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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Derivative"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Search: subject_exact:"Capital asset pricing"
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Derivative
Kapitaleinkommen
Theory
CAPM
84
Capital income
38
Estimation
28
Schätzung
28
Theorie
26
Börsenkurs
24
Share price
24
Portfolio selection
22
Portfolio-Management
22
Risikoprämie
21
Risk premium
21
Aktienmarkt
20
Stock market
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Asset pricing
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Welt
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World
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Behavioural finance
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English
54
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Zaremba, Adam
4
Cakici, Nusret
2
Christiansen, Charlotte
2
Long, Huaigang
2
Murtazashvili, Irina
2
Sakemoto, Ryuta
2
Vozlyublennaia, Nadia
2
Aggarwal, Raj
1
Antell, Jan
1
Asgharian, Hossein
1
Azad, A. S. M. Sohel
1
Beaulieu, Marie-Claude
1
Bekaert, Geert
1
Bley, Jorg
1
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1
Bradrania, M. Reza
1
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1
Buncic, Daniel
1
Butt, Hilal Anwar
1
Byrne, Joseph P.
1
Chen, Rongxin
1
Chiah, Mardy
1
Chiang, Thomas C.
1
Chiao, Chaoshin
1
Das, Sougata
1
De Santis, Roberto A.
1
DeLint, Christel Rendu
1
Dong, Dayong
1
Du, Ding
1
Ebrahim, Muhammed Shahid
1
Fang, Hsing
1
Fang, Jianchun
1
Fang, Victor
1
Fukuta, Yuichi
1
Gagnon, Marie-Hélène
1
Girma, Sourafel
1
Gozgor, Giray
1
Guesmi, Khaled
1
Gupta, Rangan
1
Hammoudeh, Shawkat
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Journal of international financial markets, institutions & money
NBER working paper series
269
Journal of financial economics
243
Working paper / National Bureau of Economic Research, Inc.
221
NBER Working Paper
202
The journal of finance : the journal of the American Finance Association
192
Journal of banking & finance
185
The review of financial studies
158
Finance research letters
138
Journal of economic dynamics & control
130
Journal of empirical finance
124
International review of financial analysis
92
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Journal of financial and quantitative analysis : JFQA
89
Economics letters
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Applied economics
72
International review of economics & finance : IREF
71
Research paper series / Swiss Finance Institute
70
Pacific-Basin finance journal
69
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of monetary economics
66
Discussion paper / Centre for Economic Policy Research
64
The European journal of finance
64
Journal of international money and finance
57
Review of quantitative finance and accounting
57
Journal of economic theory
55
International journal of theoretical and applied finance
53
Journal of econometrics
53
Finance and stochastics
52
Economic modelling
50
The journal of futures markets
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Working paper
49
Applied financial economics
47
Annals of finance
45
Discussion papers / CEPR
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Finance and economics discussion series
43
The journal of real estate finance and economics
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ECONIS (ZBW)
54
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
Someone like you : lottery-like preference and the cross-section of expected returns in the cryptocurrency market
Zhao, Xiaojuan
;
Wang, Ye
;
Liu, Weiyi
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494879
Saved in:
3
A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
6
Exploring style herding by mutual funds
Santi, Caterina
;
Zwinkels, Remco C. J.
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014433226
Saved in:
7
Understanding idiosyncratic momentum in the Chinese stock market
Lin, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412807
Saved in:
8
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
9
Shadow banking and the cross-section of stock returns
Wei, Xin
;
Liu, Xi
;
Zhang, Xueyong
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013533420
Saved in:
10
Investor attention factors and stock returns : evidence from China
Dong, Dayong
;
Wu, Keke
;
Fang, Jianchun
;
Gozgor, Giray
; …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013357014
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