//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of portfolio management : JPM"
~isPartOf:"The review of financial studies"
~person:"Bartram, Söhnke M."
~person:"Hou, Kewei"
~person:"Pástor, Ľuboš"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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: subject_exact:"CAPM"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Efficient market hypothesis
Kapitaleinkommen
Theorie
7
Theory
7
Capital income
5
Börsenkurs
4
Portfolio selection
4
Portfolio-Management
4
Share price
4
USA
4
United States
4
Estimation
3
Schätzung
3
Asset pricing
2
Effizienzmarkthypothese
2
Financial analysis
2
Finanzanalyse
2
Fundamental analysis
2
Market efficiency
2
Valuation
2
1926-1996
1
1962-2000
1
Aktienfonds
1
Allgemeines Gleichgewicht
1
Anlageverhalten
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Bond market
1
Bond returns
1
Consumption CAPM
1
Credit risk
1
Cross-section of stock returns
1
Disaster
1
Equity fund
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Language
All
English
11
Author
All
Bartram, Söhnke M.
Hou, Kewei
Pástor, Ľuboš
Stambaugh, Robert F.
9
Zhang, Lu
9
Ferson, Wayne E.
8
Harvey, Campbell R.
8
Fama, Eugene F.
7
Shanken, Jay
7
Chordia, Tarun
6
French, Kenneth Ronald
6
Hansen, Lars Peter
6
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Pedersen, Lasse Heje
6
Avramov, Doron
5
Back, Kerry E.
5
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Brennan, Michael J.
5
Campbell, John Y.
5
Cochrane, John H.
5
Kogan, Leonid
5
Kōnstantinidēs, Giōrgos
5
Lettau, Martin
5
Longstaff, Francis A.
5
Moskowitz, Tobias J.
5
Robotti, Cesare
5
Santa-Clara, Pedro
5
Ball, Ray
4
Boons, Martijn
4
Chabi-Yo, Fousseni
4
Dittmar, Robert F.
4
Garleanu, Nicolae
4
Hirshleifer, David
4
Kan, Raymond
4
Kuehn, Lars-Alexander
4
Lo, Andrew W.
4
Lochstoer, Lars A.
4
MacKinlay, Archie Craig
4
Nagel, Stefan
4
more ...
less ...
Published in...
All
Journal of financial economics
Journal of political economy
The journal of portfolio management : JPM
The review of financial studies
The journal of finance : the journal of the American Finance Association
2
Journal of accounting & economics
1
Journal of banking & finance
1
Journal of business economics : JBE
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
2
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
3
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
4
Agnostic fundamental analysis works
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011969134
Saved in:
5
Have we solved the idiosyncratic volatility puzzle?
Hou, Kewei
;
Loh, Roger K.
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 167-194
Persistent link: https://www.econbiz.de/10011590682
Saved in:
6
Digesting anomalies : an investment approach
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 650-715
Persistent link: https://www.econbiz.de/10011337567
Saved in:
7
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
9
Investing in equity mutual funds
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001661701
Saved in:
10
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 883-916
Persistent link: https://www.econbiz.de/10001525314
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->