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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistics"
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CAPM
USA
1,305
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Börsenkurs
323
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323
Capital income
249
Kapitaleinkommen
249
Theorie
212
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212
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147
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116
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Ferson, Wayne E.
6
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5
French, Kenneth Ronald
5
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3
Jagannathan, Ravi
3
Bansal, Ravi
2
Cochrane, John H.
2
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2
Driessen, Joost
2
Elton, Edwin J.
2
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2
Knez, Peter J.
2
Lo, Andrew W.
2
Michaely, Roni
2
Richardson, Matthew
2
Titman, Sheridan
2
Torous, Walter N.
2
Wang, Jiang
2
Wang, Kevin Q.
2
Affleck-Graves, John F.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Busse, Jeffrey A.
1
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1
Chan, K. C.
1
Chang, Yen-Cheng
1
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American Finance Association
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The journal of finance : the journal of the American Finance Association
The review of financial studies
106
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Journal of financial economics
44
Journal of financial and quantitative analysis : JFQA
35
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
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18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The financial review : the official publication of the Eastern Finance Association
13
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International review of financial analysis
9
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9
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9
American journal of agricultural economics
8
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8
Review of futures markets
8
Finance research letters
7
Journal of economic dynamics & control
7
Managerial finance
7
Review of financial economics : RFE
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Financial analysts' journal : FAJ
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ECONIS (ZBW)
110
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1
A new test of risk factor relevance
Chinco, Alex
;
Hartzmark, Samuel M.
;
Sussman, Abigail B.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
Saved in:
2
Stock market and no-dividend stocks
Atmaz, Adem
;
Başak, Suleyman
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Saved in:
3
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
Saved in:
4
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
5
Long-run risk : is it there?
Liu, Yukun
;
Matthies, Ben
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1587-1633
Persistent link: https://www.econbiz.de/10013279745
Saved in:
6
Testing disagreement models
Chang, Yen-Cheng
;
Hsiao, Pei-Jie
;
Ljungqvist, Alexander
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2239-2285
Persistent link: https://www.econbiz.de/10013279813
Saved in:
7
A labor capital asset pricing model
Kuehn, Lars-Alexander
;
Simutin, Mikhail
;
Wang, Jessie Jiaxu
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2131-2178
Persistent link: https://www.econbiz.de/10011764351
Saved in:
8
Asset pricing without garbage
Kroencke, Tim-Alexander
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 47-98
Persistent link: https://www.econbiz.de/10011738335
Saved in:
9
Learning about consumption dynamics
Johannes, Michael
;
Lochstoer, Lars A.
;
Mou, Yiqun
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 551-600
Persistent link: https://www.econbiz.de/10011482334
Saved in:
10
Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Cederburg, Scott
;
O'Doherty, Michael
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 737-774
Persistent link: https://www.econbiz.de/10011482347
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