//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Kelly, Bryan T."
~person:"Wang, Junbo"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Financial crisis
Volatility
Estimation
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Risikoprämie
5
Risk premium
5
Theorie
4
Theory
4
Business cycle
3
Factor model
3
Konjunktur
3
Risiko
3
Risk
3
Volatilität
3
Anlageverhalten
2
Behavioural finance
2
Beta risk
2
Betafaktor
2
Capital market returns
2
Conditional betas
2
Corporate bond
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
IPCA
2
Idiosyncratic risk
2
Kapitalmarktrendite
2
Method of moments
2
Momentenmethode
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Unternehmensanleihe
2
Aggregate volatility risk
1
Analyst coverage
1
Anleihe
1
Anomaly
1
Asset pricing models
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Kelly, Bryan T.
Wang, Junbo
Harvey, Campbell R.
8
Pedersen, Lasse Heje
7
Acharya, Viral V.
6
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Longstaff, Francis A.
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Stulz, René M.
5
Adjei, Frederick
4
Ang, Andrew
4
Aragon, George O.
4
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Ghysels, Eric
4
Greenwood, Robin
4
Linnainmaa, Juhani
4
Lo, Andrew W.
4
Nagel, Stefan
4
Santa-Clara, Pedro
4
Strahan, Philip E.
4
Subrahmanyam, Marti G.
4
Todorov, Viktor
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
more ...
less ...
Published in...
All
Journal of economics and finance
Journal of financial economics
Advances in Pacific Basin business, economics, and finance
1
Annual review of financial economics
1
Journal of investment management : JOIM
1
Journal of political economy
1
The quarterly journal of economics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
2
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
5
Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
Saved in:
6
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
7
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
8
Liquidity risk and expected corporate bond returns
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 628-650
Persistent link: https://www.econbiz.de/10009242273
Saved in:
9
How much of the corporate bond spread is due to personal taxes?
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 599-636
Persistent link: https://www.econbiz.de/10003546278
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->