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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Business cycle"
~subject:"Derivat"
~subject:"Welt"
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Search: subject_exact:"Capital asset pricing model"
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Business cycle
Derivat
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CAPM
438
Theorie
216
Theory
216
Capital income
147
Kapitaleinkommen
147
Börsenkurs
108
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108
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108
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108
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84
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Lee, Cheng F.
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Cakici, Nusret
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Journal of banking & finance
Journal of monetary economics
Review of quantitative finance and accounting
NBER working paper series
37
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
29
Journal of financial economics
28
NBER Working Paper
27
The journal of finance : the journal of the American Finance Association
24
The journal of futures markets
24
Journal of financial and quantitative analysis : JFQA
21
Advances in futures and options research : a research annual
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Journal of international money and finance
19
Journal of empirical finance
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Finance research letters
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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The European journal of finance
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of finance
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CESifo working papers
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Economics letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of multinational financial management
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Pacific-Basin finance journal
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ECONIS (ZBW)
47
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1
Enhanced momentum strategies
Hanauer, Matthias
;
Windmüller, Steffen
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Saved in:
2
Alternative profitability measures and cross-section of expected stock returns : international evidence
Cakici, Nusret
;
Chatterjee, Sris
;
Tang, Yi
;
Tong, Lin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 369-391
Persistent link: https://www.econbiz.de/10012432673
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
5
Estimating beta : the international evidence
Hollstein, Fabian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012521614
Saved in:
6
The role of learning for asset prices and business cycles
Winkler, Fabian
- In:
Journal of monetary economics
114
(
2020
),
pp. 42-58
Persistent link: https://www.econbiz.de/10012494857
Saved in:
7
Oil consumption, economic growth, and oil futures : the impact of long-run oil supply uncertainty on asset prices
Ready, Robert C.
- In:
Journal of monetary economics
94
(
2018
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012108766
Saved in:
8
Capturing the value premium : global evidence from a fair value-based investment strategy
Woltering, René-Ojas
;
Weis, Christian
;
Schindler, Felix
; …
- In:
Journal of banking & finance
86
(
2018
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011962337
Saved in:
9
Estimating risk-return relations with analysts price targets
Wu, Liuren
- In:
Journal of banking & finance
93
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
Saved in:
10
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair
- In:
Journal of monetary economics
88
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011799145
Saved in:
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