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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of financial studies"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
97
Theorie
50
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50
Capital income
20
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20
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17
United States
17
Estimation
15
Financial market
15
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15
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15
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15
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15
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13
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13
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13
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13
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11
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Acharya, Viral V.
5
Koedijk, Kees
5
Lettau, Martin
5
Başak, Suleyman
3
Bekaert, Geert
3
Danthine, Jean-Pierre
3
Donaldson, John B.
3
Engstrom, Eric
3
Vassalou, Maria
3
Yaron, Amir
3
Bisin, Alberto
2
Bossaerts, Peter L.
2
Dahlquist, Magnus
2
Ghysels, Eric
2
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2
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2
Hardouvelis, Gikas A.
2
Lu, Zhang
2
Pedersen, Lasse Heje
2
Peñaranda, Francisco
2
Restoy, Fernando
2
Rodríguez, Rosa
2
Sentana, Enrique
2
Storesletten, Kjetil
2
Söderlind, Paul
2
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2
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2
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1
Adrian, Tobias
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
Backus, David
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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Discussion paper / Centre for Economic Policy Research
Journal of banking & finance
Journal of monetary economics
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
327
Research paper series / Swiss Finance Institute
97
Working paper
62
Discussion papers / CEPR
60
Swiss Finance Institute Research Paper
54
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49
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44
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42
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40
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39
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37
NBER working paper series
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IMF working papers
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17
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17
Discussion paper series / Harvard Institute of Economic Research
15
Discussion paper series / LSE Financial Markets Group
15
Working papers series / Federal Reserve Bank of San Francisco
15
Discussion paper / Center for Economic Research, Tilburg University
14
Les cahiers de recherche / HEC Paris
14
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ECONIS (ZBW)
97
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1
CAPM-based company (mis)valuations
Dessaint, Olivier
;
Olivier, Jacques
;
Otto, Clemens
; …
-
2017
Persistent link: https://www.econbiz.de/10011821208
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2
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
3
The lost capital asset pricing model
Cujean, Julien
;
Andrei, Daniel
;
Wilson, Mungo
-
2018
Persistent link: https://www.econbiz.de/10011860697
Saved in:
4
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
5
The world we live in : local or global?
Horst, Jenke R. ter
;
Koedijk, Kees
;
Mahieu, Ronald J.
; …
-
2017
Persistent link: https://www.econbiz.de/10011636328
Saved in:
6
The cost of capital of the financial sector
Adrian, Tobias
;
Friedman, Evan
;
Muir, Tyler
-
2015
Persistent link: https://www.econbiz.de/10011440918
Saved in:
7
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
-
2015
Persistent link: https://www.econbiz.de/10011399218
Saved in:
8
Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco
-
2015
Persistent link: https://www.econbiz.de/10010509639
Saved in:
9
Stock market returns, corporate govenrance and capital market equilibrium
Parigi, Bruno
;
Pelizzon, Loriana
;
Thadden, Ernst-Ludwig von
-
2015
Persistent link: https://www.econbiz.de/10010495442
Saved in:
10
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
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