Research paper series / Swiss Finance Institute
24
CESifo working papers
23
Discussion paper / Centre for Economic Policy Research
22
Working paper
21
Applied financial economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Pacific-Basin finance journal
20
Review of quantitative finance and accounting
17
Journal of financial markets
16
Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Finance and economics discussion series
15
Journal of econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
The journal of asset management
14
International journal of finance & economics : IJFE
13
International journal of theoretical and applied finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Research in international business and finance
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ECONIS (ZBW)
15
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1
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:
2
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:
3
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
4
Social screens and systematic investor boycott risk
Luo, H. Arthur
;
Balvers, Ronald J.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 365-399
Persistent link: https://www.econbiz.de/10011667742
Saved in:
5
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
6
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
7
New evidence on the forward premium puzzle
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
Saved in:
8
The cross section of expected returns with MIDAS betas
González, Mariano
;
Nave Pineda, Juan M.
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Saved in:
9
Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.
;
Ng, David Tat-chee
;
Swaminathan, …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
Saved in:
10
Limited stock market participation and asset prices in a dynamic economy
Guo, Hui
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 495-516
Persistent link: https://www.econbiz.de/10002233830
Saved in:
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