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CAPM
Frankreich
79,818
Börsenkurs
51,979
Share price
50,444
France
43,551
Theorie
18,006
Theory
17,678
Aktienmarkt
14,718
Stock market
14,510
Kapitaleinkommen
14,228
Capital income
14,209
Deutschland
13,673
USA
12,654
United States
11,884
Schätzung
11,270
Estimation
10,941
Germany
10,600
Transaction costs
10,193
Transaktionskosten
10,179
Großbritannien
10,011
Volatilität
9,924
Volatility
9,792
Börse
8,569
United Kingdom
8,082
Bourse
6,450
Ankündigungseffekt
5,543
Announcement effect
5,501
Anlageverhalten
5,032
Welt
5,029
Behavioural finance
4,967
World
4,929
Italien
4,670
Prognoseverfahren
3,810
Finanzmarkt
3,749
Forecasting model
3,749
EU-Staaten
3,742
Italy
3,710
Financial market
3,700
EU countries
3,670
Portfolio-Management
3,611
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Free
1,516
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1,102
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2,184
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187
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39
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21
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21
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15
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13
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4
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English
3,925
German
82
French
17
Spanish
5
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3
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Zaremba, Adam
42
Cakici, Nusret
23
Harvey, Campbell R.
20
Bansal, Ravi
17
Bekaert, Geert
16
Campbell, John Y.
15
Polk, Christopher
14
Bali, Turan G.
13
Longstaff, Francis A.
12
Zhong, Angel
12
Pedersen, Lasse Heje
11
Sehgal, Sanjay
11
Timmermann, Allan
11
Yang, Chunpeng
11
Zhou, Guofu
11
Adam, Klaus
10
Bartram, Söhnke M.
10
Ferson, Wayne E.
10
Jagannathan, Ravi
10
Stambaugh, Robert F.
10
Stulz, René M.
10
Tang, Yi
10
Chiah, Mardy
9
Cotter, John
9
Grinblatt, Mark
9
Hommes, Cars H.
9
Kempf, Alexander
9
Ludvigson, Sydney C.
9
Nakov, Anton
9
Nuño, Galo
9
Ziegler, Andreas
9
Artmann, Sabine
8
Demirtas, K. Ozgur
8
Dumas, Bernard
8
Engstrom, Eric
8
Faff, Robert W.
8
Finter, Philipp
8
Frankel, Jeffrey A.
8
He, Xue-zhong
8
Jarrow, Robert A.
8
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National Bureau of Economic Research
70
Federal Reserve System / Board of Governors
3
American Finance Association
2
Birkbeck College / Department of Economics
2
Deutsche Forschungsgemeinschaft
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Chicago / Center for Research in Security Prices
2
Center for Economic Policy Studies
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Friedrich-Schiller-Universität Jena / Wirtschaftswissenschaftliche Fakultät
1
IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
1
International Center for Financial Asset Management and Engineering
1
International Finance Corporation / Economics Dept
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Judge Institute of Management Studies
1
Rodney L. White Center for Financial Research
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Stanford Institute for Economic Policy Research
1
Universität Bremen
1
Universität Mannheim
1
Weltbank / Environment, Infrastructure, and Agriculture Division
1
Weltbank / Policy Research Department / Finance and Private Sector Development Division
1
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
1
World Bank / World Development Report Office
1
Yale University. / Management.
1
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Published in...
All
Journal of financial economics
97
Journal of banking & finance
77
NBER working paper series
70
NBER Working Paper
52
Finance research letters
50
International review of financial analysis
47
Pacific-Basin finance journal
46
The journal of finance : the journal of the American Finance Association
46
Working paper / National Bureau of Economic Research, Inc.
42
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of empirical finance
35
Management science : journal of the Institute for Operations Research and the Management Sciences
33
The review of financial studies
32
Economics letters
30
Applied economics
28
Journal of economic dynamics & control
28
International review of economics & finance : IREF
27
Journal of international financial markets, institutions & money
26
Review of quantitative finance and accounting
26
Research paper series / Swiss Finance Institute
25
The European journal of finance
24
Journal of financial markets
21
Discussion papers / CEPR
18
Research in international business and finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of economic theory
16
Cogent economics & finance
15
International journal of economics and finance
15
Economic modelling
14
Emerging markets, finance and trade : EMFT
14
The journal of real estate finance and economics
14
Applied economics letters
13
Applied financial economics
13
Discussion paper / Centre for Economic Policy Research
13
Finance and stochastics
13
International journal of theoretical and applied finance
13
Journal of econometrics
13
Journal of risk and financial management : JRFM
13
Staff working paper / Bank of Canada
13
Swiss Finance Institute Research Paper
13
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ECONIS (ZBW)
4,025
EconStor
13
Showing
1
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10
of
4,038
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date (oldest first)
1
Liquidity and expected returns : evidence from 1926 - 2008
Baradarannia, M. Reza
;
Peat, Maurice
- In:
International review of financial analysis
29
(
2013
),
pp. 10-23
Persistent link: https://www.econbiz.de/10010244145
Saved in:
2
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
3
Asset pricing under the presence of transactions costs : evidence from the UK stock market
Gregoriou, Andros
;
Ioannidis, Christos
- In:
Ekonomia : the journal of the Cyprus Economic Society
7
(
2004
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003267516
Saved in:
4
Short-term traders and liquidity : a test using Bombay Stock Exchange data
Berkman, Henk
- In:
Journal of financial economics
47
(
1998
)
3
,
pp. 339-355
Persistent link: https://www.econbiz.de/10001234959
Saved in:
5
The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio
;
Roth, Lukas
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
Saved in:
6
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
7
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Bion-Nadal, Jocelyne
- In:
Journal of mathematical economics
45
(
2009
)
11
,
pp. 738-750
Persistent link: https://www.econbiz.de/10003937632
Saved in:
8
Link-save trading
Kaval, K.
;
Molčanov, Il'ja S.
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 710-728
Persistent link: https://www.econbiz.de/10003376552
Saved in:
9
Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs : evidence from the UK stock market
Gregoriou, Andros
;
Ioannidis, Christos
- In:
Empirical economics : a journal of the Institute for …
32
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003458727
Saved in:
10
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
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