//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Drew, Michael E."
~person:"Gil-Alaña, Luis A."
~subject:"1995-2001"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"CAPM"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
1995-2001
Zeitreihenanalyse
CAPM
27
Capital income
13
Kapitaleinkommen
13
Estimation
9
Schätzung
9
Portfolio selection
8
Portfolio-Management
8
Risikoprämie
8
Risk premium
8
Australia
7
Australien
7
Aktienmarkt
6
Stock market
6
Time series analysis
5
Beta risk
4
Betafaktor
4
Risiko
4
Risk
4
China
3
Malaysia
3
Mean Reversion
3
Mean reversion
3
Theorie
3
Theory
3
long memory
3
mean reversion
3
persistence
3
1990-2002
2
1991-1999
2
1997-2002
2
Anlageverhalten
2
Behavioural finance
2
Betriebliche Liquidität
2
Börsenkurs
2
Corporate liquidity
2
Forecasting model
2
Neuseeland
2
New Zealand
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Drew, Michael E.
Gil-Alaña, Luis A.
Pesaran, M. Hashem
7
Mykland, Per A.
6
Yamagata, Takashi
6
Zhang, Lan
6
Calvet, Laurent E.
5
Lo, Andrew W.
5
Artmann, Sabine
4
Aït-Sahalia, Yacine
4
Brock, William A.
4
Engel, Charles
4
Finter, Philipp
4
Friedman, Benjamin M.
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
Harvey, Campbell R.
4
Kempf, Alexander
4
Koch, Stefan
4
Kuttner, Kenneth N.
4
Peng, Liang
4
Prokopczuk, Marcel
4
Reeves, Jonathan J.
4
Sibbertsen, Philipp
4
Theissen, Erik
4
Wen, Quan
4
Ammann, Manuel
3
Bai, Jennie
3
Bali, Turan G.
3
Becker, Janis
3
Bianchi, Daniele
3
Caporale, Guglielmo Maria
3
Cenesizoglu, Tolga
3
Christoffersen, Peter F.
3
Engsted, Tom
3
Faria, Gonçalo
3
Fisher, Adlai J.
3
Ghattassi, Imen
3
Giovannini, Alberto
3
Grassi, Stefano
3
more ...
less ...
Published in...
All
CESifo working papers
2
Discussion papers in economics, finance and international competitiveness
2
Journal of economics and finance : JEF
1
Review of Pacific Basin financial markets and policies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
2
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper provides evidence on the degree of persistence of one of the key components of the
CAPM
, namely the market …
Persistent link: https://www.econbiz.de/10012199998
Saved in:
3
Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This paper examines the stochastic behaviour of the realized betas within the one-factor
CAPM
for the six companies …
Persistent link: https://www.econbiz.de/10012194334
Saved in:
4
The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert
;
Drew, Michael E.
;
Whittaker, Timothy
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
Saved in:
5
Pricing of equities in China : evidence from the Shanghai Stock Exchange
Drew, Michael E.
;
Naughton, Tony
;
Veeraraghavan, Madhu
-
2004
Persistent link: https://www.econbiz.de/10002021947
Saved in:
6
Idiosyncratic volatility : evidence from Asia
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2002
Persistent link: https://www.econbiz.de/10001674061
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->