//--> //--> //--> //-->
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:"Bai, Hang"
~person:"Boons, Martijn"
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Share price
7
Theorie
7
Theory
7
Estimation
5
Risikoprämie
5
Risk premium
5
Schätzung
5
Mispricing
3
Forecasting model
2
Gewinn
2
Individual stock returns
2
Portfolio selection
2
Portfolio-Management
2
Profit
2
Prognoseverfahren
2
State variables
2
USA
2
United States
2
Accruals
1
Aktienfonds
1
Allgemeines Gleichgewicht
1
Anomalies
1
Asset pricing
1
Beta risk
1
Betafaktor
1
Book-to-market
1
Capital market returns
1
Cash Flow
1
Cash flow
1
Cash flows
1
Conditional asset pricing models
1
Consumption CAPM
1
Consumption predictability
1
Contributed capital
1
Cross-sectional asset-pricing
1
Cross-sectional seasonalities
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Bai, Hang
Boons, Martijn
Gârleanu, Nicolae
Linnainmaa, Juhani
Pástor, Ľuboš
Fama, Eugene F.
6
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
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
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
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Jennie
2
Bartram, Söhnke M.
2
more ...
less ...
Published in...
All
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
Rodney L. White Center for Financial Research
4
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 papers / CEPR
2
Fisher College of Business working paper series
2
NBER Working Paper
2
NBER working paper series
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
Dissertation Series CentER
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of New York Staff Report
1
Fisher College of Business Working Paper
1
Journal of political economy
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset (mis)pricing : build-up versus resolution anomalies
Binsbergen, Jules H. van
;
Boons, Martijn
;
Opp, Christian
; …
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 406-431
Persistent link: https://www.econbiz.de/10013549854
Saved in:
2
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
3
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
4
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:
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
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:
7
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
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
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->