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~isPartOf:"Pacific-Basin finance journal"
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Search: subject:"asset pricing"
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CAPM
185
Capital income
84
Kapitaleinkommen
84
Theorie
65
Theory
65
Börsenkurs
64
Share price
64
Estimation
48
Schätzung
48
Aktienmarkt
43
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43
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36
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36
Asset pricing
33
Risikoprämie
33
Risk premium
33
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31
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29
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Beta risk
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Chai, Daniel
6
Aït-Sahalia, Yacine
5
Bandi, Federico M.
4
Zhong, Angel
4
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3
Chiah, Mardy
3
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3
Faff, Robert W.
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Ko, Kuan-Cheng
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3
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3
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3
Zaremba, Adam
3
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2
Cakici, Nusret
2
Chan, Howard Wei-hong
2
Dinh Hoang Bach Phan
2
Eun, Cheol S.
2
Fulop, Andras
2
Garcia, René
2
Gharghori, Philip
2
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2
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2
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2
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2
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2
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2
Lin, Chaonan
2
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2
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2
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2
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2
Sentana, Enrique
2
Stutzer, Michael J.
2
Truong, Helen
2
Westerlund, Joakim
2
Xiu, Dacheng
2
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Journal of econometrics
Pacific-Basin finance journal
Journal of financial economics
341
Journal of banking & finance
298
The journal of finance : the journal of the American Finance Association
265
The review of financial studies
261
Finance research letters
210
Journal of economic dynamics & control
190
Journal of empirical finance
174
International review of financial analysis
149
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137
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135
Economics letters
117
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108
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99
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98
Journal of international money and finance
97
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95
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92
International journal of theoretical and applied finance
92
Journal of international financial markets, institutions & money
92
Journal of economic theory
90
Review of quantitative finance and accounting
90
Journal of monetary economics
89
Finance and stochastics
88
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
83
The journal of futures markets
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Journal of mathematical economics
73
Annals of finance
63
The journal of portfolio management : a publication of Institutional Investor
63
Journal of risk and financial management : JRFM
60
Review of finance : journal of the European Finance Association
60
Applied economics letters
57
Journal of financial markets
57
The journal of real estate finance and economics
55
Economic theory : official journal of the Society for the Advancement of Economic Theory
52
Journal of economic behavior & organization : JEBO
52
Quantitative finance
52
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ECONIS (ZBW)
198
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198
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1
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
2
Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical
asset
pricing
research in emerging markets
Chui, Andy C. W.
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
Saved in:
3
Comparing competing factor and characteristics models : evidence in Japan
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, S. Ghon
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463363
Saved in:
4
The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Zhang, Manqing
;
Ma, Yao
;
Yang, Baochen
;
Fan, Ying
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014575044
Saved in:
5
Return seasonalities in the Chinese stock market
Meng, Chen
;
Du, Qingjie
;
Shu, Haibing
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014576690
Saved in:
6
Asset
pricing
implications of firms' profit sharing
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014534529
Saved in:
7
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
8
An empirical evaluation of the salience-based
asset
pricing
model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
9
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:
10
Score-driven
asset
pricing
: predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
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