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CAPM
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Zaremba, Adam
84
Campbell, John Y.
53
Stambaugh, Robert F.
50
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48
Zhang, Lu
48
Harvey, Campbell R.
46
Cakici, Nusret
45
Fabozzi, Frank J.
45
Cochrane, John H.
43
Ferson, Wayne E.
43
Jagannathan, Ravi
42
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39
Hens, Thorsten
36
Zhou, Guofu
36
Hansen, Lars Peter
35
Bali, Turan G.
34
Guo, Hui
33
Madan, Dilip B.
33
He, Xue-zhong
32
Lettau, Martin
32
Bansal, Ravi
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Yaron, Amir
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Zin, Stanley E.
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Chiarella, Carl
29
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Kan, Raymond
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Lo, Andrew W.
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Gagliardini, Patrick
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Hull, John
26
Korajczyk, Robert A.
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Kogan, Leonid
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Robotti, Cesare
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Duffie, Darrell
24
Dumas, Bernard
24
Hommes, Cars H.
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Prokopczuk, Marcel
24
Renault, Eric
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Schlag, Christian
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Hodrick, Robert J.
23
Kelly, Bryan T.
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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
2
Københavns Universitet / Økonomisk Institut
2
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NBER working paper series
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
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Journal of banking & finance
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The review of financial studies
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Finance research letters
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Journal of economic dynamics & control
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Journal of empirical finance
127
International review of financial analysis
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Economics letters
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89
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Applied economics
75
International review of economics & finance : IREF
75
Research paper series / Swiss Finance Institute
74
Pacific-Basin finance journal
70
Journal of monetary economics
69
The North American journal of economics and finance : a journal of financial economics studies
69
Discussion paper / Centre for Economic Policy Research
66
Journal of econometrics
66
The European journal of finance
63
Review of quantitative finance and accounting
59
Journal of international financial markets, institutions & money
58
Journal of international money and finance
58
Economic modelling
57
International journal of theoretical and applied finance
57
Journal of economic theory
55
Working paper
55
Finance and stochastics
53
Discussion papers / CEPR
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Applied financial economics
49
The journal of real estate finance and economics
47
Annals of finance
46
Finance and economics discussion series
44
Swiss Finance Institute Research Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
13,132
EconStor
53
RePEc
9
OLC EcoSci
7
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1
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
2
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003382961
Saved in:
3
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
4
Persistence of ex-ante
volatility
and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
5
Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
6
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Saved in:
7
Factor high-frequency based
volatility
(HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
8
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
Saved in:
9
High frequency returns and
volatility
in financial markets : generalized range
theory
and conditional moment tests of no-arbitrage semi-martingale restrictions
Dobrev, Dobrislav
-
2007
Persistent link: https://www.econbiz.de/10009273657
Saved in:
10
Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium
Koutmos, Dimitrios
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 974-1013
Persistent link: https://www.econbiz.de/10011408549
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