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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international economics"
~isPartOf:"Journal of macroeconomics"
~subject:"CAPM"
~subject:"Shock"
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Search: subject_exact:"Estimation"
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Estimation
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Kelly, Bryan T.
5
Bali, Turan G.
3
Aizenman, Joshua
2
Barroso, Pedro
2
Bollerslev, Tim
2
Boons, Martijn
2
Brown, Stephen J.
2
Cardi, Olivier
2
Cesa-Bianchi, Ambrogio
2
Chiarini, Bruno
2
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2
Christoffersen, Peter F.
2
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2
Gupta, Rangan
2
Linnainmaa, Juhani
2
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2
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2
Mayer, Eric
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2
Novy-Marx, Robert
2
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2
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2
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2
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Scharler, Johann
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Schneider, Paul
2
Stambaugh, Robert F.
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2
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2
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2
Zhang, Shaojun
2
Agénor, Pierre-Richard
1
Akram, Qaisar Farooq
1
Amaya, Diego
1
Andersen, Torben
1
Andrade, Philippe
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial economics
Journal of international economics
Journal of macroeconomics
Applied economics
95
Economic modelling
91
Journal of international money and finance
74
Economics letters
60
Journal of banking & finance
59
Journal of economic dynamics & control
59
International review of economics & finance : IREF
57
Journal of empirical finance
57
Finance research letters
55
International review of financial analysis
51
Journal of monetary economics
45
Energy economics
43
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
40
Journal of money, credit and banking : JMCB
37
Journal of international financial markets, institutions & money
35
Macroeconomic dynamics
34
Pacific-Basin finance journal
31
The journal of finance : the journal of the American Finance Association
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
European economic review : EER
29
Applied financial economics
27
Journal of econometrics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial and quantitative analysis : JFQA
24
Journal of risk and financial management : JRFM
23
The review of financial studies
23
Research in international business and finance
22
Review of quantitative finance and accounting
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The American economic review
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Open economies review
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The European journal of finance
21
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance and trade : EMFT
17
Journal of applied econometrics
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ECONIS (ZBW)
200
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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
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:
3
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:
4
Sectoral fiscal multipliers and technology in open economy
Cardi, Olivier
;
Restout, Romain
- In:
Journal of international economics
144
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014384724
Saved in:
5
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:
6
Global impacts of US monetary policy uncertainty shocks
Lastauskas, Povilas
;
Nguyen, Anh D. M.
- In:
Journal of international economics
145
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014480276
Saved in:
7
Monetary policy shocks and consumer expectations in the euro area
Geiger, Martin
;
Gründler, Daniel
;
Scharler, Johann
- In:
Journal of international economics
140
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014266498
Saved in:
8
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
9
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
10
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
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