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~subject:"CAPM"
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CAPM
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Campbell, John Y.
47
Stambaugh, Robert F.
47
Cochrane, John H.
42
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Hens, Thorsten
37
Hansen, Lars Peter
36
Fabozzi, Frank J.
34
Zhang, Lu
34
He, Xue-zhong
31
Jagannathan, Ravi
31
Zin, Stanley E.
31
Harvey, Campbell R.
29
Madan, Dilip B.
29
Chiarella, Carl
28
Bekaert, Geert
27
Zhou, Guofu
27
Gagliardini, Patrick
26
Hull, John
26
Yaron, Amir
26
Kan, Raymond
25
Renault, Eric
25
Robotti, Cesare
25
Bansal, Ravi
24
Hommes, Cars H.
24
Ludvigson, Sydney C.
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Duffie, Darrell
23
Longstaff, Francis A.
23
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Lo, Andrew W.
22
Levy, Haim
21
Pástor, Ľuboš
21
Chabi-Yo, Fousseni
20
Fama, Eugene F.
20
Gollier, Christian
20
Gouriéroux, Christian
20
Prokopczuk, Marcel
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Bossaerts, Peter L.
19
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Stanford Institute for Economic Policy Research
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2
Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
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2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
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NBER working paper series
221
Working paper / National Bureau of Economic Research, Inc.
177
Journal of financial economics
164
NBER Working Paper
163
The journal of finance : the journal of the American Finance Association
161
The review of financial studies
144
Journal of banking & finance
128
Journal of economic dynamics & control
122
Finance research letters
86
Journal of empirical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Economics letters
69
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Research paper series / Swiss Finance Institute
62
Journal of economic theory
57
Journal of monetary economics
57
Finance and stochastics
52
Discussion paper / Centre for Economic Policy Research
51
International review of economics & finance : IREF
50
Journal of econometrics
47
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of theoretical and applied finance
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of international money and finance
42
Review of quantitative finance and accounting
42
Journal of mathematical economics
41
Annals of finance
39
Discussion papers / CEPR
39
Swiss Finance Institute Research Paper
39
Finance and economics discussion series
38
The journal of futures markets
38
Advances in futures and options research : a research annual
36
Applied economics
36
Working paper
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
The European journal of finance
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Economic modelling
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ECONIS (ZBW)
9,696
EconStor
40
OLC EcoSci
7
RePEc
6
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1
Risk aversion and the bid-ask spread
Roger, Patrick
;
Eeckhoudt, Louis R.
- In:
European financial management : the journal of the …
5
(
1999
)
3
,
pp. 323-340
Persistent link: https://www.econbiz.de/10001446771
Saved in:
2
Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.
;
Øksendal, Bernt K.
-
2019
Persistent link: https://www.econbiz.de/10012178138
Saved in:
3
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
-
1997
Persistent link: https://www.econbiz.de/10000962219
Saved in:
4
Liquidität und Bewertung : Messung und Management des Illiquiditätsabschlags am deutschen Aktienmarkt
Rojahn, Joachim
-
2008
Persistent link: https://www.econbiz.de/10003773154
Saved in:
5
Payout policy, taxes, and the relation between returns and the bid-ask spread
Gottesman, Aron A.
;
Jacoby, Gady
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003285593
Saved in:
6
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:
7
Arbitrage-free limit order books and the pricing of order flow risk
Lehmann, Bruce Neal
-
2008
schedules as an exercise in asset pricing
theory
with the possible sizes of incoming market orders as the value-relevant states …
Persistent link: https://www.econbiz.de/10003681900
Saved in:
8
Characteristic liquidity, systematic liquidity and expected returns
Bradrania, M. Reza
;
Peat, Maurice
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011299866
Saved in:
9
Liquidity premium and the Corwin-Schultz bid-ask spread estimate
Zhang, Xindong
;
Yang, Junxian
;
Su, Huimin
;
Zhang, Shun
- In:
China finance review international
4
(
2014
)
2
,
pp. 168-186
Persistent link: https://www.econbiz.de/10011337798
Saved in:
10
Efficient complete markets are the rule rather than the exception
Araújo, Aloisio Pessoa de
;
Chateauneuf, Alain
;
Faro, …
-
2015
Persistent link: https://www.econbiz.de/10011344630
Saved in:
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