//--> //--> //--> //-->
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 economics"
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
Efficient estimation of linear...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
324
Theorie
163
Theory
163
Capital income
147
Kapitaleinkommen
147
Risikoprämie
105
Risk premium
105
Börsenkurs
92
Share price
92
Estimation
81
Schätzung
81
Portfolio selection
58
Portfolio-Management
58
Risk
51
Risiko
50
Volatility
48
Volatilität
48
USA
47
United States
47
Forecasting model
38
Prognoseverfahren
38
Asset pricing
33
Estimation theory
30
Schätztheorie
30
Yield curve
28
Zinsstruktur
28
Anlageverhalten
26
Behavioural finance
26
Beta risk
23
Betafaktor
23
Capital market returns
18
Kapitalmarktrendite
18
Financial economics
16
Kapitalmarkttheorie
16
Aktienmarkt
15
Erwartungsbildung
15
Expectation formation
15
Stock market
15
Welt
15
World
15
more ...
less ...
Online availability
All
Undetermined
156
Free
1
Type of publication
All
Article
340
Type of publication (narrower categories)
All
Article in journal
339
Aufsatz in Zeitschrift
339
Systematic review
1
Übersichtsarbeit
1
Language
All
English
340
Author
All
Bakshi, Gurdip S.
6
Fama, Eugene F.
6
Pedersen, Lasse Heje
6
Bali, Turan G.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Kelly, Bryan T.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Santa-Clara, Pedro
4
Wang, Junbo
4
Avramov, Doron
3
Barroso, Pedro
3
Hou, Kewei
3
Kan, Raymond
3
Kothari, S. P.
3
Langlois, Hugues
3
Lo, Andrew W.
3
MacKinlay, Archie Craig
3
Nagel, Stefan
3
Novy-Marx, Robert
3
Pástor, Ľuboš
3
Richardson, Matthew
3
Robotti, Cesare
3
Sadka, Ronnie
3
Timmermann, Allan
3
Wu, Chunchi
3
Zhang, Lu
3
Zhou, Guofu
3
Acharya, Viral V.
2
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
1,698
Economics letters
1,082
Econometric theory
732
NBER working paper series
684
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
664
NBER Working Paper
603
Working paper / National Bureau of Economic Research, Inc.
543
Econometric reviews
458
CEMMAP working papers / Centre for Microdata Methods and Practice
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
359
Discussion paper / Tinbergen Institute
352
Journal of banking & finance
347
Journal of the American Statistical Association : JASA
326
The econometrics journal
272
The journal of finance : the journal of the American Finance Association
268
Applied economics
266
Finance research letters
261
Journal of economic dynamics & control
260
Série des documents de travail / Centre de Recherche en Économie et Statistique
253
Applied economics letters
248
The review of financial studies
243
Journal of empirical finance
234
Journal of applied econometrics
231
Cowles Foundation discussion paper
227
Economic modelling
225
European journal of operational research : EJOR
225
Working paper
223
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
216
Discussion paper
203
Discussion paper series / IZA
202
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
Discussion paper / Center for Economic Research, Tilburg University
197
Oxford bulletin of economics and statistics
196
Working paper / Department of Econometrics and Business Statistics, Monash University
176
Journal of quantitative economics : official journal of the Indian Econometric Society
173
Discussion paper / Centre for Economic Policy Research
168
CREATES research paper
167
Management science : journal of the Institute for Operations Research and the Management Sciences
165
The review of economics and statistics
165
more ...
less ...
Source
All
ECONIS (ZBW)
340
Showing
1
-
10
of
340
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
2
Liquidity biases in asset pricing tests
Asparouhova, Elena
;
Bessembinder, Hendrik
;
Kalcheva, Ivalina
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Saved in:
3
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
4
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Saved in:
5
Estimating the market risk premium
Mayfield, E. Scott
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 465-496
Persistent link: https://www.econbiz.de/10002204615
Saved in:
6
Term structure estimation without using latent factors
Duffee, Greg
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 507-536
Persistent link: https://www.econbiz.de/10003289292
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
8
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
9
Pricing the term structure with linear regressions
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 110-138
Persistent link: https://www.econbiz.de/10010207769
Saved in:
10
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
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...
//-->