//--> //--> //--> //-->
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:"Chan, Kalok"
~person:"Ferson, Wayne E."
~person:"Langlois, Hugues"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing models
CAPM
Forecasting model
Volatility
USA
7
United States
7
Capital income
6
Kapitaleinkommen
6
Theorie
6
Theory
6
Volatilität
4
Börsenkurs
3
Emerging economies
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Schwellenländer
3
Share price
3
Derivat
2
Derivative
2
Welt
2
World
2
1929-1986
1
1975-1989
1
1976-2001
1
Alpha
1
Approximate factor model
1
Bond fund
1
Bond market
1
Characteristics
1
Commodity exchange
1
Consumption theory
1
Coskewness
1
Country
1
Currency derivative
1
Emerging markets
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Financial analysis
1
Financial market
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Chan, Kalok
Ferson, Wayne E.
Langlois, Hugues
Harvey, Campbell R.
9
Pedersen, Lasse Heje
7
Zhou, Guofu
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Moskowitz, Tobias J.
5
Nagel, Stefan
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Avramov, Doron
4
Ball, Ray
4
Boons, Martijn
4
Da, Zhi
4
Della Corte, Pasquale
4
Liu, Yan
4
Longstaff, Francis A.
4
Lou, Dong
4
Novy-Marx, Robert
4
Sadka, Ronnie
4
Santa-Clara, Pedro
4
Timmermann, Allan
4
Todorov, Viktor
4
Wang, Junbo
4
Ai, Hengjie
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Brandt, Michael W.
3
more ...
less ...
Published in...
All
Journal of financial economics
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
HEC Paris research paper series
1
Research paper series / Swiss Finance Institute
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What matters in a characteristic?
Langlois, Hugues
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 52-72
Persistent link: https://www.econbiz.de/10014331809
Saved in:
2
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
3
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
4
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
5
The "out-of-sample" performance of long run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh
;
Xie, Biqin
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
Saved in:
6
Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok
;
Fong, Wai-ming
- In:
Journal of financial economics
57
(
2000
)
2
,
pp. 247-273
Persistent link: https://www.econbiz.de/10001494741
Saved in:
7
Investibility and return volatility
Bae, Kee-hong
;
Chan, Kalok
;
Ng, Angela
- In:
Journal of financial economics
71
(
2004
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10001898237
Saved in:
8
An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik
- In:
Journal of financial economics
40
(
1996
)
1
,
pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
Saved in:
9
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
Saved in:
10
Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E.
- In:
Journal of financial economics
29
(
1991
)
2
,
pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->