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CAPM
Kanada
48,314
Kapitaleinkommen
39,210
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Canada
35,515
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14,653
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3,083
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3,023
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Zaremba, Adam
82
Cakici, Nusret
42
Stambaugh, Robert F.
36
Harvey, Campbell R.
35
Bekaert, Geert
31
Bali, Turan G.
28
Guo, Hui
27
Ferson, Wayne E.
26
Zhou, Guofu
24
Sehgal, Sanjay
20
Zhang, Lu
20
Kelly, Bryan T.
19
Engstrom, Eric
17
Fletcher, Jonathan
17
Jagannathan, Ravi
16
Lettau, Martin
16
Nitschka, Thomas
16
Pástor, Ľuboš
16
Campbell, John Y.
15
Fabozzi, Frank J.
15
Kogan, Leonid
15
Long, Huaigang
15
Jacobs, Kris
14
Reeves, Jonathan J.
14
Santa-Clara, Pedro
14
Veeraraghavan, Madhu
14
Cochrane, John H.
13
Hodrick, Robert J.
13
Pesaran, M. Hashem
13
Schlag, Christian
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Ang, Andrew
12
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12
Cotter, John
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Drew, Michael E.
12
Fama, Eugene F.
12
Grammig, Joachim
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Kandel, Shmuel
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Mark, Nelson C.
12
Rodríguez, Rosa
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Rodney L. White Center for Financial Research
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Chambre de commerce et d'industrie de Paris
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Erasmus Research Institute of Management
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Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
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American Finance Association
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Associazione Operatori Bancari in Titoli
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Stanford Institute for Economic Policy Research
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World Bank / World Development Report Office
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Journal of financial economics
147
NBER working paper series
111
Journal of banking & finance
99
Finance research letters
98
Working paper / National Bureau of Economic Research, Inc.
96
Journal of empirical finance
88
NBER Working Paper
85
International review of financial analysis
63
The journal of finance : the journal of the American Finance Association
63
Pacific-Basin finance journal
58
Applied economics
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
The review of financial studies
46
International review of economics & finance : IREF
42
Journal of international financial markets, institutions & money
40
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of financial and quantitative analysis : JFQA
36
The European journal of finance
36
Economics letters
32
Research paper series / Swiss Finance Institute
30
Research in international business and finance
29
Review of quantitative finance and accounting
29
Applied financial economics
28
Journal of economic dynamics & control
28
Journal of financial markets
28
Journal of risk and financial management : JRFM
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Journal of international money and finance
26
Journal of investment management : JOIM
26
Journal of monetary economics
26
The journal of asset management
25
International journal of economics and finance
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Applied economics letters
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Discussion papers / CEPR
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Economic modelling
22
Cogent economics & finance
21
Discussion paper / Centre for Economic Policy Research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of econometrics
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The journal of real estate finance and economics
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ECONIS (ZBW)
5,262
EconStor
11
RePEc
1
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1
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1
Net equity issuance effect in the UK
Zhou, Hang
;
Armitage, Seth
;
Michou, Maria
- In:
The European journal of finance
25
(
2019
)
15
,
pp. 1420-1439
Persistent link: https://www.econbiz.de/10012207110
Saved in:
2
Assessing asset pricing anomalies
Groot, Wilma de
-
2017
Persistent link: https://www.econbiz.de/10011862366
Saved in:
3
Transactions costs and the equity premium puzzle
Hong, Sanghyun
-
2020
Persistent link: https://www.econbiz.de/10012426834
Saved in:
4
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2023
Persistent link: https://www.econbiz.de/10014417997
Saved in:
5
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2022
Persistent link: https://www.econbiz.de/10013412816
Saved in:
6
Asset pricing, trading costs, and the cross-section of stock returns
Bank, Matthias
- In:
Information, interaction and (in)efficiency in …
,
(pp. 156-169)
.
2008
Persistent link: https://www.econbiz.de/10003741142
Saved in:
7
On the estimation of bid-ask spreads and their implications for stock volatility and return distributions
Choi, Jong-yeon
-
1987
Persistent link: https://www.econbiz.de/10000786453
Saved in:
8
Heterogenous time varying transaction costs and asset pricing in international equity markets
Gregoriou, Andros
;
Ioannidis, Christos
;
Ghosh, Sugata
- In:
Financial markets and portfolio management
23
(
2009
)
3
,
pp. 271-283
Persistent link: https://www.econbiz.de/10003889906
Saved in:
9
The price of correlation risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
10
Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
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