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~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Volatility"
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CAPM
Financial crisis
Volatility
Theorie
885
Theory
885
USA
838
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838
Börsenkurs
547
Share price
483
Capital income
456
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456
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Harvey, Campbell R.
8
Pedersen, Lasse Heje
7
Acharya, Viral V.
6
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Chabi-Yo, Fousseni
3
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Journal of financial economics
Energy economics
647
Applied economics
625
International review of economics & finance : IREF
544
The North American journal of economics and finance : a journal of financial economics studies
508
Economics letters
461
Applied economics letters
458
Applied financial economics
397
Discussion paper / Centre for Economic Policy Research
374
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
308
Journal of monetary economics
251
Finance and economics discussion series
247
International journal of finance & economics : IJFE
242
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236
Discussion papers / CEPR
216
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206
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205
SpringerLink / Bücher
197
Journal of international economics
188
International Journal of Energy Economics and Policy : IJEEP
174
Cogent economics & finance
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Computational economics
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
139
CREATES research paper
132
Journal of Asian economics
125
Working papers / The Levy Economics Institute
122
The empirical economics letters : a monthly international journal of economics
117
The journal of real estate finance and economics
117
Theoretical and applied economics : GAER review
115
Journal of economics and finance
110
Fisher College of Business working paper series
109
Cambridge journal of economics
106
Journal of economics & business
104
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
92
NBER working paper series
89
Theoretical economics letters
89
Empirical economics : a quarterly journal of the Institute for Advanced Studies
85
Finance a úvěr
83
Cambridge working papers in economics
81
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ECONIS (ZBW)
602
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1
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10
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602
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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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