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The dynamics of international...
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CAPM
Theorie
78
Theory
78
USA
30
Capital income
27
Kapitaleinkommen
27
United States
26
Börsenkurs
21
Share price
20
Portfolio selection
19
Portfolio-Management
19
Asymmetrische Information
18
United Kingdom
18
Asymmetric information
17
Großbritannien
14
Estimation
12
Schätzung
12
Anlageverhalten
11
Risikoprämie
11
Risk premium
11
Ankündigungseffekt
10
Announcement effect
10
Börsengang
10
Initial public offering
10
Vereinigte Staaten
10
Behavioural finance
9
Optionspreistheorie
9
Bilanzpolitik
8
Kapitalmarkt
8
Option pricing theory
8
Capital structure
7
Corporate governance
7
Informationsökonomik
7
Volatility
7
Volatilität
7
Welt
7
World
7
Accounting policy
6
Corporate finance
6
Derivat
6
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Free
5
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4
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Article
20
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7
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Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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1
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English
27
Author
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Brennan, Michael J.
24
Xia, Yihong
10
Subrahmanyam, Avanidhar
4
Wang, Ashley W.
4
Chordia, Tarun
3
Huh, Sahn-Wook
2
Taylor, Alex P.
2
Zhang, Yuzhao
2
Barberis, Nicholas
1
Cao, H. Henry
1
Cheng, Xiaolong
1
Han, Bing
1
Hirshleifer, David
1
Huang, Ming
1
Lee, Edward
1
Lettau, Martin
1
Li, Feifei
1
Liu, Weimin
1
Ludvigson, Sydney C.
1
Schwartz, Eduardo S.
1
Strong, Norman
1
Subrahmanyan, Avanidhar
1
Taylor, Stephen
1
Tong, Qing
1
Xu, Xinzhong
1
Zhang, Harold H.
1
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Rodney L. White Center for Financial Research
2
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The review of financial studies
3
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Rodney L. White Center for Financial Research
2
Corporate finance
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Research paper / International Center for Financial Asset Management and Engineering
1
Review of finance : journal of the European Finance Association
1
The journal of business : B
1
The legacy of Fischer Black
1
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ECONIS (ZBW)
27
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1
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
Saved in:
2
UK evidence on the characteristics versus covariance debate
Lee, Edward
;
Liu, Weimin
;
Strong, Norman
- In:
European financial management : the journal of the …
13
(
2007
)
4
,
pp. 742-756
Persistent link: https://www.econbiz.de/10003534141
Saved in:
3
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
4
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
5
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
6
The mispricing return premium
Brennan, Michael J.
;
Wang, Ashley W.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111
Saved in:
7
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
Saved in:
8
Agency and institutional investment
Brennan, Michael J.
;
Cheng, Xiaolong
;
Li, Feifei
- In:
European financial management : the journal of the …
18
(
2012
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009505341
Saved in:
9
Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyan, Avanidhar
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
Saved in:
10
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
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