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~isPartOf:"Finance research letters"
~subject:"CAPM"
~subject:"Share price"
~type_genre:"Article in journal"
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CAPM
Share price
Capital income
106
Kapitaleinkommen
106
Theorie
88
Theory
88
Portfolio selection
63
Portfolio-Management
63
Risikoprämie
61
Risk premium
61
Börsenkurs
59
Asset pricing
48
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45
Schätzung
45
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40
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38
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Optionspreistheorie
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Zaremba, Adam
7
Jarrow, Robert A.
3
Long, Huaigang
3
Taussig, Roi D.
3
Aslanidis, Nektarios
2
Bossaerts, Peter L.
2
Bouri, Elie
2
Božović, Miloš
2
Brennan, Michael J.
2
Buchner, Axel
2
Będowska-Sójka, Barbara
2
Christiansen, Charlotte
2
Coën, Alain
2
Csóka, Péter
2
Demir, Ender
2
Demirer, Rıza
2
Fabozzi, Frank J.
2
Galvani, Valentina
2
Giannikos, Christos
2
Gupta, Rangan
2
Judd, Kenneth L.
2
Kubler, Felix
2
Kwon, Ji Ho
2
Lee, Eun Jung
2
Li, Youwei
2
Naeem, Muhammad Abubakr
2
Obrimah, Oghenovo Adewale
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Reeves, Jonathan J.
2
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2
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Sohn, Bumjean
2
Wagner, Niklas F.
2
Wong, Hoi Ying
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2
Zame, William R.
2
Ülkü, Numan
2
Aharon, David Y.
1
Ahmad, Farooq
1
Ahmad, Tanveer
1
Alanya-Beltran, Willy
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Finance research letters
Journal of financial economics
325
Journal of banking & finance
283
The journal of finance : the journal of the American Finance Association
246
The review of financial studies
232
Journal of economic dynamics & control
177
Journal of empirical finance
168
International review of financial analysis
138
Journal of financial and quantitative analysis : JFQA
129
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Pacific-Basin finance journal
111
Economics letters
109
International review of economics & finance : IREF
101
Applied economics
97
Economic modelling
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Review of quantitative finance and accounting
89
The European journal of finance
89
Journal of international financial markets, institutions & money
88
Journal of international money and finance
86
The North American journal of economics and finance : a journal of financial economics studies
84
International journal of theoretical and applied finance
83
Journal of econometrics
80
Applied financial economics
79
Journal of monetary economics
79
Finance and stochastics
75
The journal of futures markets
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Journal of economic theory
68
Annals of finance
63
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
57
Quantitative finance
54
Journal of financial markets
53
Journal of risk and financial management : JRFM
53
Applied economics letters
52
The journal of real estate finance and economics
52
Advances in futures and options research : a research annual
50
Review of finance : journal of the European Finance Association
50
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
196
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196
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1
Pension expenses, risk, and implications for stock returns
Taussig, Roi D.
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490885
Saved in:
2
Procrastination and intertemporal consumption : a three-period extension of the CAPM with irrational agents
Habis, Helga
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531535
Saved in:
3
Reversal of Monday returns : it is the afternoon that matters
Pigorsch, Uta
;
Schäfer, Sebastian
- In:
Finance research letters
65
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014563770
Saved in:
4
Geopolitical risk and the dynamics of REITs returns
Coën, Alain
;
Desfleurs, Aurélie
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531761
Saved in:
5
More than meets the eye : on the relationship between skewness and expected returns
Stein, Roberto
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490388
Saved in:
6
Unraveling ESG ambiguity, price reaction, and trading volume
Jin, Yurong
;
Yan, Jingzhou
;
Yan, Qianhui
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490879
Saved in:
7
A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Xiao, Xiang
;
Hua, Xia
;
Qin, Kexin
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014530926
Saved in:
8
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
9
intertemporal capital
asset
pricing
model
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
10
What drives green betas? : climate uncertainty or speculation
Polat, Onur
;
Demirer, Rıza
;
Ekši, İbrahim Halil
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490213
Saved in:
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