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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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CAPM
USA
991
United States
990
Börsenkurs
220
Share price
220
Capital income
153
Kapitaleinkommen
153
Theorie
121
Theory
121
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Chang, Eric Chieh
3
Guo, Hui
2
Karceski, Jason
2
Maio, Paulo
2
Pinegar, J. Michael
2
Affleck-Graves, John F.
1
Amin, Gaurav S.
1
Ang, Andrew
1
Asgharian, Hossein
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Baele, Lieven
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1
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Chan, Louis K. C.
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Chen, Joseph
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Conrad, Christian
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Journal of empirical finance
Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial economics
43
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
Discussion paper / Centre for Economic Policy Research
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper
17
Journal of international money and finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
The journal of portfolio management : a publication of Institutional Investor
13
The journal of real estate finance and economics
13
Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
The journal of financial research
12
Applied financial economics
11
Quarterly journal of business and economics : QJBE
11
Journal of monetary economics
10
Macroeconomic dynamics
10
The European journal of finance
10
The journal of fixed income
10
Advances in quantitative analysis of finance and accounting : a research annual
9
International review of financial analysis
9
Journal of economics & business
9
NBER working paper series
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Working papers / Rodney L. White Center for Financial Research
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American journal of agricultural economics
8
Applied economics
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Finance and economics discussion series
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Journal of international financial markets, institutions & money
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Review of futures markets
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ECONIS (ZBW)
53
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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
The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio
;
Roth, Lukas
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
Saved in:
3
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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
CAPM over the long run : 1926 - 2001
Ang, Andrew
;
Chen, Joseph
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
Saved in:
6
The factor structure of time-varying conditional volume
Chang, Eric Chieh
;
Cheng, Joseph W.
;
Pinegar, J. Michael
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10003699133
Saved in:
7
Asset pricing models and economic risk premia : a decomposition
Balduzzi, Pierluigi
;
Robotti, Cesare
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 54-80
Persistent link: https://www.econbiz.de/10003943937
Saved in:
8
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:
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
Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications"
Conrad, Christian
;
Karanasos, Menelaos
- In:
Journal of empirical finance
29
(
2014
),
pp. 1-2
Persistent link: https://www.econbiz.de/10011302567
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