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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Derivative"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Capital asset pricing"
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Derivative
Kapitaleinkommen
CAPM
84
Capital income
38
Estimation
28
Schätzung
28
Theorie
26
Theory
26
Börsenkurs
24
Share price
24
Portfolio selection
22
Portfolio-Management
22
Risikoprämie
21
Risk premium
21
Aktienmarkt
20
Stock market
20
Asset pricing
14
Welt
13
World
13
Risiko
12
Risk
12
ARCH model
10
ARCH-Modell
10
Volatility
10
Volatilität
10
Beta risk
8
Betafaktor
8
USA
8
United States
8
Market integration
7
Marktintegration
7
Liquidity
6
Anlageverhalten
5
Behavioural finance
5
Capital market returns
5
China
5
Exchange rate
5
Exchange rate risk
5
Financial market
5
Finanzmarkt
5
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38
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38
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38
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English
38
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Zaremba, Adam
4
Cakici, Nusret
2
Long, Huaigang
2
Sakemoto, Ryuta
2
Antell, Jan
1
Asgharian, Hossein
1
Azad, A. S. M. Sohel
1
Bekaert, Geert
1
Bley, Jorg
1
Bornholt, Graham
1
Bradrania, M. Reza
1
Buchner, Axel
1
Butt, Hilal Anwar
1
Byrne, Joseph P.
1
Chen, Rongxin
1
Chiah, Mardy
1
Chiang, Thomas C.
1
Chiao, Chaoshin
1
Christiansen, Charlotte
1
De Santis, Roberto A.
1
Dong, Dayong
1
Du, Ding
1
Ebrahim, Muhammed Shahid
1
Fang, Jianchun
1
Fang, Victor
1
Fukuta, Yuichi
1
Girma, Sourafel
1
Gozgor, Giray
1
Guesmi, Khaled
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hou, Ai Jun
1
Hu, Ou
1
Huang, Jianhua Z.
1
Hudson, Robert
1
Hung, Chi-Hsiou D.
1
Hung, Ken
1
Karathanasopoulos, Andreas
1
Kobinger, Sonja
1
Kolari, James W.
1
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Journal of international financial markets, institutions & money
Journal of financial economics
147
NBER working paper series
113
Journal of banking & finance
106
Working paper / National Bureau of Economic Research, Inc.
98
Finance research letters
88
Journal of empirical finance
85
NBER Working Paper
85
The journal of finance : the journal of the American Finance Association
71
International review of financial analysis
59
Pacific-Basin finance journal
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The review of financial studies
53
Applied economics
52
Journal of financial and quantitative analysis : JFQA
50
International review of economics & finance : IREF
41
The European journal of finance
41
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of economic dynamics & control
34
Economics letters
33
Research paper series / Swiss Finance Institute
31
Review of quantitative finance and accounting
31
Journal of risk and financial management : JRFM
30
The journal of futures markets
29
Applied financial economics
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Research in international business and finance
27
Journal of financial markets
26
Journal of investment management : JOIM
26
The journal of asset management
26
Journal of monetary economics
25
International journal of economics and finance
24
Applied economics letters
23
Journal of international money and finance
23
Working paper
23
Discussion papers / CEPR
22
Cogent economics & finance
21
Discussion paper / Centre for Economic Policy Research
21
International journal of theoretical and applied finance
21
Journal of econometrics
21
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ECONIS (ZBW)
38
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38
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Explaining cryptocurrency returns : a prospect theory perspective
Chen, Rongxin
;
Lepori, Gabriele M.
;
Tai, Chung-Ching
; …
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013358719
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