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CAPM
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83
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32
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32
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31
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29
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27
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23
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23
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22
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21
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20
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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International review of financial analysis
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Pacific-Basin finance journal
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of economic dynamics & control
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60
International review of economics & finance : IREF
59
Economics letters
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55
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Research in international business and finance
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35
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33
International journal of theoretical and applied finance
32
Journal of international money and finance
31
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30
Applied economics letters
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ECONIS (ZBW)
7,997
EconStor
27
RePEc
11
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1
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date (oldest first)
1
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
2
Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin
- In:
International review of financial analysis
41
(
2015
),
pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
Saved in:
3
Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas
;
Hrdlicka, Christopher
;
Kalodimos, Jonathan
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 78-117
Persistent link: https://www.econbiz.de/10010399878
Saved in:
4
Noise trading, transaction costs, and the relationship of stock returns and trading volume
Kramer, Charles
- In:
International review of economics & finance : IREF
8
(
1999
)
4
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001443963
Saved in:
5
Proportional transaction costs on asset trades : a note on existence by homotopy methods
Citanna, Alessandro
-
2001
Persistent link: https://www.econbiz.de/10001564645
Saved in:
6
Proportional Transaction Costs on Asset Trades : A Note on Existence by Homotopy Methods
Citanna, Alessandro
-
2013
Persistent link: https://www.econbiz.de/10014035956
Saved in:
7
High-volume return premium and volume-liquidity premium
Sun, Megan Y.
- In:
Journal of business & economics research
11
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009726503
Saved in:
8
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri
- In:
Finance a úvěr
64
(
2014
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
Saved in:
9
The real side of the high-volume return premium
Israeli, Doron
;
Kaniel, Ron
;
Sridharan, Suhas A.
-
2020
Persistent link: https://www.econbiz.de/10012221698
Saved in:
10
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
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