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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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CAPM
Estimation
683
Schätzung
683
Capital income
284
Kapitaleinkommen
284
Börsenkurs
197
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197
Volatility
168
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Kelly, Bryan T.
4
Zaremba, Adam
4
Bali, Turan G.
3
Amaya, Diego
2
Aslanidis, Nektarios
2
Barroso, Pedro
2
Bollerslev, Tim
2
Boons, Martijn
2
Božović, Miloš
2
Brown, Stephen J.
2
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2
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Gonçalves, Andrei S.
2
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2
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Ülkü, Numan
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1
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1
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1
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Finance research letters
Journal of financial economics
Journal of empirical finance
52
Journal of banking & finance
45
International review of financial analysis
40
International review of economics & finance : IREF
32
The journal of finance : the journal of the American Finance Association
31
Applied economics
30
Journal of international financial markets, institutions & money
28
Pacific-Basin finance journal
28
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
25
The North American journal of economics and finance : a journal of financial economics studies
25
Economic modelling
23
Applied financial economics
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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The European journal of finance
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Journal of econometrics
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Review of quantitative finance and accounting
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Research in international business and finance
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
13
Journal of economic dynamics & control
13
Review of finance : journal of the European Finance Association
13
The journal of asset management
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Economics letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
11
Journal of financial markets
11
Review of financial economics : RFE
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
10
Cogent economics & finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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Quantitative finance
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The journal of real estate finance and economics
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Emerging markets review
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
119
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119
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1
What drives green betas? : climate uncertainty or speculation
Polat, Onur
;
Demirer, Rıza
;
Ekši, İbrahim Halil
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490213
Saved in:
2
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:
3
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
9
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
10
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
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