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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of real estate finance and economics"
~subject:"CAPM"
~subject:"Volatility"
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CAPM
Volatility
USA
1,300
United States
1,300
Theorie
1,244
Theory
1,244
Börsenkurs
634
Capital income
619
Kapitaleinkommen
619
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570
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493
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493
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367
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367
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319
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Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
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5
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5
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5
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5
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5
Shanken, Jay
5
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5
Ang, Andrew
4
Ball, Ray
4
Boons, Martijn
4
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4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Santa-Clara, Pedro
4
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4
Wang, Junbo
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Giglio, Stefano
3
Goldstein, Robert S.
3
Hou, Kewei
3
Kapadia, Nishad
3
Kau, James B.
3
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Journal of financial economics
The journal of real estate finance and economics
Energy economics
621
Applied economics
457
International review of economics & finance : IREF
414
The North American journal of economics and finance : a journal of financial economics studies
390
Economics letters
343
Applied financial economics
334
Applied economics letters
305
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
235
Discussion paper / Centre for Economic Policy Research
185
Working paper
173
International journal of finance & economics : IJFE
167
International Journal of Energy Economics and Policy : IJEEP
166
Journal of monetary economics
139
International journal of economics and finance
137
Computational economics
133
International journal of economics and financial issues : IJEFI
131
Finance and economics discussion series
129
CREATES research paper
128
Cogent economics & finance
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Discussion papers / CEPR
93
Journal of economics and finance
87
The empirical economics letters : a monthly international journal of economics
87
Theoretical economics letters
73
Journal of economics & business
72
Insurance / Mathematics & economics
69
American journal of agricultural economics
66
Review of financial economics : RFE
66
Journal of international economics
65
Journal of mathematical economics
62
Fisher College of Business working paper series
61
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
Studies in economics and finance
57
The review of economics and statistics
57
Annals of financial economics
52
Cambridge working papers in economics
52
Economics and finance working paper series
52
Mathematics and financial economics
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ECONIS (ZBW)
557
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1
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10
of
557
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date (oldest first)
1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
4
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
7
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:
8
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
9
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
10
Asset pricing with heterogeneous agents and long-run risk
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 941-964
Persistent link: https://www.econbiz.de/10013259610
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