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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of economics"
~subject:"CAPM"
~subject:"Share price"
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United States
CAPM
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Estimation
568
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567
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137
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137
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124
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Wohar, Mark E.
6
Gupta, Rangan
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3
Cortes, Bienvenido Santos
3
Salisu, Afees A.
3
Xie, Zixiong
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Xuan Vinh Vo
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International review of economics & finance : IREF
The journal of economics
Applied economics
359
Applied economics letters
239
Finance research letters
185
Applied financial economics
181
The review of economics and statistics
170
Journal of banking & finance
165
Economic modelling
164
The journal of finance : the journal of the American Finance Association
161
International review of financial analysis
156
The American economic review
152
Journal of financial economics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of empirical finance
132
The North American journal of economics and finance : a journal of financial economics studies
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of international money and finance
122
Journal of econometrics
115
Economics letters
111
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110
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106
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102
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96
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95
Review of quantitative finance and accounting
94
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93
Journal of money, credit and banking : JMCB
89
Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Journal of monetary economics
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Journal of political economy
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American economic journal : a journal of the American Economic Association
75
Pacific-Basin finance journal
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The European journal of finance
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Journal of risk and financial management : JRFM
73
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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Southern economic journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
208
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81
Time-varying return predictability in South Asian equity markets
Rahman, Md. Lutfur
;
Lee, Doowon
;
Shamsuddin, Abul
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 179-200
Persistent link: https://www.econbiz.de/10011747247
Saved in:
82
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
83
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
84
Conditional asset pricing in international equity markets
Huynh, Thanh D.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011748394
Saved in:
85
Empirical conditional quantile test for purchasing power parity : evidence from East Asian countries
Ma, Wei
;
Li, Haiqi
;
Park, Sung Y.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 211-222
Persistent link: https://www.econbiz.de/10011748424
Saved in:
86
Learning about the interdependence between the macroeconomy and the stock market
Milani, Fabio
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 223-242
Persistent link: https://www.econbiz.de/10011748427
Saved in:
87
Time-varying risk aversion and return predictability
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011748476
Saved in:
88
Real exchange rate returns and real stock price returns
Wong, Hock Tsen
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 340-352
Persistent link: https://www.econbiz.de/10011748479
Saved in:
89
Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets : evidence from the continuous wavelet analyses
Chen, Mei-Ping
;
Chen, Wen-Yi
;
Tseng, Tseng-Chan
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 484-498
Persistent link: https://www.econbiz.de/10011748685
Saved in:
90
Further evidence on bear market predictability : the role of the external finance premium
Chen, Nan-kuang
;
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 106-121
Persistent link: https://www.econbiz.de/10011754115
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