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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Capital market returns"
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Capital market returns
Capital income
945
Kapitaleinkommen
945
Börsenkurs
363
Share price
363
Estimation
260
Schätzung
260
Theorie
247
Theory
247
Portfolio selection
221
Portfolio-Management
221
Volatility
214
Volatilität
213
Forecasting model
196
Prognoseverfahren
196
CAPM
180
Aktienmarkt
145
Stock market
145
Anlageverhalten
138
Behavioural finance
138
Risikoprämie
120
Risk premium
120
USA
117
United States
117
Risk
83
ARCH model
80
ARCH-Modell
80
Risiko
80
Investment Fund
78
Investmentfonds
78
Welt
78
World
78
Ankündigungseffekt
63
Announcement effect
63
Time series analysis
57
Zeitreihenanalyse
57
Kapitalmarktrendite
49
Return predictability
43
Asset pricing
42
Correlation
41
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49
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Kim, Tong Suk
3
Angelidis, Timotheos
2
DeLisle, R. Jared
2
In, Francis Haeuck
2
Pan, Zhiyuan
2
Philip, Dennis
2
Schlag, Christian
2
Tessaromatis, Nikolaos P.
2
Wang, Yudong
2
Andreou, Panayiotis C.
1
Bereskin, Fred
1
Broman, Markus S.
1
Cao, Jie
1
Cenesizoglu, Tolga
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Chen, Hong-Yi
1
Chen, Jie
1
Cheng, Mengyao
1
Christoffersen, Peter F.
1
Conlon, Thomas
1
Cotter, John
1
Delatte, Anne-Laure
1
Dutt, Tanuj
1
Dutta, Anupam
1
Eriksen, Jonas Nygaard
1
Eyiah-Donkor, Emmanuel
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Faccini, Renato
1
Faria, Gonçalo
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Ferguson, Michael F.
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Flögel, Volker
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Frederickson, James R.
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Groot, Wilma de
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Guo, Hui
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Han, Bing
1
Hartkopf, Jan Patrick
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1
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Journal of banking & finance
Journal of empirical finance
Journal of financial economics
36
Finance research letters
35
Pacific-Basin finance journal
34
International review of financial analysis
24
Energy economics
21
NBER Working Paper
21
NBER working paper series
21
International review of economics & finance : IREF
17
Journal of international financial markets, institutions & money
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
13
International Journal of Energy Economics and Policy : IJEEP
9
Journal of risk and financial management : JRFM
9
Economic modelling
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Emerging markets, finance and trade : EMFT
8
Journal of financial and quantitative analysis : JFQA
8
Research in international business and finance
8
Economics letters
7
Applied economics letters
6
Journal of econometrics
6
Journal of international money and finance
6
Applied financial economics
5
European financial management : the journal of the European Financial Management Association
5
Journal of financial markets
5
Quantitative finance
5
Review of quantitative finance and accounting
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
Working papers on finance
5
Accounting and finance
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
4
CREATES research paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
Fisher College of Business working paper series
4
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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ECONIS (ZBW)
49
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1
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49
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1
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
2
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
3
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
4
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
5
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
6
Dissecting climate risks : are they reflected in stock prices?
Faccini, Renato
;
Matin, Rastin
;
Skiadopoulos, George
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014490511
Saved in:
7
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
8
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
9
Momentum-managed equity factors
Flögel, Volker
;
Schlag, Christian
;
Zunft, Claudia
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013460200
Saved in:
10
Longs, shorts, and the cross-section of stock returns
Nezafat, Mahdi
;
Shen, Tao
;
Wang, Qinghai
;
Wu, Juan Julie
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013461815
Saved in:
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