//--> //--> //--> //-->
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:"Boons, Martijn"
~person:"Collin-Dufresne, Pierre"
~person:"Jacobs, Kris"
~person:"Linnainmaa, Juhani"
~person:"Wang, Junbo"
~subject:"CAPM"
~subject:"Risiko"
~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
Risiko
Volatility
Capital income
14
Kapitaleinkommen
14
Risikoprämie
10
Risk premium
10
Theorie
10
Theory
10
Volatilität
9
Estimation
8
Schätzung
8
Börsenkurs
7
Share price
7
Option pricing theory
5
Optionspreistheorie
5
USA
5
United States
5
Forecasting model
4
Prognoseverfahren
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Gewinn
3
Mispricing
3
Profit
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Analytical filtering
2
Anleihe
2
Asset pricing
2
Bond
2
Capital market returns
2
Compound Poisson jumps
2
Corporate bond
2
Credit risk
2
Individual stock returns
2
Kapitalmarktrendite
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Boons, Martijn
Collin-Dufresne, Pierre
Jacobs, Kris
Linnainmaa, Juhani
Wang, Junbo
Bali, Turan G.
8
Fama, Eugene F.
7
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bakshi, Gurdip S.
6
Chordia, Tarun
6
French, Kenneth Ronald
6
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Acharya, Viral V.
4
Ang, Andrew
4
Ball, Ray
4
Ferson, Wayne E.
4
Kothari, S. P.
4
Lo, Andrew W.
4
Longstaff, Francis A.
4
Morellec, Erwan
4
Pástor, Ľuboš
4
Sadka, Ronnie
4
Santa-Clara, Pedro
4
Sarno, Lucio
4
Todorov, Viktor
4
Zhou, Guofu
4
Agarwal, Vikas
3
Ai, Hengjie
3
Allen, Franklin
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Brown, Stephen J.
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
Discussion papers / CEPR
1
Finance and economics discussion series
1
Financial analysts journal : FAJ
1
Fisher College of Business working paper series
1
Mathematics and financial economics
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)
22
Showing
1
-
10
of
22
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->