//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of monetary economics"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Quantifying "magic" : creating...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
USA
1,345
United States
1,341
Theorie
270
Theory
270
Börsenkurs
200
Share price
200
Estimation
141
Schätzung
141
Capital income
120
Kapitaleinkommen
120
Geldpolitik
114
Monetary policy
114
Ankündigungseffekt
68
Announcement effect
68
Anlageverhalten
66
Behavioural finance
66
Business cycle
60
Konjunktur
60
Volatility
60
Volatilität
60
Capital market returns
56
Kapitalmarktrendite
56
Portfolio selection
54
Portfolio-Management
54
Takeover
52
Übernahme
52
Schock
51
Shock
51
Investment Fund
49
Investmentfonds
49
Yield curve
49
Zinsstruktur
49
Aktienmarkt
48
Führungskräfte
48
Managers
48
Stock market
48
Inflation
45
Risikoprämie
45
Risk premium
45
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Chang, Eric Chieh
2
Guo, Hui
2
Karceski, Jason
2
Maio, Paulo
2
Affleck-Graves, John F.
1
Aiyagari, Sudhakar Rao
1
Amin, Gaurav S.
1
Bali, Turan G.
1
Balvers, Ronald J.
1
Barry, Christopher Borden
1
Beltratti, Andrea
1
Bodurtha, James N.
1
Brennan, Michael J.
1
Brooks, Robert
1
Buse, Adolf
1
Carroll, Carolyn A.
1
Cecchetti, Stephen G.
1
Chan, Louis K. C.
1
Cogley, Timothy
1
Courtadon, Georges Robert
1
De Giorgi, Enrico
1
Diltz, J. David
1
Engle, Robert F.
1
Errunza, Vihang R.
1
Flesaker, Bjorn
1
Fuhrer, Jeffrey C.
1
Gertler, Mark
1
Gilchrist, Simon
1
Glabadanidis, Paskalis
1
Grammig, Joachim
1
Harlow, W. V.
1
Hemler, Michael Lee
1
Huang, Roger D.
1
Jank, Stephan
1
Jarrow, Robert A.
1
Jennings, Robert H.
1
Jorion, Philippe
1
Jostova, Gergana
1
Karolyi, G. Andrew
1
Kat, Harry M.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Journal of monetary economics
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
Journal of empirical finance
18
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 journal of real estate finance and economics
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
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
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
9
Working papers / Rodney L. White Center for Financial Research
9
American journal of agricultural economics
8
Applied economics
8
Finance and economics discussion series
8
Journal of international financial markets, institutions & money
8
Review of futures markets
8
Discussion papers in economics
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
4
Consumption, the persistence of shocks, and asset price volatility
Rodriguez, Juan Carlos
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1741-1760
Persistent link: https://www.econbiz.de/10003394378
Saved in:
5
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:
6
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:
7
Interest rate risk and the cross section of stock returns
Lioui, Abraham
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 483-511
Persistent link: https://www.econbiz.de/10010487113
Saved in:
8
Bayesian analysis of stochastic betas
Jostova, Gergana
;
Philipov, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
Saved in:
9
Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
Saved in:
10
Habit formation : a resolution of the equity premium puzzle?
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1261-1288
Persistent link: https://www.econbiz.de/10001700859
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->