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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Business cycle"
~subject:"Estimation"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Capital asset pricing model"
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Business cycle
Estimation
Schätztheorie
CAPM
241
Theorie
139
Theory
139
Capital income
72
Kapitaleinkommen
72
Risikoprämie
53
Risk premium
53
Börsenkurs
49
Share price
49
Schätzung
43
Volatility
36
Volatilität
36
Portfolio selection
32
Portfolio-Management
32
Risiko
31
Risk
31
Estimation theory
27
USA
23
United States
23
Asset pricing
19
Anlageverhalten
18
Behavioural finance
18
Beta risk
16
Betafaktor
16
Time series analysis
16
Zeitreihenanalyse
16
Aktienmarkt
14
Forecasting model
14
Prognoseverfahren
14
Stock market
14
Option pricing theory
11
Optionspreistheorie
11
Erwartungsbildung
10
Expectation formation
10
Factor analysis
9
Faktorenanalyse
9
Financial market
9
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Article
70
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Article in journal
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Aufsatz in Zeitschrift
70
Collection of articles of several authors
1
Konferenzbeitrag
1
Sammelwerk
1
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English
70
Author
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Bandi, Federico M.
3
Todorov, Viktor
3
Aït-Sahalia, Yacine
2
Garcia, René
2
Grammig, Joachim
2
Lustig, Hanno
2
Mazouz, Khelifa
2
Pelger, Markus
2
Yu, Jianfeng
2
Alam, Pervaiz
1
Almeida, Caio
1
Andersen, Torben
1
Andreou, Elena
1
Bansal, Ravi
1
Benamraoui, Abdelfahid
1
Berkowitz, Jeremy
1
Bharati, Rakesh
1
Bhattacharya, Debarati
1
Bielstein, Patrick
1
Bollerslev, Tim
1
Bonomo, Marco Antonio
1
Borovička, Jaroslav
1
Bozos, Konstantinos
1
Burmeister, Edwin
1
Cai, Zongwu
1
Cam, Marie-Anne
1
Cayon Fallon, Edgardo
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chang, Jow-ran
1
Chen, Andrew H.
1
Chen, Carl R.
1
Chen, Min
1
Chen, Sonnan
1
Chen, Zhao
1
Chu, Amanda M. Y.
1
Cogley, Timothy
1
Dalderop, Jeroen
1
Darolles, Serge
1
Ding, Wenjie
1
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Journal of econometrics
Journal of monetary economics
Review of quantitative finance and accounting
Journal of financial economics
87
Journal of empirical finance
56
Journal of banking & finance
50
Finance research letters
46
The journal of finance : the journal of the American Finance Association
44
International review of financial analysis
41
International review of economics & finance : IREF
33
Applied economics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Pacific-Basin finance journal
31
The review of financial studies
30
Journal of international financial markets, institutions & money
29
Journal of international money and finance
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Economic modelling
26
Journal of financial and quantitative analysis : JFQA
24
Applied financial economics
22
Journal of economic dynamics & control
22
The European journal of finance
19
Journal of risk and financial management : JRFM
17
Research in international business and finance
17
Economics letters
16
International journal of finance & economics : IJFE
13
Review of finance : journal of the European Finance Association
13
The journal of asset management
13
Cogent economics & finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Journal of financial econometrics
11
Journal of financial markets
11
Quantitative economics : QE ; journal of the Econometric Society
11
Quantitative finance
11
Review of financial economics : RFE
11
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
10
Emerging markets, finance and trade : EMFT
10
Financial markets and portfolio management
10
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ECONIS (ZBW)
70
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
4
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
5
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Aggregate expected investment growth and stock market returns
Li, Jun
;
Wang, Huijun
;
Yu, Jianfeng
- In:
Journal of monetary economics
117
(
2021
),
pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
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