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~isPartOf:"Journal of financial economics"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Risikoprämie"
~subject:"United States"
~subject:"Volatility"
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Asset pricing models
CAPM
Forecasting model
Risikoprämie
United States
Volatility
Theorie
885
Theory
885
USA
838
Börsenkurs
547
Share price
483
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456
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456
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264
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Stulz, René M.
13
Fama, Eugene F.
12
Harvey, Campbell R.
12
DeAngelo, Harry
11
DeAngelo, Linda
11
French, Kenneth Ronald
11
Chordia, Tarun
10
Longstaff, Francis A.
10
Pedersen, Lasse Heje
9
Denis, David J.
8
Kothari, S. P.
8
McConnell, John J.
8
Shanken, Jay
8
Subrahmanyam, Avanidhar
8
Zhou, Guofu
8
Bakshi, Gurdip S.
7
Bali, Turan G.
7
Barclay, Michael J.
7
Bessembinder, Hendrik
7
Ferson, Wayne E.
7
Graham, John R.
7
Hong, Harrison G.
7
Jacobs, Kris
7
Lerner, Joshua
7
Moskowitz, Tobias J.
7
Nagel, Stefan
7
Richardson, Matthew
7
Ritter, Jay
7
Schultz, Paul H.
7
Stein, Jeremy C.
7
Ang, Andrew
6
Avramov, Doron
6
Baker, Malcolm
6
Campbell, John Y.
6
Christoffersen, Peter F.
6
Gompers, Paul A.
6
James, Christopher M.
6
John, Kose
6
Jordan, Bradford D.
6
Karpoff, Jonathan M.
6
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Harvard Graduate School of Business Administration / Division of Research
2
Symposium on the Structure and Governance of Enterprise <1990, Cambridge, Mass.>
2
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Journal of financial economics
Applied economics
1,837
The review of economics and statistics
1,470
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1,360
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1,347
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1,250
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1,241
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1,012
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955
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851
International review of economics & finance : IREF
781
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754
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
734
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698
Working paper / National Bureau of Economic Research, Inc.
686
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660
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655
The journal of law & economics
649
The North American journal of economics and finance : a journal of financial economics studies
636
The journal of real estate finance and economics
557
Journal of labor economics
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Business economics : the journal of the National Association for Business Economists
514
Journal of urban economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
490
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371
International journal of production economics
354
Journal of agricultural and applied economics
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
318
Journal of international economics
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Economics of education review
315
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
313
Computational economics
312
International journal of finance & economics : IJFE
307
The journal of economics
305
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1,338
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
4
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
7
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:
8
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
9
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
10
Asset pricing with heterogeneous agents and long-run risk
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 941-964
Persistent link: https://www.econbiz.de/10013259610
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