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~type_genre:"Article in journal"
~type_genre:"Article"
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Search: subject:"asset pricing"
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CAPM
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Zaremba, Adam
70
Jarrow, Robert A.
36
Faff, Robert W.
34
Cakici, Nusret
31
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29
Madan, Dilip B.
29
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26
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26
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24
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24
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23
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23
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22
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21
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20
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20
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19
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19
Levy, Haim
19
Satchell, Stephen
19
Kan, Raymond
18
Robotti, Cesare
18
Rubio, Gonzalo
18
Zhang, Lu
18
Bali, Turan G.
17
Campbell, John Y.
17
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16
Lo, Andrew W.
16
Longstaff, Francis A.
16
Brennan, Michael J.
15
Duffie, Darrell
15
Guo, Hui
15
Hommes, Cars H.
15
Li, Bin
15
Renault, Eric
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Shanken, Jay
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14
He, Xue-zhong
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American Finance Association
1
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1
Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Conference on Modelling Monetary and Financial Sectors <2000, Taipeh>
1
Mathematics of Finance Conference <7, 2004, New York, NY>
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
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Journal of financial economics
341
Journal of banking & finance
298
The journal of finance : the journal of the American Finance Association
265
The review of financial studies
265
Finance research letters
217
Journal of economic dynamics & control
192
Journal of empirical finance
174
International review of financial analysis
149
Journal of financial and quantitative analysis : JFQA
137
Management science : journal of the Institute for Operations Research and the Management Sciences
137
Economics letters
117
Pacific-Basin finance journal
115
International review of economics & finance : IREF
108
Applied economics
100
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Journal of international money and finance
97
The European journal of finance
96
Economic modelling
92
International journal of theoretical and applied finance
92
Journal of international financial markets, institutions & money
92
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90
Review of quantitative finance and accounting
90
Journal of monetary economics
89
Finance and stochastics
88
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
83
Journal of econometrics
83
The journal of futures markets
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Journal of mathematical economics
73
Annals of finance
63
The journal of portfolio management : a publication of Institutional Investor
63
Review of finance : journal of the European Finance Association
61
Journal of risk and financial management : JRFM
60
Applied economics letters
57
Journal of financial markets
57
The journal of real estate finance and economics
55
Quantitative finance
54
Economic theory : official journal of the Society for the Advancement of Economic Theory
52
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
9,729
EconStor
80
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1
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10
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9,809
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1
Asset
pricing
and Machine Learning : a critical review
Bagnara, Matteo
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014474349
Saved in:
2
Network centrality, information diffusion and
asset
pricing
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543728
Saved in:
3
Asset
pricing
and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
4
Cost mitigation of factor investing in emerging equity markets
Stankov, Kay
;
Schiereck, Dirk
;
Flögel, Volker
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10014583409
Saved in:
5
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
6
Higher-order moments and
asset
pricing
in the Australian stock market
Ahadzie, Richard Mawulawoea
;
Jeyasreedharan, Nagaratnam
- In:
Accounting and finance
64
(
2024
)
1
,
pp. 75-128
Persistent link: https://www.econbiz.de/10014537473
Saved in:
7
The bitcoin premium : a persistent puzzle
Wilson, Matthew S.
- In:
The B.E. journal of macroeconomics
24
(
2024
)
1
,
pp. 135-148
Persistent link: https://www.econbiz.de/10014580461
Saved in:
8
Pension expenses, risk, and implications for stock returns
Taussig, Roi D.
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490885
Saved in:
9
Salience theory and cryptocurrency returns
Cai, Charlie X.
;
Zhao, Ran
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452075
Saved in:
10
Learning about the consumption risk exposure of firms
Kim, Yongjin
;
Kuehn, Lars-Alexander
;
Li, Kai
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452125
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