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CAPM
Theorie
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Theory
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USA
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Campbell, John Y.
56
Stambaugh, Robert F.
47
Cochrane, John H.
45
Harvey, Campbell R.
44
Zaremba, Adam
44
Jarrow, Robert A.
41
Ferson, Wayne E.
40
Bekaert, Geert
38
Fabozzi, Frank J.
38
Jagannathan, Ravi
38
Zhang, Lu
38
Hansen, Lars Peter
33
Hens, Thorsten
33
He, Xue-zhong
32
Zhou, Guofu
32
Bansal, Ravi
31
Zin, Stanley E.
31
Hommes, Cars H.
30
Madan, Dilip B.
30
Yaron, Amir
30
Cakici, Nusret
29
Longstaff, Francis A.
29
Chiarella, Carl
28
Hull, John
26
Dumas, Bernard
25
Gagliardini, Patrick
25
Kan, Raymond
25
Robotti, Cesare
25
Ludvigson, Sydney C.
24
Renault, Eric
24
Bali, Turan G.
23
Duffie, Darrell
23
Lo, Andrew W.
23
Polk, Christopher
23
Epstein, Larry G.
22
Fama, Eugene F.
22
Gollier, Christian
22
Gouriéroux, Christian
22
Lettau, Martin
22
Prokopczuk, Marcel
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National Bureau of Economic Research
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Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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University of Chicago / Center for Research in Security Prices
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Centre for Analytical Finance <Århus>
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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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Svenska Handelshögskolan <Helsinki>
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American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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International Center for Financial Asset Management and Engineering
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Springer Fachmedien Wiesbaden
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Stanford Institute for Economic Policy Research
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École des Hautes Études Commerciales <Lausanne>
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of New York
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INSEAD
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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NBER working paper series
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Journal of financial economics
203
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
183
The journal of finance : the journal of the American Finance Association
177
Journal of banking & finance
171
The review of financial studies
155
Journal of economic dynamics & control
129
Finance research letters
115
Journal of empirical finance
93
Economics letters
78
International review of financial analysis
77
Management science : journal of the Institute for Operations Research and the Management Sciences
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Research paper series / Swiss Finance Institute
71
Journal of financial and quantitative analysis : JFQA
70
International review of economics & finance : IREF
63
Discussion paper / Centre for Economic Policy Research
59
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of monetary economics
57
Journal of economic theory
56
Finance and stochastics
53
Pacific-Basin finance journal
53
Review of quantitative finance and accounting
53
Applied economics
52
Journal of econometrics
52
Journal of international money and finance
49
Discussion papers / CEPR
47
International journal of theoretical and applied finance
46
Working paper
46
Journal of international financial markets, institutions & money
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
The European journal of finance
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Annals of finance
41
Finance and economics discussion series
40
Swiss Finance Institute Research Paper
40
Economic modelling
39
The journal of real estate finance and economics
39
The journal of futures markets
38
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ECONIS (ZBW)
11,528
EconStor
42
OLC EcoSci
7
RePEc
1
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1
A classical model of speculative asset price dynamics
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2021
Persistent link: https://www.econbiz.de/10013256956
Saved in:
2
Investing when knowledge is limited : essays in financial economics
Walden, Johan
-
2005
Persistent link: https://www.econbiz.de/10003555363
Saved in:
3
Rational speculators, contrarians, and excess volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Saved in:
4
Speculative
bubbles
and the cross-sectional variation in stock returns
Anderson, Keith
;
Brooks, Chris
- In:
International review of financial analysis
35
(
2014
),
pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
Saved in:
5
Rational and near-rational
bubbles
without drift
Lansing, Kevin J.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003722266
Saved in:
6
Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark
;
Wang, Shujing
;
Wei, K. C. John
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
Saved in:
7
Probability of Price Crashes, Rational Speculative
Bubbles
, and the Cross-Section of Stock Returns
Jang, Jeewon
-
2018
timing
bubbles
and crashes of individual stocks. Our findings imply that sophisticated investors may not always trade against … rational speculative
bubbles
, not entirely from sentiment-driven overpricing …
Persistent link: https://www.econbiz.de/10012931108
Saved in:
8
Modeling speculative
bubbles
with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
Saved in:
9
Probability of price crashes, rational speculative
bubbles
, and the cross-section of stock returns
Jang, Jeewon
;
Kang, Jangkoo
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 222-247
Persistent link: https://www.econbiz.de/10012136879
Saved in:
10
A classical model of speculative asset price dynamics
Inoua, Sabiou M.
;
Smith, Vernon L.
- In:
Journal of behavioral and experimental finance
37
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456293
Saved in:
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