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~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of futures markets"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bascou, Pierre"
~person:"Frijns, Bart"
~person:"Heath, David C."
~person:"Jarrow, Robert A."
~person:"Prokopczuk, Marcel"
~subject:"Arbitrage pricing"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Statistik"
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Arbitrage pricing
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8
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Bascou, Pierre
Frijns, Bart
Heath, David C.
Jarrow, Robert A.
Prokopczuk, Marcel
Faff, Robert W.
11
Berger, Allen N.
10
Saunders, Anthony
10
Fiordelisi, Franco
8
Molyneux, Philip
8
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8
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7
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7
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7
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6
Levy, Haim
6
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6
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6
Tian, Yisong Sam
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5
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Journal of banking & finance
Review of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Review of derivatives research
11
Journal of empirical finance
7
The quarterly journal of finance
7
Finance research letters
6
International journal of theoretical and applied finance
6
Mathematics and financial economics
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Annual review of financial economics
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Journal of financial and quantitative analysis : JFQA
5
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Annals of finance
3
Finance and stochastics
3
International review of financial analysis
3
Journal of financial markets
3
New Zealand economic papers
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Energy economics
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of international money and finance
2
Journal of risk
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific accounting review
2
Quantitative finance
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
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Agricultural finance review
1
Applied economics
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
19
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1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
3
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
4
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
5
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
Saved in:
6
Herding in analysts' recommendations : the role of media
Frijns, Bart
;
Huynh, Thanh D.
- In:
Journal of banking & finance
91
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011963461
Saved in:
7
Institutional trading and asset pricing
Frijns, Bart
;
Huynh, Thanh D.
;
Tourani Rad, Alireza
; …
- In:
Journal of banking & finance
89
(
2018
),
pp. 59-77
Persistent link: https://www.econbiz.de/10011963071
Saved in:
8
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
9
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
10
The determinants of price discovery : evidence from US-Canadian cross-listed shares
Frijns, Bart
;
Gilbert, Aaron
;
Tourani Rad, Alireza
- In:
Journal of banking & finance
59
(
2015
),
pp. 457-468
Persistent link: https://www.econbiz.de/10011544675
Saved in:
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