//--> //--> //--> //-->
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:"Hou, Kewei"
~person:"Jacobs, Kris"
~person:"Linnainmaa, Juhani"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatility
Capital income
10
Kapitaleinkommen
10
Börsenkurs
7
Share price
7
Theorie
6
Theory
6
Volatilität
6
Estimation
5
Risikoprämie
5
Risk premium
5
Schätzung
5
Forecasting model
4
Option pricing theory
4
Optionspreistheorie
4
Prognoseverfahren
4
USA
4
United States
4
Gewinn
3
Profit
3
Risiko
3
Risk
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Analytical filtering
2
Anlageverhalten
2
Asset pricing
2
Behavioural finance
2
Capital market returns
2
Cash Flow
2
Cash flow
2
Compound Poisson jumps
2
Credit risk
2
Cross-section of stock returns
2
Kapitalmarktrendite
2
Kreditrisiko
2
Mispricing
2
Operating profitability
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Hou, Kewei
Jacobs, Kris
Linnainmaa, Juhani
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
Longstaff, Francis A.
4
Santa-Clara, Pedro
4
Todorov, Viktor
4
Wang, Junbo
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Kapadia, Nishad
3
Kothari, S. P.
3
Langlois, Hugues
3
more ...
less ...
Published in...
All
Journal of financial economics
Fisher College of Business working paper series
9
CREATES research paper
6
Fisher College of Business Working Paper
4
Charles A. Dice Center Working Paper
3
CREATES Research Papers
2
Working paper / National Bureau of Economic Research, Inc.
2
Finance and economics discussion series
1
Financial analysts journal : FAJ
1
Journal of accounting & economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
NBER working paper series
1
Review of finance : journal of the European Finance Association
1
Tuck School of Business working paper / Tuck School of Business at Dartmouth
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
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
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
7
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:
8
Have we solved the idiosyncratic volatility puzzle?
Hou, Kewei
;
Loh, Roger K.
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 167-194
Persistent link: https://www.econbiz.de/10011590682
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->