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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
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CAPM
USA
12,199
United States
12,152
Schätzung
1,563
Estimation
1,562
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1,473
Theory
1,473
Wirkungsanalyse
728
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723
Börsenkurs
444
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444
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390
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389
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372
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326
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Lustig, Hanno
6
Campbell, John Y.
5
Hodrick, Robert J.
5
Polk, Christopher
5
Nieuwerburgh, Stijn van
4
Vuolteenaho, Tuomo
4
Bekaert, Geert
3
Ferson, Wayne E.
3
Frankel, Jeffrey A.
3
Guo, Hui
3
Jagannathan, Ravi
3
Karceski, Jason
3
Kōnstantinidēs, Giōrgos
3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Stambaugh, Robert F.
3
Aït-Sahalia, Yacine
2
Bansal, Ravi
2
Brandt, Michael W.
2
Brav, Alon
2
Chan, Louis K. C.
2
Chang, Eric Chieh
2
Christiano, Lawrence J.
2
Cochrane, John H.
2
Cohen, Randolph B.
2
Daniel, Kent
2
Engel, Charles
2
Engle, Robert F.
2
Fisher, Jonas D. M.
2
Froot, Kenneth
2
Géczy, Christopher
2
Hedegaard, Esben
2
Karolyi, G. Andrew
2
Lakonishok, Josef
2
Lamont, Owen A.
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Ludvigson, Sydney C.
2
Maio, Paulo
2
Parker, Jonathan A.
2
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
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 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
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
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ECONIS (ZBW)
126
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126
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1
Reverse engineering the yield curve
Backus, David
-
1994
Persistent link: https://www.econbiz.de/10000886121
Saved in:
2
The valuation of cash flow forecasts : an empirical analysis
Kaplan, Steven N.
-
1994
Persistent link: https://www.econbiz.de/10000888214
Saved in:
3
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000860454
Saved in:
4
The constrained asset share estimation (case) method : testing mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1993
Persistent link: https://www.econbiz.de/10000862880
Saved in:
5
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A.
-
1987
Persistent link: https://www.econbiz.de/10000730437
Saved in:
6
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
7
Conditional mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1989
Persistent link: https://www.econbiz.de/10000762682
Saved in:
8
Consumption and the stock market : interpreting international experience
Campbell, John Y.
-
1996
Persistent link: https://www.econbiz.de/10000592275
Saved in:
9
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
-
1992
Persistent link: https://www.econbiz.de/10000136635
Saved in:
10
Global financial markets and the risk premium on US equity
Chan, K. C.
;
Karolyi, G. Andrew
;
Stulz, René M.
-
1992
Persistent link: https://www.econbiz.de/10000136680
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