//--> //--> //--> //-->
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"
~subject:"CAPM"
~subject:"Theory"
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
Theory
USA
809
United States
808
Börsenkurs
181
Share price
181
Capital income
109
Kapitaleinkommen
109
Theorie
82
Estimation
74
Schätzung
74
Anlageverhalten
64
Behavioural finance
64
Ankündigungseffekt
63
Announcement effect
63
Capital market returns
56
Kapitalmarktrendite
56
Portfolio selection
51
Portfolio-Management
51
Takeover
51
Übernahme
51
Investment Fund
49
Investmentfonds
49
Führungskräfte
46
Managers
46
Volatility
46
Volatilität
46
Aktienmarkt
42
Stock market
42
Risikoprämie
33
Risk premium
33
Financial analysis
31
Finanzanalyse
31
Institutional investor
29
Institutioneller Investor
29
Dividend
28
Dividende
28
Securities trading
28
Wertpapierhandel
28
Börsengang
26
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
102
Type of publication (narrower categories)
All
Article in journal
102
Aufsatz in Zeitschrift
102
Language
All
English
102
Author
All
Chan, Louis K. C.
2
Chang, Eric Chieh
2
Guo, Hui
2
Jarrow, Robert A.
2
Kamara, Avraham
2
Karceski, Jason
2
Lakonishok, Josef
2
Maio, Paulo
2
Mauer, David C.
2
Michaely, Roni
2
Post, Thierry
2
Santa-Clara, Pedro
2
Tkac, Paula A.
2
Welch, Ivo
2
Zivney, Terry L.
2
Affleck-Graves, John F.
1
Agarwal, Vikas
1
Agca, Senay
1
Amin, Gaurav S.
1
Andreasen, Martin Møller
1
Babbs, Simon H.
1
Baillie, Richard
1
Bali, Turan G.
1
Balvers, Ronald J.
1
Barnhill, Theodore M.
1
Barry, Christopher Borden
1
Bartling, Björn
1
Bartram, Söhnke M.
1
Bodurtha, James N.
1
Bollerslev, Tim
1
Brennan, Michael J.
1
Brenner, Robin James
1
Brick, Ivan Elliot
1
Broadie, Mark
1
Brooks, Robert
1
Brown, Gregory W.
1
Bruner, Robert F.
1
Buse, Adolf
1
Carroll, Carolyn A.
1
Chatterjea, Arkadev
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,437
Discussion paper / Centre for Economic Policy Research
373
European journal of operational research : EJOR
337
The American economic review
309
The review of financial studies
287
The journal of finance : the journal of the American Finance Association
268
American journal of agricultural economics
247
Working paper
236
The review of economics and statistics
234
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of political economy
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of monetary economics
189
Discussion paper series / IZA
181
Economics letters
179
Applied economics
170
Southern economic journal
169
Finance and economics discussion series
160
Journal of money, credit and banking : JMCB
159
Journal of financial economics
154
Journal of banking & finance
152
International journal of production research
148
CESifo working papers
146
Economic inquiry : journal of the Western Economic Association International
142
The journal of futures markets
133
The quarterly journal of economics
118
International economic review
116
Journal of macroeconomics
116
The economic journal : the journal of the Royal Economic Society
116
Public choice
113
Journal of urban economics
106
Journal of economic dynamics & control
105
Discussion paper
101
Journal of public economics
101
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Applied economics letters
97
Journal of econometrics
95
Journal of economic literature
95
Journal of applied econometrics
94
more ...
less ...
Source
All
ECONIS (ZBW)
102
Showing
1
-
10
of
102
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
Information quality and market efficiency
Ho, Thomas S. Y.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001047149
Saved in:
3
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:
4
A binomial lattice method for pricing corporate debt and modeling Chapter 11 proceedings
Broadie, Mark
;
Kaya, Özgür
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10003484095
Saved in:
5
A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
Saved in:
6
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
Saved in:
7
Transparency, price informativeness, and stock return synchronicity : theory and evidence
Dasgupta, Sudipto
;
Gan, Jie
;
Gao, Ning
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1189-1220
Persistent link: https://www.econbiz.de/10008907345
Saved in:
8
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
9
How syndicate short sales affect the informational efficiency of IPO prices and underpricing
Bartling, Björn
;
Park, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 441-471
Persistent link: https://www.econbiz.de/10003990707
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->