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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of real estate finance and economics"
~subject:"CAPM"
~subject:"Volatility"
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CAPM
Volatility
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1,455
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680
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677
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Christoffersen, Peter F.
14
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13
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12
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11
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9
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8
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8
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8
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7
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6
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6
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6
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6
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6
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6
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5
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5
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5
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4
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4
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4
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4
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4
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4
Linnainmaa, Juhani
4
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4
Santa-Clara, Pedro
4
Silvennoinen, Annastiina
4
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4
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CREATES research paper
Journal of financial economics
The journal of real estate finance and economics
Energy economics
665
Applied economics
462
International review of economics & finance : IREF
443
The North American journal of economics and finance : a journal of financial economics studies
390
Economics letters
343
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334
Applied economics letters
309
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235
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Journal of monetary economics
139
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
134
Finance and economics discussion series
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Discussion papers / CEPR
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Journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
87
Journal of economics & business
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Theoretical economics letters
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Insurance / Mathematics & economics
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Review of financial economics : RFE
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American journal of agricultural economics
66
Journal of international economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
62
Journal of mathematical economics
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Studies in economics and finance
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Fisher College of Business working paper series
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The review of economics and statistics
58
Department of Economics working paper series
57
Mathematics and financial economics
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Annals of financial economics
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ECONIS (ZBW)
685
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1
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685
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
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:
3
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
4
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
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:
7
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
8
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
9
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
10
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
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