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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Estimation
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Journal of financial economics
The journal of economic perspectives : EP ; a journal of the American Economic Association
The review of financial studies
85
Working paper / National Bureau of Economic Research, Inc.
47
Journal of financial and quantitative analysis : JFQA
46
Discussion paper / Centre for Economic Policy Research
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Finance research letters
22
The journal of finance : the journal of the American Finance Association
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Pacific-Basin finance journal
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
12
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10
International review of economics & finance : IREF
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Review of asset pricing studies
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International review of finance
9
Journal of empirical finance
9
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
6
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Journal of international money and finance
5
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5
Review of asset pricing studies : RAPS
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The North American journal of economics and finance : a journal of financial economics studies
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Review of finance : journal of the European Finance Association
4
Accounting and finance
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Applied economics letters
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Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Research in finance
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ECONIS (ZBW)
20
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1
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
Saved in:
2
Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 479-509
Persistent link: https://www.econbiz.de/10011982292
Saved in:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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4
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
5
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
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6
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
7
Are retail traders compensated for providing liquidity?
Barrot, Jean-Noel
;
Kaniel, Ron
;
Sraer, David
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 146-168
Persistent link: https://www.econbiz.de/10011590074
Saved in:
8
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
9
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
Saved in:
10
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
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