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subject:"Impact assessment"
~isPartOf:"Journal of financial economics"
~subject:"Aktienindex"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Impact assessment
Aktienindex
Kapitaleinkommen
Prognoseverfahren
Estimation
248
Schätzung
248
Capital income
127
Theorie
84
Theory
84
CAPM
75
Risikoprämie
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Risk premium
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
Boons, Martijn
2
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2
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2
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2
D'Amico, Stefania
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
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2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Lo, Andrew W.
2
Londono, Juan M.
2
Nagel, Stefan
2
Novy-Marx, Robert
2
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2
Pruitt, Seth
2
Santa-Clara, Pedro
2
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2
Schneider, Paul
2
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2
Tamoni, Andrea
2
Valkanov, Rossen I.
2
Wang, Charles C. Y.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
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1
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
419
NBER working paper series
374
NBER Working Paper
328
Discussion paper series / IZA
305
Discussion paper / Centre for Economic Policy Research
265
Applied economics
228
Finance research letters
216
CESifo working papers
184
Journal of banking & finance
174
Economic modelling
170
Applied economics letters
169
International review of financial analysis
169
International journal of forecasting
163
International review of economics & finance : IREF
157
Journal of empirical finance
147
Working paper
132
The North American journal of economics and finance : a journal of financial economics studies
128
Applied financial economics
127
IZA Discussion Paper
127
Journal of forecasting
113
Economics letters
111
Energy economics
111
Journal of econometrics
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of international financial markets, institutions & money
98
Journal of international money and finance
97
Research in international business and finance
88
The European journal of finance
88
Discussion paper
85
ZEW discussion papers
78
Pacific-Basin finance journal
75
International journal of finance & economics : IJFE
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Discussion papers / CEPR
69
Finance and economics discussion series
66
Review of quantitative finance and accounting
66
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Cogent economics & finance
59
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ECONIS (ZBW)
140
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
9
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
10
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
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