//--> //--> //--> //-->
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:"Bandi, Federico M."
~person:"Collin-Dufresne, Pierre"
~person:"Jacobs, Kris"
~person:"Linnainmaa, Juhani"
~person:"Longstaff, Francis A."
~person:"Wang, Junbo"
~subject:"CAPM"
~subject:"Volatility"
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: economics
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatility
Theorie
15
Theory
15
USA
14
United States
14
Capital income
13
Kapitaleinkommen
13
Volatilität
12
Risikoprämie
11
Risk premium
11
Estimation
8
Schätzung
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
6
Option pricing theory
6
Optionspreistheorie
6
Share price
6
Forecasting model
5
Prognoseverfahren
5
Anleihe
4
Bond
4
Credit risk
4
Gewinn
4
Kreditrisiko
4
Profit
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Corporate bond
3
Derivat
3
Derivative
3
Financial crisis
3
Financial economics
3
Finanzkrise
3
Kapitalmarkttheorie
3
Liquidity
3
Portfolio selection
3
Portfolio-Management
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Bandi, Federico M.
Collin-Dufresne, Pierre
Jacobs, Kris
Linnainmaa, Juhani
Longstaff, Francis A.
Wang, Junbo
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Santa-Clara, Pedro
4
Todorov, Viktor
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Barroso, Pedro
3
Chan, Kalok
3
Della Corte, Pasquale
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Hou, Kewei
3
Kapadia, Nishad
3
Kothari, S. P.
3
Langlois, Hugues
3
more ...
less ...
Published in...
All
Journal of financial economics
CREATES research paper
6
CREATES Research Papers
2
Advances in Pacific Basin business, economics, and finance
1
Finance and economics discussion series
1
Financial analysts journal : FAJ
1
Financial engineering
1
Fisher College of Business working paper series
1
Global COE Hi-Stat discussion paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
NBER Working Paper
1
NBER working paper series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The review of financial studies
1
Tuck School of Business working paper / Tuck School of Business at Dartmouth
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
5
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
6
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:
7
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
8
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
9
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:
10
Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->