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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:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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CAPM
Volatility
USA
2,406
United States
2,406
Theorie
1,584
Theory
1,584
Börsenkurs
614
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614
Estimation
590
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590
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565
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565
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373
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373
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335
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335
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270
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581
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581
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Bollerslev, Tim
7
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Christoffersen, Peter F.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Chordia, Tarun
5
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5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Santa-Clara, Pedro
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Ghysels, Eric
4
Lettau, Martin
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Subrahmanyam, Avanidhar
4
Todorov, Viktor
4
Wang, Junbo
4
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4
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3
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3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
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3
Bandi, Federico M.
3
Barroso, Pedro
3
Chan, Kalok
3
Christensen, Bent Jesper
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Engle, Robert F.
3
Fisher, Adlai
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
621
Applied economics
457
International review of economics & finance : IREF
414
The North American journal of economics and finance : a journal of financial economics studies
390
Economics letters
340
Applied financial economics
334
Applied economics letters
305
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
235
International journal of finance & economics : IJFE
167
International Journal of Energy Economics and Policy : IJEEP
166
Journal of monetary economics
139
International journal of economics and finance
137
Computational economics
133
International journal of economics and financial issues : IJEFI
131
Cogent economics & finance
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
The journal of real estate finance and economics
97
Journal of economics and finance
87
The empirical economics letters : a monthly international journal of economics
87
Theoretical economics letters
73
Journal of economics & business
72
Insurance / Mathematics & economics
69
Journal of international economics
65
American journal of agricultural economics
64
Journal of mathematical economics
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
Studies in economics and finance
57
Annals of financial economics
52
Mathematics and financial economics
52
Journal of Asian economics
49
Applied financial economics letters
47
Finance a úvěr
47
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
46
Theoretical and applied economics : GAER review
46
Quantitative finance and economics
44
Journal of Asian finance, economics and business : JAFEB
43
Annals of economics and finance
40
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ECONIS (ZBW)
581
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1
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10
of
581
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date (oldest first)
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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