//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
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
CAPM, components of beta and t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
495
United States
491
Capital income
377
Kapitaleinkommen
377
Theorie
302
Theory
302
CAPM
252
Estimation
206
Schätzung
206
Börsenkurs
163
Share price
163
Risiko
107
Risikoprämie
97
Risk premium
93
Portfolio selection
85
Portfolio-Management
85
Risk
73
Volatility
62
Volatilität
62
Anlageverhalten
52
Behavioural finance
52
Capital market returns
51
Kapitalmarktrendite
51
Ankündigungseffekt
50
Announcement effect
50
Welt
46
World
46
Aktienmarkt
42
Stock market
42
Forecasting model
40
Prognoseverfahren
40
Investment Fund
36
Investmentfonds
36
Yield curve
34
Zinsstruktur
34
Option pricing theory
30
Optionspreistheorie
30
Asymmetric information
26
Asymmetrische Information
26
Dividend
26
more ...
less ...
Online availability
All
Undetermined
83
Free
9
Type of publication
All
Article
874
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
822
Aufsatz in Zeitschrift
822
Systematic review
5
Übersichtsarbeit
5
Bibliografie enthalten
4
Bibliography included
4
Konferenzschrift
4
Rezension
3
Collection of articles of several authors
2
Conference proceedings
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
840
Undetermined
38
Author
All
Titman, Sheridan
15
Fama, Eugene F.
13
Ferson, Wayne E.
10
French, Kenneth Ronald
10
Stambaugh, Robert F.
9
Pástor, Ľuboš
8
Campbell, John Y.
7
Harvey, Campbell R.
7
Jagannathan, Ravi
7
Lakonishok, Josef
7
O'Hara, Maureen
7
Bansal, Ravi
6
Hong, Harrison G.
6
Jegadeesh, Narasimhan
6
Longstaff, Francis A.
6
Michaely, Roni
6
Ross, Stephen A.
6
Bekaert, Geert
5
Daniel, Kent
5
Easley, David
5
Goetzmann, William N.
5
Hirshleifer, David
5
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Singleton, Kenneth J.
5
Timmermann, Allan
5
Viswanathan, S.
5
Wang, Jiang
5
Aggarwal, Reena
4
Baker, Malcolm
4
Barber, Brad M.
4
Brennan, Michael J.
4
Chan, Louis K. C.
4
Chordia, Tarun
4
Cochrane, John H.
4
Collin-Dufresne, Pierre
4
Conrad, Jennifer S.
4
Cooper, Michael J.
4
more ...
less ...
Institution
All
American Finance Association
4
Published in...
All
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
3,948
NBER working paper series
3,885
NBER Working Paper
3,369
Discussion paper series / IZA
3,209
Applied economics
2,372
Discussion paper / Centre for Economic Policy Research
2,060
CESifo working papers
1,852
IZA Discussion Papers
1,685
Applied economics letters
1,678
International journal of forecasting
1,641
Finance research letters
1,527
Working paper
1,485
Economics letters
1,413
IZA Discussion Paper
1,384
Journal of banking & finance
1,371
Economic modelling
1,305
Energy economics
1,092
International review of financial analysis
1,030
Discussion paper
1,004
International review of economics & finance : IREF
972
Journal of forecasting
939
CESifo Working Paper
905
Journal of financial economics
903
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
897
Applied financial economics
878
Journal of econometrics
820
The review of financial studies
803
Discussion papers / CEPR
793
Journal of international money and finance
787
Discussion paper / Tinbergen Institute
780
European journal of operational research : EJOR
737
Journal of empirical finance
702
The North American journal of economics and finance : a journal of financial economics studies
667
Journal of economic dynamics & control
661
CESifo Working Paper Series
650
Management science : journal of the Institute for Operations Research and the Management Sciences
649
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
642
Research in international business and finance
624
Pacific-Basin finance journal
622
more ...
less ...
Source
All
ECONIS (ZBW)
878
Showing
1
-
10
of
878
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Cederburg, Scott
;
O'Doherty, Michael
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 737-774
Persistent link: https://www.econbiz.de/10011482347
Saved in:
2
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
3
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
4
Resolving the puzzling intertemporal relation between the market
risk
premium and conditional market variance : a two-factor approach
Scruggs, John T.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10001240513
Saved in:
5
Modeling conditional factor
risk
premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
6
An anatomy of commodity futures
risk
premia
Szymanowska, Marta
;
Roon, Frans de
;
Nijman, Theodore E.
; …
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
Saved in:
7
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
8
Term structure of consumption
risk
premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
Saved in:
9
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
10
Average returns, B/M, and share issues
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2971-2995
Persistent link: https://www.econbiz.de/10003823149
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...
//-->