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The value premium and time-var...
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CAPM
Volatility
41,002
Volatilität
40,732
Kapitaleinkommen
39,441
Capital income
39,341
Theorie
24,819
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24,470
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Risk premium
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Zaremba, Adam
85
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80
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71
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65
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
59
Harvey, Campbell R.
58
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56
Jagannathan, Ravi
53
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52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Robotti, Cesare
49
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48
Zhou, Guofu
48
Kan, Raymond
46
Lee, Cheng F.
46
Faff, Robert W.
43
He, Xue-zhong
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Lo, Andrew W.
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Bali, Turan G.
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Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
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Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
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9
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8
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University of Chicago / Center for Research in Security Prices
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7
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7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
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6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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4
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4
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4
Stanford Institute for Economic Policy Research
4
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3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
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3
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3
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3
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3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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Finance research letters
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Journal of empirical finance
163
International review of financial analysis
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Economics letters
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Pacific-Basin finance journal
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97
Research paper series / Swiss Finance Institute
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96
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
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88
Journal of econometrics
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Journal of monetary economics
75
Finance and stochastics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Discussion papers / CEPR
66
Journal of economic theory
66
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
57
Swiss Finance Institute Research Paper
57
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ECONIS (ZBW)
18,470
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
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1
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
2
The modelling of stock returns conditionally to the classes of
volatility
of the French market
Ellouz, Siwar
- In:
International journal of managerial and financial accounting
1
(
2008/09
)
3
,
pp. 248-267
Persistent link: https://www.econbiz.de/10003863694
Saved in:
3
Pricing kernels with coskewness and
volatility
risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
4
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:
5
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
6
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:
7
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:
8
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
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9
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
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10
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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