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person:"Zhang, Lu"
~person:"Ferson, Wayne E."
~subject:"Betafaktor"
~subject:"Economy of time"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Betafaktor
Economy of time
Kapitaleinkommen
Capital income
67
CAPM
26
USA
25
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25
Theorie
23
Theory
23
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17
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17
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9
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Zhang, Lu
Ferson, Wayne E.
Gupta, Rangan
151
Caporale, Guglielmo Maria
104
Zaremba, Adam
97
McMillan, David G.
71
Narayan, Paresh Kumar
60
Wohar, Mark E.
60
Timmermann, Allan
57
Diebold, Francis X.
56
Bekaert, Geert
55
Bollerslev, Tim
55
Pierdzioch, Christian
54
Gil-Alaña, Luis A.
53
Plastun, Alex
53
Bouri, Elie
52
Faff, Robert W.
50
Guidolin, Massimo
50
Bali, Turan G.
49
McAleer, Michael
48
Campbell, John Y.
46
Cakici, Nusret
43
Titman, Sheridan
43
Ma, Feng
41
Harvey, Campbell R.
40
Hoesli, Martin
39
Tiwari, Aviral Kumar
39
Stambaugh, Robert F.
37
Wang, Yudong
37
Andersen, Torben
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Bohl, Martin T.
35
Brooks, Robert
35
Chiang, Thomas C.
34
Pástor, Ľuboš
34
Sehgal, Sanjay
34
Zhang, Wei
34
Guo, Hui
32
Lux, Thomas
32
Nguyen, Duc Khuong
32
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4
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4
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3
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3
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3
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ECONIS (ZBW)
67
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1
Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A.
- In:
The review of financial studies
11
(
1998
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10001239331
Saved in:
2
Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 123-184
Persistent link: https://www.econbiz.de/10001403943
Saved in:
3
Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001370322
Saved in:
4
Seasonality and heteroscedasticity in consumption-based asset pricing : an analysis of linear models
Ferson, Wayne E.
- In:
Research in finance
11
(
1993
),
pp. 1-35
Persistent link: https://www.econbiz.de/10001159879
Saved in:
5
The variation of economic risk premiums
Ferson, Wayne E.
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
Saved in:
6
Sources of predictability in portfolio returns
Ferson, Wayne E.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001108461
Saved in:
7
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
Saved in:
8
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
Saved in:
9
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1625-1665
Persistent link: https://www.econbiz.de/10001236726
Saved in:
10
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
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