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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"United States"
~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
United States
Estimation
248
Schätzung
248
Capital income
127
Kapitaleinkommen
127
Theorie
84
Theory
84
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74
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74
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Kelly, Bryan T.
4
Bali, Turan G.
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Lo, Andrew W.
3
Moskowitz, Tobias J.
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3
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2
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Journal of financial economics
Applied economics
276
The review of economics and statistics
169
The journal of finance : the journal of the American Finance Association
152
The American economic review
151
Applied economics letters
149
Applied financial economics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of international money and finance
98
Journal of applied econometrics
97
Journal of banking & finance
96
The review of financial studies
93
Journal of financial and quantitative analysis : JFQA
87
Economics letters
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Economic modelling
85
The journal of futures markets
85
Journal of money, credit and banking : JMCB
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76
American economic journal : a journal of the American Economic Association
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Journal of monetary economics
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International review of economics & finance : IREF
72
Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Finance research letters
64
Southern economic journal
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Journal of labor economics
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56
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56
The quarterly journal of economics
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Economic inquiry : journal of the Western Economic Association International
53
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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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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Journal of human resources : JHR
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Journal of public economics
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ECONIS (ZBW)
116
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1
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10
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116
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date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
9
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
10
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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