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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Schneider, Paul"
~person:"Zhou, Guofu"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Risikoprämie
Capital income
8
Kapitaleinkommen
8
Theorie
7
Theory
7
Portfolio selection
6
Portfolio-Management
6
Risk premium
6
CAPM
5
Forecasting model
5
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5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Predictability
3
Anlageverhalten
2
Behavioural finance
2
Equity premium
2
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2
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Securities trading
2
Time series analysis
2
Wertpapierhandel
2
Zeitreihenanalyse
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1926-1982
1
Asset pricing
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Asymmetric information
1
Asymmetrische Information
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Bayes-Statistik
1
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1
Capital market returns
1
Cash Flow
1
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1
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1
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1
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Article in journal
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English
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Schneider, Paul
Zhou, Guofu
Bollerslev, Tim
4
Sarno, Lucio
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bekaert, Geert
3
Buraschi, Andrea
3
Christoffersen, Peter F.
3
Della Corte, Pasquale
3
Jacobs, Kris
3
Kelly, Bryan T.
3
Koijen, Ralph S. J.
3
Longstaff, Francis A.
3
Ornthanalai, Chayawat
3
Ai, Hengjie
2
Amihud, Yakov
2
Ang, Andrew
2
Bai, Jennie
2
Barroso, Pedro
2
Boons, Martijn
2
Carr, Peter
2
Chernov, Mikhail
2
Engstrom, Eric
2
Ermolov, Andrey
2
Filipović, Damir
2
Garleanu, Nicolae
2
Goldstein, Robert S.
2
Gonçalves, Andrei S.
2
Herskovic, Bernard
2
Jeanneret, Alexandre
2
Kilic, Mete
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Lustig, Hanno
2
Manela, Asaf
2
Moskowitz, Tobias J.
2
Nieuwerburgh, Stijn van
2
Panageas, Stauros
2
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Journal of financial economics
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The review of financial studies
2
Finance research letters
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
6
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1
Recovering the FOMC risk premium
Liu, Hong
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10013473704
Saved in:
2
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
3
An anatomy of the market return
Schneider, Paul
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 325-350
Persistent link: https://www.econbiz.de/10012136886
Saved in:
4
Short interest and aggregate stock returns
Rapach, David E.
;
Ringgenberg, Matthew C.
;
Zhou, Guofu
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10011590566
Saved in:
5
Generalized risk premia
Schneider, Paul
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 487-504
Persistent link: https://www.econbiz.de/10011348467
Saved in:
6
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
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