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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The review of economics and statistics"
~subject:"CAPM"
~subject:"Risikoprämie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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CAPM
Risikoprämie
Volatility
USA
2,406
United States
2,406
Theorie
1,584
Theory
1,584
Börsenkurs
614
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614
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590
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590
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565
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373
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335
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667
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668
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Bakshi, Gurdip S.
7
Bollerslev, Tim
7
Christoffersen, Peter F.
7
Harvey, Campbell R.
7
Jacobs, Kris
7
Pedersen, Lasse Heje
7
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7
Bali, Turan G.
6
Fama, Eugene F.
6
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6
Ang, Andrew
5
Chordia, Tarun
5
French, Kenneth Ronald
5
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5
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5
Pástor, Ľuboš
5
Santa-Clara, Pedro
5
Sarno, Lucio
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Bai, Jennie
4
Ball, Ray
4
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4
Boons, Martijn
4
Della Corte, Pasquale
4
Ferson, Wayne E.
4
Ghysels, Eric
4
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4
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4
Linnainmaa, Juhani
4
Nagel, Stefan
4
Ornthanalai, Chayawat
4
Subrahmanyam, Avanidhar
4
Tamoni, Andrea
4
Timmermann, Allan
4
Todorov, Viktor
4
Wang, Junbo
4
Zhang, Lu
4
Acharya, Viral V.
3
Ai, Hengjie
3
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Economics and finance working paper series
Journal of financial economics
Review of financial economics : RFE
The review of economics and statistics
Energy economics
658
Applied economics
498
International review of economics & finance : IREF
467
The North American journal of economics and finance : a journal of financial economics studies
416
Economics letters
388
Applied financial economics
381
Applied economics letters
336
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
258
International journal of finance & economics : IJFE
193
Journal of monetary economics
169
International Journal of Energy Economics and Policy : IJEEP
168
International journal of economics and finance
143
International journal of economics and financial issues : IJEFI
134
Computational economics
133
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128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
The journal of real estate finance and economics
115
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97
Journal of economics and finance
94
The empirical economics letters : a monthly international journal of economics
92
Journal of international economics
86
Journal of economics & business
85
Theoretical economics letters
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American journal of agricultural economics
67
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63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
Studies in economics and finance
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Annals of financial economics
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Mathematics and financial economics
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Journal of Asian economics
53
Applied financial economics letters
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Theoretical and applied economics : GAER review
49
Finance a úvěr
48
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
48
Quantitative finance and economics
46
Annals of economics and finance
45
Global business & economics review
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ECONIS (ZBW)
668
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1
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10
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668
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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
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:
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
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:
7
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:
8
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:
9
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
Saved in:
10
Asset pricing with heterogeneous agents and long-run risk
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 941-964
Persistent link: https://www.econbiz.de/10013259610
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