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Search: subject:"Fama-French factors"
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CAPM
57
Capital income
41
Kapitaleinkommen
41
Fama-French factors
38
Fama-French model
30
Fama-French-Modell
30
Portfolio selection
23
Portfolio-Management
23
Estimation
21
Schätzung
21
Börsenkurs
16
Share price
16
Theorie
15
Theory
15
Risikoprämie
13
Risk premium
13
Capital market returns
11
Kapitalmarktrendite
11
Beta risk
10
Betafaktor
10
Factor analysis
10
Aktienmarkt
9
Faktorenanalyse
9
Stock market
9
Volatility
9
Volatilität
9
USA
8
United States
8
Emerging economies
7
Estimation theory
7
Forecasting model
7
Prognoseverfahren
7
Schwellenländer
7
Schätztheorie
7
Welt
6
World
6
factor strength
6
Anlageverhalten
5
Arbitrage Pricing
5
Arbitrage pricing
5
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Free
37
Undetermined
33
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Article
57
Book / Working Paper
36
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Article in journal
52
Aufsatz in Zeitschrift
52
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22
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17
Graue Literatur
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English
82
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10
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Pesaran, M. Hashem
9
Eisfeldt, Andrea L.
4
Kim, Edward
4
Papanikolaou, Dimitris
4
Allen, David E.
3
Bailey, Natalia
3
Beaulieu, Marie-Claude
3
Ben Ammar, Semir
3
Eling, Martin
3
Faff, Robert W.
3
Kapetanios, George
3
Khalaf, Lynda
3
Smith, Ron
3
Smith, Ron P.
3
Abhakorn, Pongrapeeporn
2
Bouaddi, Mohammed
2
Božović, Miloš
2
Brighi, Paola
2
Chan, Howard Wei-hong
2
Dufour, Jean-Marie
2
Durand, Robert B.
2
Hollstein, Fabian
2
Lim, Dominic
2
McAleer, Michael
2
Mirza, Nawazish
2
Plastira, Sotiria
2
Smith, Peter N.
2
Taamouti, Abderrahim
2
Wickens, Michael
2
Ahmad, Eatzaz
1
Akey, Pat
1
Ammann, Manuel
1
Apergēs, Nikolaos
1
Arora, Deeksha
1
Avci, S. Burcu
1
Azher, Sara
1
Aït-Sahalia, Yacine
1
Baek, Seungho
1
Banegas, Ayelen
1
Benson, Karen
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
CESifo
1
Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3
1
HAL
1
National Bureau of Economic Research
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Finance, Universität St. Gallen
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CESifo Working Paper
5
CESifo working papers
4
Review of asset pricing studies : RAPS
4
Journal of financial and quantitative analysis : JFQA
3
Pacific-Basin finance journal
3
Annals of financial economics
2
Asia-Pacific journal of financial studies
2
ERIM Report Series Research in Management
2
Finance research letters
2
Global finance journal
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
The Lahore journal of economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of asset management
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers on finance
2
Abacus : a journal of accounting, finance and business studies
1
Applied economics
1
CESifo Working Paper Series
1
CREB working paper
1
Cahier
1
Cahier scientifique
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Corporate ownership & control : international scientific journal
1
Econometric Institute research papers
1
Economic and financial modeling of markets, institutions and instruments
1
Economic modelling
1
Economics & management series
1
Economics Letters
1
Economics letters
1
Energy economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial analysts' journal : FAJ
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Global Finance Journal
1
Global business and finance review
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International finance discussion papers
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International journal of computational economics and econometrics
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International journal of economics and finance
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ECONIS (ZBW)
76
RePEc
12
EconStor
5
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91
Yield spreads as alternative risk factors for size and book-to-market
Hahn, Jaehoon
;
Lee, Hangyong
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003331867
Saved in:
92
Asset pricing and the illiquidity premium
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
The financial review : the official publication of the …
40
(
2005
)
4
,
pp. 429-458
Persistent link: https://www.econbiz.de/10003211775
Saved in:
93
An investigation into the role of liquidity in asset pricing : Australian evidence
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
11
(
2003
)
5
,
pp. 555-572
Persistent link: https://www.econbiz.de/10001806901
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