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type_genre:"Hochschulschrift"
~isPartOf:"International review of economics & finance : IREF"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation"
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CAPM
Estimation
489
Schätzung
488
Capital income
122
Kapitaleinkommen
122
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122
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122
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113
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32
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Hueng, C. James
2
Rubio, Gonzalo
2
Alexeev, Vitali
1
Arakelyan, Armen
1
Bouaddi, Mohammed
1
Byun, Suk Joon
1
Chai, Daniel
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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International review of economics & finance : IREF
Journal of financial economics
75
Journal of empirical finance
52
Journal of banking & finance
45
Finance research letters
40
International review of financial analysis
40
The journal of finance : the journal of the American Finance Association
31
Applied economics
29
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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Economic modelling
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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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Research in international business and finance
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Review of finance : journal of the European Finance Association
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Economics letters
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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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11
Review of financial economics : RFE
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Applied economics letters
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Cogent economics & finance
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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The journal of real estate finance and economics
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
32
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1
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
2
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
5
Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo
;
Kwon, Ji Ho
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
Saved in:
6
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
7
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
Saved in:
8
Another look at sources of momentum profits
Chai, Daniel
;
Chiah, Mardy
;
Zhong, Angel
;
Li, Bob
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 310-323
Persistent link: https://www.econbiz.de/10013343411
Saved in:
9
The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei
;
Yu, Xiaojian
;
Xiao, Weilin
;
Zhang, Xili
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
Saved in:
10
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
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