//--> //--> //--> //-->
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:"Collin-Dufresne, Pierre"
~person:"Jacobs, Kris"
~person:"Linnainmaa, Juhani"
~subject:"ARCH model"
~subject:"CAPM"
~subject:"Theorie"
~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
ARCH model
CAPM
Theorie
Volatility
Capital income
9
Kapitaleinkommen
9
Volatilität
8
Theory
7
Risikoprämie
6
Risk premium
6
Option pricing theory
5
Optionspreistheorie
5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
USA
4
United States
4
ARCH-Modell
3
Forecasting model
3
Gewinn
3
Profit
3
Prognoseverfahren
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Analytical filtering
2
Asset pricing
2
Capital market returns
2
Compound Poisson jumps
2
Kapitalmarktrendite
2
Mispricing
2
Operating profitability
2
Portfolio selection
2
Portfolio-Management
2
Profitability
2
Rentabilität
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
8
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
Collin-Dufresne, Pierre
Jacobs, Kris
Linnainmaa, Juhani
Harvey, Campbell R.
11
Shleifer, Andrei
10
Morellec, Erwan
9
Zhou, Guofu
9
Bakshi, Gurdip S.
8
Chordia, Tarun
8
Fama, Eugene F.
8
Longstaff, Francis A.
8
Pedersen, Lasse Heje
8
Subrahmanyam, Avanidhar
8
Acharya, Viral V.
7
Stambaugh, Robert F.
7
Stulz, René M.
7
Bali, Turan G.
6
Bekaert, Geert
6
Brennan, Michael J.
6
French, Kenneth Ronald
6
Hong, Harrison G.
6
Kelly, Bryan T.
6
Lo, Andrew W.
6
Shanken, Jay
6
Vishny, Robert W.
6
Almeida, Heitor
5
Ang, Andrew
5
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Ferson, Wayne E.
5
Grenadier, Steven R.
5
Johnson, Shane A.
5
Malamud, Semyon
5
Moskowitz, Tobias J.
5
Parlour, Christine A.
5
Santa-Clara, Pedro
5
Wang, Jiang
5
Wang, Neng
5
Allen, Franklin
4
Avramov, Doron
4
Aït-Sahalia, Yacine
4
more ...
less ...
Published in...
All
Journal of financial economics
CREATES research paper
8
CREATES Research Papers
2
Discussion paper / Centre for Economic Policy Research
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Economics letters
1
Finance and economics discussion series
1
Financial analysts journal : FAJ
1
Fisher College of Business working paper series
1
Journal of monetary economics
1
Mathematics and financial economics
1
NBER Working Paper
1
NBER working paper series
1
Netspar Discussion Paper
1
Preprinty NIU VŠE / 9
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
Tuck School of Business working paper / Tuck School of Business at Dartmouth
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
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
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
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:
6
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:
7
Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani
;
Torous, Walter N.
;
Yae, James
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
Saved in:
8
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
9
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
10
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->