//--> //--> //--> //-->
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
~subject:"CAPM"
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
A note on "Quarterly returns t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
627,617
Theory
612,714
USA
45,336
United States
44,196
Kapitaleinkommen
39,492
Capital income
39,392
Schätzung
35,798
Estimation
35,062
Welt
27,622
World
26,995
Börsenkurs
23,701
Portfolio-Management
23,694
Portfolio selection
23,485
Share price
23,476
Deutschland
23,368
Geldpolitik
22,959
Monetary policy
22,229
Germany
21,958
Risiko
19,606
Risk
19,456
Prognoseverfahren
17,292
Forecasting model
17,022
Mathematische Optimierung
17,007
Mathematical programming
16,902
Volatilität
15,806
Volatility
15,538
Zeitreihenanalyse
13,947
Time series analysis
13,567
Wirtschaftswachstum
13,512
Economic growth
12,923
Spieltheorie
12,698
Game theory
11,973
Aktienmarkt
11,924
Stock market
11,772
Experiment
11,364
Asymmetrische Information
10,952
Finanzmarkt
10,867
Asymmetric information
10,664
Financial market
10,654
more ...
less ...
Online availability
All
Free
4,489
Undetermined
2,615
Type of publication
All
Article
6,601
Book / Working Paper
6,182
Journal
23
Type of publication (narrower categories)
All
Article in journal
6,230
Aufsatz in Zeitschrift
6,230
Graue Literatur
2,182
Non-commercial literature
2,182
Working Paper
2,028
Arbeitspapier
1,985
Hochschulschrift
535
Thesis
457
Aufsatz im Buch
314
Book section
314
Collection of articles written by one author
121
Sammlung
121
Bibliografie enthalten
102
Bibliography included
102
Lehrbuch
67
Textbook
61
Collection of articles of several authors
55
Sammelwerk
55
Systematic review
38
Übersichtsarbeit
38
Konferenzschrift
29
Aufsatzsammlung
27
Forschungsbericht
27
Conference paper
25
Konferenzbeitrag
25
Glossar enthalten
20
Glossary included
20
Conference proceedings
15
Reprint
11
Amtsdruckschrift
9
Government document
9
Mehrbändiges Werk
7
Multi-volume publication
7
Rezension
7
Mikroform
6
Bibliografie
4
Einführung
4
Handbook
4
Handbuch
4
Article
3
more ...
less ...
Language
All
English
12,305
German
369
French
48
Spanish
40
Italian
26
Portuguese
7
Danish
3
Undetermined
3
Afrikaans
1
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Polish
1
Swedish
1
more ...
less ...
Author
All
Zaremba, Adam
84
Zhang, Lu
58
Campbell, John Y.
51
Stambaugh, Robert F.
50
Bekaert, Geert
46
Cakici, Nusret
45
Harvey, Campbell R.
45
Fabozzi, Frank J.
44
Cochrane, John H.
43
Ferson, Wayne E.
43
Jagannathan, Ravi
41
Jarrow, Robert A.
38
Hens, Thorsten
36
Zhou, Guofu
36
Hansen, Lars Peter
35
Bali, Turan G.
34
Madan, Dilip B.
33
He, Xue-zhong
32
Lettau, Martin
32
Zin, Stanley E.
31
Fama, Eugene F.
29
Guo, Hui
29
Yaron, Amir
29
Chiarella, Carl
28
Lo, Andrew W.
28
Kan, Raymond
27
Gagliardini, Patrick
26
Hull, John
26
Korajczyk, Robert A.
26
Bansal, Ravi
25
Kogan, Leonid
25
Robotti, Cesare
25
Dumas, Bernard
24
Hommes, Cars H.
24
Duffie, Darrell
23
Hodrick, Robert J.
23
Kelly, Bryan T.
23
Longstaff, Francis A.
23
Prokopczuk, Marcel
23
Renault, Eric
23
more ...
less ...
Institution
All
National Bureau of Economic Research
281
Federal Reserve Bank of St. Louis
7
Chambre de commerce et d'industrie de Paris
6
University of Chicago / Center for Research in Security Prices
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Erasmus Research Institute of Management
5
Centre for Analytical Finance <Århus>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Hong Kong / School of Economics and Finance
2
more ...
less ...
Published in...
All
NBER working paper series
272
Journal of financial economics
245
Working paper / National Bureau of Economic Research, Inc.
222
NBER Working Paper
203
The journal of finance : the journal of the American Finance Association
189
Journal of banking & finance
178
The review of financial studies
161
Finance research letters
144
Journal of economic dynamics & control
129
Journal of empirical finance
125
International review of financial analysis
92
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Journal of financial and quantitative analysis : JFQA
88
Economics letters
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Applied economics
73
Research paper series / Swiss Finance Institute
72
International review of economics & finance : IREF
71
Pacific-Basin finance journal
69
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
66
Discussion paper / Centre for Economic Policy Research
63
The European journal of finance
62
Journal of international money and finance
58
Review of quantitative finance and accounting
57
Journal of econometrics
55
Journal of economic theory
55
Journal of international financial markets, institutions & money
54
Economic modelling
51
Finance and stochastics
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Working paper
49
Discussion papers / CEPR
48
International journal of theoretical and applied finance
48
Applied financial economics
47
The journal of real estate finance and economics
47
Finance and economics discussion series
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
The journal of futures markets
43
Annals of finance
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,751
EconStor
46
OLC EcoSci
7
RePEc
2
Showing
1
-
10
of
12,806
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The capital asset pricing model : a critical literature review
Rossi, Matteo
- In:
Global business & economics review
18
(
2016
)
5
,
pp. 604-617
Persistent link: https://www.econbiz.de/10011665485
Saved in:
2
Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000800651
Saved in:
3
Risk is not sufficient to generate a return on investment
Jansen, Benjamin
-
2024
-
This draft: 03/05/2024
Persistent link: https://www.econbiz.de/10015051475
Saved in:
4
The existence of an anomaly in the city indices in Borsa Istanbul
Altin, Hakan
- In:
International journal of corporate finance and …
8
(
2021
)
2
,
pp. 12-27
Persistent link: https://www.econbiz.de/10012666820
Saved in:
5
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan
-
2019
Persistent link: https://www.econbiz.de/10012126157
Saved in:
6
Volatility asset pricing model as an alternative approach?
Kuklik, Robert G.
;
Vacek, Vladislav
- In:
European financial and accounting journal : EFAJ
8
(
2013
)
1
,
pp. 39-66
deductive
theory
based on simplified rationality of the physical world. The behaviour of the markets cannot be derived from …
Persistent link: https://www.econbiz.de/10011460249
Saved in:
7
Impact of cost of capital, financial leverage, and growth rate of dividend on return on investment in Nepalese commercial banks
Aryal, Shova
;
Pradhan, Shyam
- In:
Nepalese journal of economics : a publication of …
7
(
2022
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014294126
Saved in:
8
Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.
;
Gregory, Allan W.
-
1988
Persistent link: https://www.econbiz.de/10000125030
Saved in:
9
Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model
Reid, Sean F.
-
2002
Persistent link: https://www.econbiz.de/10003777077
Saved in:
10
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857147
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...
//-->