//--> //--> //--> //-->
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"
~person:"Ai, Hengjie"
~person:"Fama, Eugene F."
~person:"Linnainmaa, Juhani"
~person:"Nagel, Stefan"
~subject:"CAPM"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
10
Kapitaleinkommen
10
Theorie
7
Theory
7
Börsenkurs
5
Share price
5
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Value premium
3
Capital market returns
2
Cross section
2
Dividend
2
Dividend discount model
2
Dividende
2
Estimation theory
2
Factor analysis
2
Factor model
2
Faktorenanalyse
2
Gewinn
2
Kapitalmarktrendite
2
Mispricing
2
Profit
2
Profitability
2
Schätztheorie
2
Accruals
1
Allgemeines Gleichgewicht
1
Ankündigungseffekt
1
Announcement effect
1
Anomalies
1
Arbitrage
1
Artificial intelligence
1
Asset pricing
1
Asset pricing model
1
Asset pricing tests
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Ai, Hengjie
Fama, Eugene F.
Linnainmaa, Juhani
Nagel, Stefan
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
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
Hou, Kewei
3
Kothari, S. P.
3
Langlois, Hugues
3
Novy-Marx, Robert
3
Pástor, Ľuboš
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
Adrian, Tobias
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Hang
2
Bai, Jennie
2
Bartram, Söhnke M.
2
more ...
less ...
Published in...
All
Journal of financial economics
The journal of finance : the journal of the American Finance Association
9
NBER working paper series
8
Tuck School of Business working paper / Tuck School of Business at Dartmouth
7
Fama-Miller Working Paper
6
NBER Working Paper
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / Center for Research in Security Prices
3
Journal of financial and quantitative analysis : JFQA
2
Annual review of financial economics
1
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
Financial analysts journal : FAJ
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Princeton lectures in finance
1
Rock Center for Corporate Governance at Stanford University working paper series
1
SAFE working paper
1
The American economic review
1
The journal of business : B
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of portfolio management : JPM
1
Tijdschrift voor economie en management
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The cross section of the monetary policy announcement premium
Ai, Hengjie
;
Han, Leyla Jianyu
;
Pan, Xuhui
;
Xu, Lai
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10013350644
Saved in:
2
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:
3
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:
4
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:
5
Shrinking the cross-section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10012542990
Saved in:
6
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
7
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
8
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
Saved in:
9
A five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
Saved in:
10
Growth to value : option exercise and the cross section of equity returns
Ai, Hengjie
;
Kiku, Dana
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 325-349
Persistent link: https://www.econbiz.de/10009719731
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->