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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Kapitalmarktrendite"
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CAPM
Kapitalmarktrendite
USA
1,037
United States
1,036
Börsenkurs
231
Share price
231
Capital income
151
Kapitaleinkommen
151
Theorie
122
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122
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100
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100
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Financial analysis
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Chordia, Tarun
4
Subrahmanyam, Avanidhar
3
Cao, Jie
2
Chang, Eric Chieh
2
Cheng, Si
2
Goyal, Amit
2
Guo, Hui
2
Hameed, Allaudeen
2
Karceski, Jason
2
Lin, Tse-Chun
2
Longstaff, Francis A.
2
Maio, Paulo
2
Trigeorgis, Lenos
2
Zhou, Guofu
2
Affleck-Graves, John F.
1
Akbas, Ferhat
1
Amin, Gaurav S.
1
Aragon, George O.
1
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1
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1
Avramov, Doron
1
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1
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1
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1
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1
Bansal, Naresh K.
1
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1
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1
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1
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1
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Bissoondoyal-Bheenick, Emawtee
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1
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1
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1
Brooks, Robert
1
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1
Byun, Suk Joon
1
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1
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International review of financial analysis
Journal of financial and quantitative analysis : JFQA
The review of financial studies
184
Working paper / National Bureau of Economic Research, Inc.
152
The journal of finance : the journal of the American Finance Association
137
The journal of futures markets
47
Discussion paper / Centre for Economic Policy Research
46
Journal of financial economics
45
Journal of banking & finance
29
The journal of financial research
28
Advances in futures and options research : a research annual
21
Financial management
21
Journal of empirical finance
21
Journal of political economy
21
Working paper
20
Real estate economics : journal of the American Real Estate and Urban Economics Association
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of international money and finance
16
NBER working paper series
16
Working papers / Rodney L. White Center for Financial Research
15
Applied economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The journal of portfolio management : a publication of Institutional Investor
14
The journal of real estate finance and economics
14
Applied financial economics
13
International review of finance
13
Review of asset pricing studies
13
The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
Review of quantitative finance and accounting
12
Quarterly journal of business and economics : QJBE
11
The journal of fixed income
11
Finance and economics discussion series
10
Journal of monetary economics
10
Macroeconomic dynamics
10
The European journal of finance
10
Advances in quantitative analysis of finance and accounting : a research annual
9
Journal of economics & business
9
Journal of international financial markets, institutions & money
9
American journal of agricultural economics
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ECONIS (ZBW)
97
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1
Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
Saved in:
2
An unobserved component model of asset pricing across financial markets
Cowan, Adrian M.
;
Joutz, Frederick L.
- In:
International review of financial analysis
15
(
2006
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10003286083
Saved in:
3
Rating model arbitrage in CDO markets : an empirical analysis
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 21-33
Persistent link: https://www.econbiz.de/10003850295
Saved in:
4
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
5
A net beta test of asset pricing models
Guermat, Cherif
;
Freeman, Mark C.
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10008668737
Saved in:
6
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
Saved in:
7
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
Saved in:
8
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
9
The impact of investability on asset valuation
Errunza, Vihang R.
;
Ta, Hai
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
Saved in:
10
Inside debt and mergers and acquisitions
Phan, Hieu V.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1365-1401
Persistent link: https://www.econbiz.de/10011338935
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