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CAPM
Börsenkurs
52,509
Share price
50,983
Volatility
40,916
Volatilität
40,648
Kapitaleinkommen
39,391
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15,985
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12,320
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11,032
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10,248
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9,641
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8,501
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8,292
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7,710
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7,609
Ankündigungseffekt
6,829
Announcement effect
6,774
Risk
6,574
Risiko
6,481
Finanzmarkt
6,056
Financial market
5,962
Wechselkurs
5,820
Exchange rate
5,709
Zeitreihenanalyse
5,557
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Zaremba, Adam
83
Harvey, Campbell R.
46
Bekaert, Geert
45
Cakici, Nusret
45
Stambaugh, Robert F.
43
Campbell, John Y.
42
Guo, Hui
34
Bali, Turan G.
31
Ferson, Wayne E.
31
Zhou, Guofu
29
Zhang, Lu
27
Polk, Christopher
26
Cochrane, John H.
25
Jagannathan, Ravi
24
Sehgal, Sanjay
23
Engstrom, Eric
21
Fabozzi, Frank J.
21
Kelly, Bryan T.
21
Nitschka, Thomas
21
Kogan, Leonid
20
Ludvigson, Sydney C.
20
Veeraraghavan, Madhu
20
Fama, Eugene F.
19
Lettau, Martin
19
Yogo, Motohiro
19
Bansal, Ravi
18
Drew, Michael E.
18
Fletcher, Jonathan
18
Jacobs, Kris
17
Pesaran, M. Hashem
17
Dumas, Bernard
16
Garcia, René
16
He, Xue-zhong
16
Korajczyk, Robert A.
16
Longstaff, Francis A.
16
Pástor, Ľuboš
16
Cotter, John
15
Faff, Robert W.
15
Grobys, Klaus
15
Hodrick, Robert J.
15
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Federal Reserve Bank of St. Louis
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
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3
Federal Reserve System / Board of Governors
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Stanford Institute for Economic Policy Research
3
University of Hong Kong / School of Economics and Finance
3
American Finance Association
2
Birkbeck College / Department of Economics
2
Chambre de commerce et d'industrie de Paris
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Internationaler Währungsfonds / Policy Development and Review Department
2
Svenska Handelshögskolan <Helsinki>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Associazione Operatori Bancari in Titoli
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Aston Bond SA <Lugano>
1
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Boston College / Department of Economics
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1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
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1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Friedrich-Schiller-Universität Jena
1
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Journal of financial economics
188
NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
152
Journal of banking & finance
142
Finance research letters
132
NBER Working Paper
132
Journal of empirical finance
102
The journal of finance : the journal of the American Finance Association
99
International review of financial analysis
93
The review of financial studies
91
Pacific-Basin finance journal
82
Applied economics
70
Management science : journal of the Institute for Operations Research and the Management Sciences
70
International review of economics & finance : IREF
66
Journal of economic dynamics & control
65
The North American journal of economics and finance : a journal of financial economics studies
61
Research paper series / Swiss Finance Institute
54
The European journal of finance
54
Economics letters
53
Journal of financial and quantitative analysis : JFQA
53
Journal of international financial markets, institutions & money
53
Economic modelling
49
Review of quantitative finance and accounting
45
Applied financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of econometrics
39
Discussion papers / CEPR
37
Research in international business and finance
37
Journal of international money and finance
36
Journal of monetary economics
36
Journal of risk and financial management : JRFM
35
Discussion paper / Centre for Economic Policy Research
34
Journal of financial markets
34
International journal of economics and finance
33
International journal of theoretical and applied finance
33
The journal of asset management
32
Working paper
31
Applied economics letters
30
Journal of investment management : JOIM
30
Quantitative finance
29
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ECONIS (ZBW)
8,506
EconStor
30
RePEc
20
OLC EcoSci
2
BASE
1
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1
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
2
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
3
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Saved in:
4
Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model
Jareño, Francisco
;
González Pérez, María de la O
; …
- In:
Acta oeconomica : periodical of the Hungarian Academy …
68
(
2018
)
4
,
pp. 617-638
Persistent link: https://www.econbiz.de/10011971203
Saved in:
5
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Saved in:
6
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
7
Idiosyncratic
volatility
and average stock returns : evidence from Sri Lanka
Perera, H. A. P. K.
;
Ediriwickrama, Tharindu Chamara
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
11
(
2021
)
5
,
pp. 740-754
Persistent link: https://www.econbiz.de/10012797898
Saved in:
8
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
Saved in:
9
Are momentum profits influenced by idiosyncratic
volatility
? : evidence from India
Barik, Nirakar
;
Balakrishnan, A.
- In:
IIMB management review
34
(
2022
)
1
,
pp. 44-53
Persistent link: https://www.econbiz.de/10014266976
Saved in:
10
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
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