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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Betafaktor"
~subject:"Effizienzmarkthypothese"
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Betafaktor
Effizienzmarkthypothese
CAPM
84
Theorie
38
Theory
38
Capital income
33
Kapitaleinkommen
33
Estimation
22
Immobilienfonds
22
Real estate fund
22
Schätzung
22
Börsenkurs
20
Share price
20
Hypothek
18
Mortgage
18
Risikoprämie
15
Risk premium
15
USA
14
United States
14
Portfolio selection
13
Portfolio-Management
13
Beta risk
12
Risiko
12
Risk
12
Immobilienpreis
10
Real estate price
10
REITs
8
Aktienmarkt
7
Immobilienmarkt
7
Real estate market
7
Stock market
7
Asset pricing
6
Anlageverhalten
5
Behavioural finance
5
Efficient market hypothesis
5
Volatility
5
Volatilität
5
Commercial real estate
4
Gewerbeimmobilien
4
Grundeigentum
4
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Conference paper
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English
16
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Alhenawi, Yasser
1
Alonso-Conde, Ana Belén
1
Baulkaran, Vishaal
1
Bu, Ziwen
1
Chen, Ming-Chi
1
Clare, Andrew D.
1
Dermisi, Sofia
1
Dobbs, Ian M.
1
Fan, Kwokyuen
1
Ferrero-Pozo, Ricardo
1
Forbes, William
1
Glascock, John Leslie
1
Guntermann, Karl L.
1
Hassan, M. Kabir
1
Huang, Ho-chuan
1
Huang, MeiChi
1
Hui, Eddie Chi Man
1
Jain, Pawan
1
Kiselev, Egor
1
Lu-Andrews, Ran
1
McDonald, John F.
1
Nguyen, Thu Ha
1
Norrbin, Stefan C.
1
O'Brien, Raymond J.
1
Rojo-Suárez, Javier
1
Sha, Yezhou
1
Shen, Jianfu
1
Sing, Tien-foo
1
Skerratt, Len
1
Sunderman, Mark A.
1
Tan, Cheng Wee
1
Thomas, Stephen D.
1
Tsai, I-Chun
1
Tırtıroğlu, Doğan
1
Tırtıroğlu, Ercan
1
Venkataraman, Sree Vinutha
1
Wang, Zilong
1
Wickens, Michael R.
1
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International journal of finance & economics : IJFE
The journal of real estate finance and economics
Journal of financial economics
34
Journal of empirical finance
22
International review of financial analysis
18
Applied economics
17
International review of economics & finance : IREF
16
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
16
Applied financial economics
15
Finance research letters
15
Journal of financial and quantitative analysis : JFQA
14
Review of quantitative finance and accounting
14
Journal of banking & finance
13
NBER Working Paper
13
The journal of portfolio management : a publication of Institutional Investor
13
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
12
Economic modelling
12
The journal of finance : the journal of the American Finance Association
12
The European journal of finance
11
The journal of investing
11
Journal of international financial markets, institutions & money
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
International journal of economics and finance
9
Journal of investment management : JOIM
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Discussion papers / CEPR
8
Investment management and financial innovations
8
Journal of international money and finance
8
European financial management : the journal of the European Financial Management Association
7
Journal of emerging market finance
7
Emerging markets, finance and trade : EMFT
6
Journal of risk and financial management : JRFM
6
Pacific-Basin finance journal
6
Research in international business and finance
6
Swiss Finance Institute Research Paper
6
The empirical economics letters : a monthly international journal of economics
6
The financial review : the official publication of the Eastern Finance Association
6
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ECONIS (ZBW)
16
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1
What drives the distress risk-return puzzle? : a perspective on limits of arbitrage
Sha, Yezhou
;
Bu, Ziwen
;
Wang, Zilong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3574-3592
Persistent link: https://www.econbiz.de/10014429152
Saved in:
2
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
3
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Saved in:
4
The stability and downside risk to contrarian profits : evidence from the S&P 500
Forbes, William
;
Kiselev, Egor
;
Skerratt, Len
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 733-750
Persistent link: https://www.econbiz.de/10014253290
Saved in:
5
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the
CAPM
in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
Saved in:
6
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
7
The beta anomaly in the REIT market
Shen, Jianfu
;
Hui, Eddie Chi Man
;
Fan, Kwokyuen
- In:
The journal of real estate finance and economics
63
(
2021
)
3
,
pp. 414-436
Persistent link: https://www.econbiz.de/10012617500
Saved in:
8
Housing "beta" : common risk factor in returns of stocks
Baulkaran, Vishaal
;
Jain, Pawan
;
Sunderman, Mark A.
- In:
The journal of real estate finance and economics
58
(
2019
)
3
,
pp. 438-456
Persistent link: https://www.econbiz.de/10012152032
Saved in:
9
The asymmetric conditional beta-return relations of reits
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012038865
Saved in:
10
REITs, growth options and beta
Tırtıroğlu, Doğan
;
Nguyen, Thu Ha
;
Tırtıroğlu, Ercan
- In:
The journal of real estate finance and economics
55
(
2017
)
3
,
pp. 370-394
Persistent link: https://www.econbiz.de/10011800655
Saved in:
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