//--> //--> //--> //-->
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:"The journal of portfolio management : JPM"
~person:"Adrian, Tobias"
~person:"Bali, Turan G."
~person:"Bartram, Söhnke M."
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
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
Capital income
13
Kapitaleinkommen
13
Börsenkurs
9
Share price
9
Estimation
7
Schätzung
7
Risiko
6
Risk
6
Theorie
6
Theory
6
Forecasting model
5
Prognoseverfahren
5
Risikoprämie
5
Risk premium
5
Beta risk
4
Betafaktor
4
Portfolio selection
4
Portfolio-Management
4
Asset pricing
3
Capital market returns
3
Effizienzmarkthypothese
3
Estimation theory
3
Kapitalmarktrendite
3
Market efficiency
3
Return predictability
3
Schätztheorie
3
Systematic risk
3
Corporate bond
2
Credit risk
2
Cross-section of stock returns
2
Fama-MacBeth regressions
2
Fundamental analysis
2
Gewinn
2
Hedging
2
Idiosyncratic volatility
2
Kreditrisiko
2
Mispricing
2
Profit
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Adrian, Tobias
Bali, Turan G.
Bartram, Söhnke M.
Gârleanu, Nicolae
Hou, Kewei
Linnainmaa, Juhani
Pástor, Ľuboš
Fama, Eugene F.
6
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Kelly, Bryan T.
4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Wang, Junbo
4
Avramov, Doron
3
Barroso, Pedro
3
Kothari, S. P.
3
Langlois, Hugues
3
Nagel, Stefan
3
Novy-Marx, Robert
3
Robotti, Cesare
3
Sadka, Ronnie
3
Santa-Clara, Pedro
3
Timmermann, Allan
3
Wu, Chunchi
3
Zhang, Lu
3
Zhou, Guofu
3
Acharya, Viral V.
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Hang
2
Bai, Jennie
2
more ...
less ...
Published in...
All
Journal of financial economics
The journal of portfolio management : JPM
Working paper / National Bureau of Economic Research, Inc.
11
Staff reports / Federal Reserve Bank of New York
9
Fisher College of Business working paper series
7
Georgetown McDonough School of Business Research Paper
6
NBER Working Paper
5
NBER working paper series
5
Discussion papers / CEPR
4
Fisher College of Business Working Paper
4
Rodney L. White Center for Financial Research
4
Charles A. Dice Center Working Paper
3
FRB of New York Staff Report
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Tuck School of Business working paper / Tuck School of Business at Dartmouth
3
Working paper series / Center for Research in Security Prices
3
Working papers / Rodney L. White Center for Financial Research
3
Discussion paper / Centre for Economic Policy Research
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Research paper series / Swiss Finance Institute
2
The journal of portfolio management : a publication of Institutional Investor
2
WBS Finance Group Research Paper
2
China finance review international
1
Critical finance review
1
ECMI working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
Finance and economics discussion series
1
Journal of accounting & economics
1
Journal of business economics : JBE
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of political economy
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Les Cahiers de Recherche
1
Les cahiers de recherche / HEC Paris
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris
;
Henslee, Forrest
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 144-163
Persistent link: https://www.econbiz.de/10012802492
Saved in:
3
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
4
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
5
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
6
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:
7
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
Saved in:
8
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:
9
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->