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~isPartOf:"The review of financial studies"
~subject:"Capital market returns"
~type_genre:"Article in journal"
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Capital market returns
Financial economics
38
Kapitalmarkttheorie
38
Theorie
29
Theory
29
Börsenkurs
7
Share price
7
USA
7
United States
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Asymmetric information
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Asymmetrische Information
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Risikoprämie
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Risk premium
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Allgemeines Gleichgewicht
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CAPM
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Economics of information
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Financial market
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Finanzmarkt
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General equilibrium
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Incomplete market
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Informationsökonomik
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Kapitalmarktrendite
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Liquidity
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Liquidität
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Securities trading
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Transaktionskosten
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Unvollkommener Markt
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Volatility
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Volatilität
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Wertpapierhandel
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Adverse Selektion
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Adverse selection
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Aktie
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Anlageverhalten
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Chernov, Mikhail
1
Gu, Shihao
1
Kelly, Bryan T.
1
Linnainmaa, Juhani
1
Lochstoer, Lars A.
1
Lundeby, Stig R. H.
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Roberts, Michael R.
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Xiu, Dacheng
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The review of financial studies
Journal of financial economics
4
Australian journal of management
2
Emerging markets, finance and trade : EMFT
2
Journal of monetary economics
2
Annual review of financial economics
1
Cogent economics & finance
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Review of asset pricing studies
1
The IUP journal of applied economics
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of private equity
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
2
Empirical asset pricing via machine learning
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2223-2273
Persistent link: https://www.econbiz.de/10012244733
Saved in:
3
The history of the cross-section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2606-2649
Persistent link: https://www.econbiz.de/10011927146
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