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subject:"United Kingdom"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"United States"
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United Kingdom
CAPM
Forecasting model
Time series analysis
United States
Estimation
205
Schätzung
205
USA
146
Theorie
85
Theory
85
Börsenkurs
35
Share price
35
Capital income
31
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31
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20
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Tate, Geoffrey
3
Titman, Sheridan
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bansal, Ravi
2
Bollerslev, Tim
2
Bossaerts, Peter L.
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Boudoukh, Jacob
2
Brennan, Michael J.
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Duffie, Darrell
2
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2
Engle, Robert F.
2
Evans, Martin D. D.
2
Fama, Eugene F.
2
Fleming, Jeff
2
French, Kenneth Ronald
2
Goetzmann, William N.
2
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2
Jagannathan, Ravi
2
Li, Haitao
2
Malmendier, Ulrike
2
Naik, Narayan Y.
2
Nanda, Vikram
2
O'Hara, Maureen
2
Pástor, Ľuboš
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Richardson, Matthew
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Seru, Amit
2
Simutin, Mikhail
2
Singleton, Kenneth J.
2
Stambaugh, Robert F.
2
Timmermann, Allan
2
Viswanathan, S.
2
Wang, Yihui
2
Whaley, Robert E.
2
Whited, Toni Marion
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Zingales, Luigi
2
Aggarwal, Raj
1
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,560
Discussion paper series / IZA
646
Discussion paper / Centre for Economic Policy Research
512
Applied economics
501
NBER working paper series
298
Applied economics letters
285
CESifo working papers
276
Economic modelling
235
NBER Working Paper
230
Working paper
221
Journal of econometrics
213
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Finance and economics discussion series
194
Applied financial economics
186
Economics letters
186
The review of economics and statistics
180
Journal of banking & finance
179
International journal of forecasting
165
The American economic review
162
Finance research letters
159
Journal of financial economics
156
International review of economics & finance : IREF
155
Journal of applied econometrics
154
Journal of international money and finance
153
Discussion paper
151
Journal of empirical finance
142
International review of financial analysis
134
Discussion paper / Tinbergen Institute
128
Energy economics
127
The North American journal of economics and finance : a journal of financial economics studies
126
Journal of forecasting
122
IZA Discussion Paper
119
The journal of futures markets
114
Journal of money, credit and banking : JMCB
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of financial and quantitative analysis : JFQA
100
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
96
Journal of economic dynamics & control
96
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ECONIS (ZBW)
156
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1
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
3
Dissecting conglomerate valuations
Boguth, Oliver
;
Duchin, Ran
;
Simutin, Mikhail
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1097-1131
Persistent link: https://www.econbiz.de/10013190480
Saved in:
4
Bank market power and monetary policy transmission : evidence from a structural estimation
Wang, Yifei
;
Whited, Toni Marion
;
Wu, Yufeng
;
Xiao, Kairong
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2093-2141
Persistent link: https://www.econbiz.de/10013279803
Saved in:
5
How do quasi-random option grants affect CEO risk-taking?
Shue, Kelly
;
Townsend, Richard R.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2551-2588
Persistent link: https://www.econbiz.de/10012160142
Saved in:
6
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
7
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
8
A labor capital asset pricing model
Kuehn, Lars-Alexander
;
Simutin, Mikhail
;
Wang, Jessie Jiaxu
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2131-2178
Persistent link: https://www.econbiz.de/10011764351
Saved in:
9
Local risk, local factors, and asset prices
Tuzel, Selale
;
Zhang, Miao Ben
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 325-370
Persistent link: https://www.econbiz.de/10011738394
Saved in:
10
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
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