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type_genre:"Aufsatz im Buch"
~isPartOf:"Finance research letters"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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CAPM
Estimation
435
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435
Capital income
157
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157
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139
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139
Volatility
131
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Zaremba, Adam
4
Aslanidis, Nektarios
2
Božović, Miloš
2
Christiansen, Charlotte
2
Long, Huaigang
2
Shahzad, Syed Jawad Hussain
2
Ülkü, Numan
2
Ahmad, Tanveer
1
Ali, Fahad
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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Finance research letters
Journal of financial economics
75
Journal of empirical finance
52
Journal of banking & finance
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International review of financial analysis
40
International review of economics & finance : IREF
32
The journal of finance : the journal of the American Finance Association
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Applied economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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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
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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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
12
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)
44
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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
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:
3
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:
4
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:
5
Realized semibetas and international stock return predictability
Amaya, Diego
;
Herrerias, Renata
;
Perez, Fernando
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015047322
Saved in:
6
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio
;
Hansen, Erwin
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Saved in:
7
Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from China
Zhao, Lu
;
Lin, Lei
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
Saved in:
8
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
9
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
10
Investor attention and the risk-return trade-off
Lee, Eun Jung
;
Lee, Yu Kyung
;
Kim, Ryumi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455789
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