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~isPartOf:"Journal of financial economics"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Volatility"
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Asset pricing models
CAPM
Forecasting model
Volatility
Theorie
885
Theory
885
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838
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838
Börsenkurs
547
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483
Capital income
456
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456
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Harvey, Campbell R.
9
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7
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7
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6
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6
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3
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3
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3
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3
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Journal of financial economics
Energy economics
864
Applied economics
700
International review of economics & finance : IREF
532
Economics letters
520
Applied economics letters
498
The North American journal of economics and finance : a journal of financial economics studies
475
Applied financial economics
415
Computational economics
289
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
277
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275
International Journal of Energy Economics and Policy : IJEEP
261
Discussion paper / Centre for Economic Policy Research
255
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
Finance and economics discussion series
220
International journal of finance & economics : IJFE
217
CREATES research paper
206
International journal of economics and finance
182
Journal of monetary economics
173
International journal of economics and financial issues : IJEFI
172
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160
Cogent economics & finance
157
Discussion papers / CEPR
157
International journal of production economics
142
The journal of real estate finance and economics
135
The empirical economics letters : a monthly international journal of economics
125
Journal of economics and finance
112
Empirical economics : a quarterly journal of the Institute for Advanced Studies
108
The review of economics and statistics
107
Journal of economics & business
105
American journal of agricultural economics
94
Theoretical economics letters
91
Cambridge working papers in economics
86
Oxford bulletin of economics and statistics
84
Tourism economics : the business and finance of tourism and recreation
84
Journal of international economics
81
Review of financial economics : RFE
81
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Studies in economics and finance
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ECONIS (ZBW)
526
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71
Validity, tightness, and forecasting power of risk premium bounds
Back, Kerry E.
;
Crotty, Kevin
;
Kazempour, Seyed Mohammad
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 732-760
Persistent link: https://www.econbiz.de/10013413176
Saved in:
72
Asset pricing on earnings announcement days
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 1022-1042
Persistent link: https://www.econbiz.de/10013413222
Saved in:
73
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
74
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10013473706
Saved in:
75
Market efficiency in the age of big data
Martin, Ian
;
Nagel, Stefan
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10013473732
Saved in:
76
Ambiguity about volatility and investor behavior
Kostopoulos, Dimitrios
;
Meyer, Steffen
;
Uhr, Charline
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013473738
Saved in:
77
News as sources of jumps in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
Saved in:
78
A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
Saved in:
79
Asset pricing with return extrapolation
Jin, Lawrence J.
;
Sui, Pengfei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 273-295
Persistent link: https://www.econbiz.de/10013473844
Saved in:
80
International asset pricing with strategic business groups1
Massa, Massimo
;
O'Donovan, James
;
Zhang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 339-361
Persistent link: https://www.econbiz.de/10013474359
Saved in:
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