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~isPartOf:"AFA 2013 San Diego Meetings Paper"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Ardison, Kym"
~person:"Bali, Turan G."
~person:"Dai, Min"
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Kreditrisiko
Risikoprämie
Share price
USA
Risk premium
10
Capital income
8
Kapitaleinkommen
8
Börsenkurs
6
Risiko
6
Risk
6
Theorie
6
Theory
6
Estimation
4
Forecasting model
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Prognoseverfahren
4
Schätzung
4
Capital market returns
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
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risk-neutral probability
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tail risk
3
CAPM
2
Liquidity
2
Liquidität
2
Portfolio selection
2
Portfolio-Management
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Volatility
2
Volatilität
2
economic predictability
2
liquidity premia
2
prediction of market returns
2
risk factor
2
Aktienmarkt
1
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Betafaktor
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Incomplete information
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Ardison, Kym
Bali, Turan G.
Dai, Min
Wolff, Christiaan Cornelis Petrus
Almeida, Caio
6
Garcia, René
6
Vicente, Jose
6
Trojani, Fabio
4
Zhou, Guofu
3
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Elkamhi, Redouane
2
Engle, Robert F.
2
Feunou, Bruno
2
Garlappi, Lorenzo
2
Gouriéroux, Christian
2
Hasler, Michael
2
Hsu, Alex
2
Jacobs, Kris
2
Jahan-Parvar, Mohammad R.
2
Monfort, Alain
2
Pegoraro, Fulvio
2
Renne, Jean-Paul
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Schneider, Paul
2
Tamoni, Andrea
2
Abbritti, Mirko
1
Andrei, Daniel
1
Anthonisz, Sean A.
1
Aramonte, Sirio
1
Aretz, Kevin
1
Augustin, Patrick
1
Aïd, René
1
Bakshi, Gurdip S.
1
Barillas, Francisco
1
Barndorff-Nielsen, Ole E.
1
Bekaert, Geert
1
Benzoni, Luca
1
Berardi, Andrea
1
Berrada, Tony
1
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AFA 2013 San Diego Meetings Paper
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Economics letters
3
Journal of financial economics
3
Applied financial economics
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international financial markets, institutions & money
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
China finance review international
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
The journal of business : B
1
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ECONIS (ZBW)
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1
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
9
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
10
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
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