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~person:"Almeida, Caio"
~person:"Han, Bing"
~subject:"Capital market returns"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
Oil price
Risiko
Risk
Kapitalmarktrendite
10
Capital income
8
Kapitaleinkommen
8
Börsenkurs
5
CAPM
5
Estimation
5
Schätzung
5
Share price
5
Forecasting model
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
risk-neutral probability
3
tail risk
3
Idiosyncratic volatility
2
Portfolio selection
2
Portfolio-Management
2
USA
2
United States
2
Volatility
2
Volatilität
2
economic predictability
2
prediction of market returns
2
risk factor
2
1996-2016
1
Aktienoption
1
Ankündigungseffekt
1
Announcement effect
1
Arbitrage
1
Brasilien
1
Brazil
1
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Undetermined
7
Free
2
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Article
10
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Article in journal
Aufsatz in Zeitschrift
10
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
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English
10
Author
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Almeida, Caio
Han, Bing
Zaremba, Adam
25
Long, Huaigang
11
Bali, Turan G.
10
Cakici, Nusret
10
McAleer, Michael
10
Wang, Yudong
9
Zhang, Yaojie
9
Narayan, Paresh Kumar
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Maio, Paulo
7
Zhou, Guofu
7
Atilgan, Yigit
6
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Da, Zhi
5
He, Mengxi
5
Jiang, Yuexiang
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Ruan, Xinfeng
5
Schiereck, Dirk
5
Subrahmanyam, Avanidhar
5
Whitby, Ryan J.
5
Zhang, Jin E.
5
Chai, Daniel
4
Chang, Chia-Lin
4
Chordia, Tarun
4
Daniel, Kent
4
DeLisle, R. Jared
4
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Published in...
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Revista Brasileira de Finanças : RBFin
1
The review of financial studies
1
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ECONIS (ZBW)
10
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10
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1
Option return predictability
Zhan, Xintong
;
Han, Bing
;
Cao, Jie
;
Tong, Qing
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
Saved in:
2
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
3
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
4
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
8
Institutional investment constraints and stock prices
Cao, Jie
;
Han, Bing
;
Wang, Qinghai
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011742051
Saved in:
9
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
10
Cross section of option returns and idiosyncratic stock volatility
Cao, Jie
;
Han, Bing
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 231-249
Persistent link: https://www.econbiz.de/10009746504
Saved in:
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