//--> //--> //--> //-->
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:"Jacobs, Kris"
~person:"Langlois, Hugues"
~person:"Santa-Clara, Pedro"
~person:"Wang, Junbo"
~source:"econis"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"United States"
~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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Forecasting model
United States
Volatility
CAPM
12
Kapitaleinkommen
11
Estimation
8
Risikoprämie
8
Risk premium
8
Schätzung
8
Theorie
7
Theory
7
Volatilität
7
USA
6
Option pricing theory
5
Optionspreistheorie
5
Prognoseverfahren
5
Risiko
4
Risk
4
Yield curve
4
Zinsstruktur
4
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Analytical filtering
2
Asset pricing models
2
Compound Poisson jumps
2
Corporate bond
2
Credit risk
2
Cross-section of stock returns
2
Estimation theory
2
Kreditrisiko
2
Method of moments
2
Momentenmethode
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Jacobs, Kris
Langlois, Hugues
Santa-Clara, Pedro
Wang, Junbo
Stulz, René M.
14
Fama, Eugene F.
13
DeAngelo, Harry
11
DeAngelo, Linda
11
French, Kenneth Ronald
11
Bessembinder, Hendrik
9
Harvey, Campbell R.
9
Longstaff, Francis A.
9
Subrahmanyam, Avanidhar
9
Bali, Turan G.
8
Chordia, Tarun
8
Denis, David J.
8
McConnell, John J.
8
Baker, Malcolm
7
Barclay, Michael J.
7
Hong, Harrison G.
7
Linnainmaa, Juhani
7
Moskowitz, Tobias J.
7
Pedersen, Lasse Heje
7
Richardson, Matthew
7
Ritter, Jay
7
Schultz, Paul H.
7
Starks, Laura T.
7
Stein, Jeremy C.
7
Walkling, Ralph A.
7
Zhou, Guofu
7
Campbell, John Y.
6
Christoffersen, Peter F.
6
Ferson, Wayne E.
6
Graham, John R.
6
Hirshleifer, David
6
James, Christopher M.
6
John, Kose
6
Jordan, Bradford D.
6
Karpoff, Jonathan M.
6
Keloharju, Matti
6
Kothari, S. P.
6
Lerner, Joshua
6
Massa, Massimo
6
more ...
less ...
Published in...
All
Journal of financial economics
CREATES research paper
6
Advances in Pacific Basin business, economics, and finance
2
Finance and economics discussion series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
8
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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
Forecasting stock market returns : the sum of the parts is more than the whole
Ferreira, Miguel A.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 514-537
Persistent link: https://www.econbiz.de/10009242099
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->