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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Kapitalmarktrendite"
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CAPM
Kapitalmarktrendite
USA
809
United States
808
Börsenkurs
181
Share price
181
Capital income
109
Kapitaleinkommen
109
Theorie
82
Theory
82
Estimation
74
Schätzung
74
Anlageverhalten
64
Behavioural finance
64
Ankündigungseffekt
63
Announcement effect
63
Capital market returns
56
Portfolio selection
51
Portfolio-Management
51
Takeover
51
Übernahme
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Investment Fund
49
Investmentfonds
49
Führungskräfte
46
Managers
46
Volatility
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Volatilität
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Aktienmarkt
42
Stock market
42
Risikoprämie
33
Risk premium
33
Financial analysis
31
Finanzanalyse
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Institutional investor
29
Institutioneller Investor
29
Dividend
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Dividende
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Securities trading
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28
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87
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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
Armstrong, Will J.
1
Avino, Davide E.
1
Avramov, Doron
1
Bailey, Warren
1
Baltussen, Guido
1
Balvers, Ronald J.
1
Bansal, Naresh K.
1
Bargeron, Leonce
1
Barry, Christopher Borden
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Bisetti, Emilio
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Bodurtha, James N.
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1
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1
Campbell, T. Colin
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1
Chabi-Yo, Fousseni
1
Chan, Konan
1
Chan, Louis K. C.
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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
International review of financial analysis
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
8
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ECONIS (ZBW)
87
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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
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
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3
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:
4
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:
5
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:
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
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
Saved in:
8
Treasury bond illiquidity and global equity returns
Goyenko, Ruslan
;
Sarkissian, Sergei
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
Saved in:
9
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
10
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
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