//--> //--> //--> //-->
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
~language:"eng"
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
Linear Beta Pricing with Ineff...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
17,926
Theorie
11,964
Theory
11,901
Unvollkommene Information
5,207
Incomplete information
5,143
Kapitaleinkommen
5,122
Capital income
5,112
Portfolio-Management
3,843
Portfolio selection
3,827
Börsenkurs
3,689
Share price
3,674
Risikoprämie
3,091
Risk premium
3,084
Schätzung
3,049
Estimation
3,032
Risk
2,196
Risiko
2,185
USA
1,881
United States
1,859
Aktienmarkt
1,708
Stock market
1,684
Volatilität
1,639
Volatility
1,633
Spieltheorie
1,357
Game theory
1,343
Betafaktor
1,170
Beta risk
1,169
Finanzmarkt
1,119
Financial market
1,115
Anlageverhalten
1,045
Behavioural finance
1,034
Optionspreistheorie
1,013
Option pricing theory
1,003
Welt
836
World
830
Prognoseverfahren
798
Forecasting model
794
Zinsstruktur
774
Yield curve
769
Asset pricing
692
more ...
less ...
Online availability
All
Free
8,729
Undetermined
4,575
Type of publication
All
Article
11,750
Book / Working Paper
11,727
Journal
23
Other
7
Type of publication (narrower categories)
All
Article in journal
10,932
Aufsatz in Zeitschrift
10,932
Graue Literatur
4,727
Non-commercial literature
4,727
Working Paper
4,714
Arbeitspapier
4,500
Hochschulschrift
653
Aufsatz im Buch
608
Book section
608
Thesis
527
Collection of articles written by one author
225
Sammlung
225
Collection of articles of several authors
119
Sammelwerk
119
Lehrbuch
98
Textbook
91
Aufsatzsammlung
78
Article
62
Konferenzschrift
59
Conference paper
51
Konferenzbeitrag
51
Systematic review
46
Übersichtsarbeit
46
Bibliografie enthalten
43
Bibliography included
43
Forschungsbericht
31
Conference proceedings
29
Rezension
27
Glossar enthalten
23
Glossary included
23
Reprint
17
Festschrift
16
Amtsdruckschrift
15
Government document
15
Dissertation u.a. Prüfungsschriften
14
Handbook
13
Handbuch
13
research-article
12
Mehrbändiges Werk
10
Multi-volume publication
10
more ...
less ...
Language
All
English
Undetermined
857
German
849
French
119
Spanish
90
Italian
48
Portuguese
19
Polish
8
Danish
7
Russian
3
Swedish
3
Czech
2
Hungarian
2
Norwegian
2
Afrikaans
1
Bulgarian
1
Dutch
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
Morris, Stephen
89
Zaremba, Adam
85
Zhang, Lu
79
Campbell, John Y.
72
Fabozzi, Frank J.
65
Ferson, Wayne E.
64
Bekaert, Geert
59
Bergemann, Dirk
58
Harvey, Campbell R.
58
Hens, Thorsten
58
Hansen, Lars Peter
56
Stambaugh, Robert F.
56
Cochrane, John H.
54
Jarrow, Robert A.
53
Jagannathan, Ravi
52
Robotti, Cesare
49
Cakici, Nusret
48
Lee, Cheng F.
48
Zhou, Guofu
47
Kan, Raymond
46
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Bali, Turan G.
39
Lo, Andrew W.
39
Serrano, Roberto
38
Guo, Hui
37
Duffie, Darrell
36
Kogan, Leonid
36
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Samuelson, Larry
35
Ang, Andrew
34
Lettau, Martin
34
Zin, Stanley E.
34
Bansal, Ravi
33
Chiarella, Carl
33
Dumas, Bernard
33
Polk, Christopher
33
more ...
less ...
