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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Risk premium"
~type:"article"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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Risk premium
Estimation
483
Schätzung
482
Capital income
163
Kapitaleinkommen
163
Theorie
131
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131
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105
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105
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Aufsatz in Zeitschrift
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72
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Prokopczuk, Marcel
4
Cakici, Nusret
3
Wese Simen, Chardin
3
Guo, Hui
2
Kang, Jangkoo
2
Lee, Changjun
2
Li, Junye
2
Wu, Liuren
2
Zaremba, Adam
2
Abbritti, Mirko
1
Alter, Adrian
1
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1
Atilgan, Yigit
1
Bali, Turan G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Review of finance : journal of the European Finance Association
Journal of financial economics
74
Journal of empirical finance
40
Journal of international money and finance
40
Finance research letters
35
Journal of international financial markets, institutions & money
33
International review of economics & finance : IREF
30
International review of financial analysis
27
Applied financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of finance : the journal of the American Finance Association
20
Journal of financial markets
19
Applied economics
18
Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
17
Economic modelling
16
International journal of finance & economics : IJFE
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of economic dynamics & control
15
Pacific-Basin finance journal
15
Review of quantitative finance and accounting
14
The review of financial studies
14
Journal of econometrics
12
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12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
The European journal of finance
12
Journal of risk and financial management : JRFM
11
Research in international business and finance
11
The journal of futures markets
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of money, credit and banking : JMCB
10
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The journal of asset management
9
Emerging markets, finance and trade : EMFT
7
Energy economics
7
Journal of financial econometrics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets review
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ECONIS (ZBW)
72
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72
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
The term structure of equity risk premia : levered noise and new estimates
Boguth, Oliver
;
Carlson, Murray
;
Fisher, Adlai
; …
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1155-1182
Persistent link: https://www.econbiz.de/10014318125
Saved in:
3
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 325-367
Persistent link: https://www.econbiz.de/10013543164
Saved in:
4
Economic policy uncertainty and the yield curve
Leippold, Markus
;
Matthys, Felix
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
4
,
pp. 751-797
Persistent link: https://www.econbiz.de/10013349374
Saved in:
5
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
10
Patented knowledge capital and implied equity risk premium
Hegde, Shantaram P.
;
Mishra, Dev R.
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248261
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