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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
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CAPM
USA
1,037
United States
1,036
Capital income
750
Kapitaleinkommen
750
Börsenkurs
549
Share price
548
Portfolio selection
466
Portfolio-Management
466
Theorie
324
Theory
324
Estimation
286
Schätzung
286
Aktienmarkt
280
Stock market
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Financial crisis
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276
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261
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Ankündigungseffekt
132
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132
Risk
131
Risiko
130
Capital market returns
101
Kapitalmarktrendite
101
Risikoprämie
101
Risk premium
101
Spillover effect
89
Spillover-Effekt
89
China
84
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81
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81
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Zaremba, Adam
5
Zhong, Angel
4
Brooks, Chris
3
Maio, Paulo
3
Anderson, Keith
2
Bali, Turan G.
2
Cakici, Nusret
2
Chang, Eric Chieh
2
Feunou, Bruno
2
Fieberg, Christian
2
Gray, Philip K.
2
Guermat, Cherif
2
Guo, Hui
2
Karceski, Jason
2
Li, Youwei
2
Mandal, Anandadeep
2
Peat, Maurice
2
Poshakwale, Sunil S.
2
Qadan, Mahmoud
2
Rubio, Gonzalo
2
Saxena, Konark
2
Wei, K. C. John
2
Abad Díaz, David
1
Affleck-Graves, John F.
1
Aharon, David Y.
1
Ahmad, Fawad
1
Ahn, Seung Chan
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alonso-Conde, Ana B.
1
Amin, Gaurav S.
1
Ang, Tze Chuan
1
Arshanapalli, Bala Gangadhar
1
Asgharian, Hossein
1
Azad, A. S. M. Sohel
1
Bagley, Charles N.
1
Ballotta, Laura
1
Balvers, Ronald J.
1
Baradarannia, M. Reza
1
Barone-Adesi, Giovanni
1
Barry, Christopher Borden
1
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International review of financial analysis
Journal of financial and quantitative analysis : JFQA
Journal of financial economics
190
Working paper / National Bureau of Economic Research, Inc.
181
NBER working paper series
168
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
145
The review of financial studies
136
Finance research letters
123
Journal of empirical finance
113
NBER Working Paper
111
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Applied economics
68
Pacific-Basin finance journal
63
International review of economics & finance : IREF
62
Journal of economic dynamics & control
60
Research paper series / Swiss Finance Institute
59
Journal of international financial markets, institutions & money
53
The European journal of finance
52
The North American journal of economics and finance : a journal of financial economics studies
49
The journal of portfolio management : a publication of Institutional Investor
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Discussion paper / Centre for Economic Policy Research
44
Applied financial economics
43
Economic modelling
42
Review of quantitative finance and accounting
42
The journal of asset management
41
Discussion papers / CEPR
39
Economics letters
39
Journal of international money and finance
38
Journal of risk and financial management : JRFM
37
Working paper
37
Journal of investment management : JOIM
36
Journal of monetary economics
34
Research in international business and finance
34
Swiss Finance Institute Research Paper
34
The journal of futures markets
34
Journal of financial markets
33
Quantitative finance
30
Annals of finance
29
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ECONIS (ZBW)
155
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155
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1
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
Saved in:
2
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
3
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
4
Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
Saved in:
5
Value at risk, mispricing and expected returns
Yang, Baochen
;
Ma, Yao
- In:
International review of financial analysis
78
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013252729
Saved in:
6
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
7
Beta active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
8
Some extensions of the CAPM for individual assets
Vendrame, Vasco
;
Tucker, Jon
;
Guermat, Cherif
- In:
International review of financial analysis
44
(
2016
),
pp. 78-85
Persistent link: https://www.econbiz.de/10011623808
Saved in:
9
UK equity mutual fund alphas make a comeback
Mateus, Irina Bezhentseva
;
Mateus, Cesario
;
Todorovic, …
- In:
International review of financial analysis
44
(
2016
),
pp. 98-110
Persistent link: https://www.econbiz.de/10011623949
Saved in:
10
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
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