Institution
All
National Bureau of Economic Research
500
International Monetary Fund (IMF)
13
Ekonomiska forskningsinstitutet <Stockholm>
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Cowles Foundation for Research in Economics, Yale University
8
University of Chicago / Center for Research in Security Prices
8
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Economic Policy Research
6
Deutsche Forschungsgemeinschaft
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Københavns Universitet / Økonomisk Institut
6
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
6
Rodney L. White Center for Financial Research
6
Social Systems Research Institute
6
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
6
CESifo
5
HAL
5
Nationalekonomiska Institutionen <Lund>
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Svenska Handelshögskolan <Helsinki>
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of Exeter / Department of Economics
5
University of Hong Kong / School of Economics and Finance
5
University of Warwick / Department of Economics
5
American Finance Association
4
Center for Economic Research <Tilburg>
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Graduate School of Economics, Hitotsubashi University
4
Institutet för Internationell Ekonomi <Stockholm>
4
more ...
less ...
Published in...
All
NBER working paper series
487
Working paper / National Bureau of Economic Research, Inc.
436
NBER Working Paper
361
Journal of financial economics
333
Journal of banking & finance
281
The journal of finance : the journal of the American Finance Association
261
The review of financial studies
238
Journal of economic dynamics & control
203
Finance research letters
197
Journal of economic theory
179
Discussion paper / Centre for Economic Policy Research
176
Economics letters
168
Journal of empirical finance
164
Management science : journal of the Institute for Operations Research and the Management Sciences
140
International review of financial analysis
135
Games and economic behavior
134
Journal of financial and quantitative analysis : JFQA
127
Journal of monetary economics
108
Working paper
108
Pacific-Basin finance journal
105
International review of economics & finance : IREF
103
Journal of mathematical economics
102
Discussion papers / CEPR
101
Journal of econometrics
101
Research paper series / Swiss Finance Institute
100
Applied economics
98
Economic modelling
96
Journal of international money and finance
93
International journal of theoretical and applied finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Review of quantitative finance and accounting
89
The European journal of finance
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
86
Journal of international financial markets, institutions & money
86
The North American journal of economics and finance : a journal of financial economics studies
85
CESifo working papers
82
Finance and stochastics
82
Journal of economic behavior & organization : JEBO
82
The journal of futures markets
78
Applied financial economics
77
more ...
less ...
Source
All
ECONIS (ZBW)
22,904
EconStor
279
RePEc
198
USB Cologne (EcoSocSci)
68
BASE
17
USB Cologne (business full texts)
16
Other ZBW resources
16
OLC EcoSci
9
more ...
less ...
Showing
1
-
10
of
23,507
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linear beta pricing with inefficient benchmarks
Diacogiannis, George P.
;
Feldman, David
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500041-135000435
Persistent link: https://www.econbiz.de/10010198269
Saved in:
2
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
3
Do newspaper articles predict aggregate stock returns?
Ammann, Manuel
;
Frey, Roman
;
Verhofen, Michael
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10011303209
Saved in:
4
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
Saved in:
5
End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther
;
Rangvid, Jesper
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10011327248
Saved in:
6
Removing predictable analyst forecast errors to improve implied cost of equity estimates
Mohanram, Partha
;
Gode, Dhananjay K.
- In:
Review of accounting studies
18
(
2013
)
2
,
pp. 443-478
Persistent link: https://www.econbiz.de/10009767181
Saved in:
7
Do investors price accruals quality? : a reexamination in the implied cost of equity capital
Hwang, Lee Seok
;
Lim, Seung-yeon
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 458-490
Persistent link: https://www.econbiz.de/10009618806
Saved in:
8
The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Silva, Raphael Braga da
;
Bressane, Bernardo Prôa
; …
- In:
Latin American business review : journal of the …
13
(
2012
)
4
,
pp. 311-328
Persistent link: https://www.econbiz.de/10009714826
Saved in:
9
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
10
Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.
;
Picard, Alan
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
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...
//-->