//--> //--> //--> //-->
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:"Bakshi, Gurdip S."
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~person:"Sadka, Ronnie"
~subject:"CAPM"
~subject:"United States"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
United States
Capital income
9
Kapitaleinkommen
9
Theorie
8
Theory
8
Börsenkurs
4
Estimation
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Share price
4
USA
4
Gewinn
3
Profit
3
Derivat
2
Derivative
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Forecasting model
2
Liquidity
2
Mispricing
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Saisonkomponente
2
Seasonal component
2
Yield curve
2
Zinsstruktur
2
1965-2002
1
Accruals
1
Aktienfonds
1
Ankündigungseffekt
1
Announcement effect
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Bakshi, Gurdip S.
Gârleanu, Nicolae
Linnainmaa, Juhani
Pástor, Ľuboš
Sadka, Ronnie
Fama, Eugene F.
6
Pedersen, Lasse Heje
6
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
Nagel, Stefan
3
Novy-Marx, Robert
3
Robotti, Cesare
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, Hang
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.
5
Rodney L. White Center for Financial Research
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Fisher College of Business working paper series
2
Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
AEA 2012 Chicago Meetings Paper
1
Advances in investment analysis and portfolio management : a research annual
1
Charles A. Dice Center Working Paper
1
Columbia Business School Research Paper
1
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of accounting & economics
1
Journal of accounting research
1
Journal of international money and finance
1
Journal of political economy
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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
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:
6
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
7
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
Saved in:
8
Do subjective expectations explain asset pricing puzzles?
Bakshi, Gurdip S.
;
Skoulakis, Georgios
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 462-477
Persistent link: https://www.econbiz.de/10008827020
Saved in:
9
Pricing the commonality across alternative measures of liquidity
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10003628872
Saved in:
10
Seasonality in the cross-section of stock returns
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 418-445
Persistent link: https://www.econbiz.de/10003629063
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->