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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of monetary economics"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
91
Theorie
44
Theory
44
Capital income
19
Kapitaleinkommen
19
USA
17
United States
17
Risikoprämie
15
Risk premium
15
Financial market
14
Finanzmarkt
14
Estimation
13
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13
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12
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12
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12
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12
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11
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11
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9
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7
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Kapitalmarkttheorie
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Expectation formation
4
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4
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91
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Acharya, Viral V.
5
Lettau, Martin
5
Koedijk, Kees
4
Başak, Suleyman
3
Bekaert, Geert
3
Danthine, Jean-Pierre
3
Donaldson, John B.
3
Engstrom, Eric
3
Vassalou, Maria
3
Bisin, Alberto
2
Bossaerts, Peter L.
2
Dahlquist, Magnus
2
Ghysels, Eric
2
Gomes Neto, João Batista F.
2
Grenadier, Steven R.
2
Lu, Zhang
2
Pedersen, Lasse Heje
2
Peñaranda, Francisco
2
Restoy, Fernando
2
Rodríguez, Rosa
2
Sentana, Enrique
2
Söderlind, Paul
2
Yaron, Amir
2
Zhang, Lu
2
Adam, Klaus
1
Adrian, Tobias
1
Albuquerque, Rui
1
Andrei, Daniel
1
Andreou, Elena
1
Assenmacher-Wesche, Katrin
1
Bacchetta, Philippe
1
Backus, David
1
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1
Barillas, Francisco
1
Bauer, Rob
1
Bernoth, Kerstin
1
Bhamra, Harjoat Singh
1
Biais, Bruno
1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
264
Research paper series / Swiss Finance Institute
97
Working paper
63
Swiss Finance Institute Research Paper
54
Discussion papers / CEPR
51
Staff working paper / Bank of Canada
44
Finance and economics discussion series
42
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41
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40
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39
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35
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33
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
CREATES research paper
32
Staff reports / Federal Reserve Bank of New York
31
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31
Working paper / Centre for Financial Research
27
SAFE working paper
25
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23
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22
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15
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15
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15
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15
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14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper series / Harvard Institute of Economic Research
13
Discussion papers in economics, finance and international competitiveness
13
Rodney L. White Center for Financial Research
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ECONIS (ZBW)
91
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1
CAPM-based company (mis)valuations
Dessaint, Olivier
;
Olivier, Jacques
;
Otto, Clemens
; …
-
2017
Persistent link: https://www.econbiz.de/10011821208
Saved in:
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
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:
7
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
8
Capital markets in China and Britain, 18th and 19th century : evidence from grain prices
Keller, Wolfgang
;
Shiue, Carol H.
;
Wang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011317691
Saved in:
9
The cost of capital of the financial sector
Adrian, Tobias
;
Friedman, Evan
;
Muir, Tyler
-
2015
Persistent link: https://www.econbiz.de/10011440918
Saved in:
10
Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco
-
2015
Persistent link: https://www.econbiz.de/10010509639
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