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CAPM
Theorie
404
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401
Financial crisis
185
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185
USA
181
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174
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124
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123
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115
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Time series analysis
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72
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70
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English
70
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Engle, Robert F.
25
Acharya, Viral V.
21
Lynch, Anthony W.
10
Subrahmanyam, Marti G.
10
Bisin, Alberto
6
Johnson, Tim
6
Pedersen, Lasse Heje
6
Zheng, Steven
6
Rosenberg, Joshua V.
5
Sundaresan, Suresh M.
5
Figlewski, Stephen
4
Randall, Oliver
4
Rothschild, Michael
4
Stapleton, Richard C.
4
Bali, Turan G.
3
Johnson, Timothy C.
2
Ng, Victor
2
Ng, Victor K.
2
de Souza, André
2
Anderson, Don
1
Bollerslev, Tim
1
Chacko, George
1
Chan, Justin S. P.
1
Cho, Young-Hye
1
Chou, Ray Yeutien
1
De Nard, Gianluca
1
Eom, Young Ho
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Freund, Steven
1
Gaur, Vishal
1
Gupta, Anurag
1
Hong, Dong
1
Johnson, Timothy
1
Kane, Alex
1
Kelly, Bryan T.
1
Mahanti, Sriketan
1
Mallik, Gaurav
1
Mathiou, Nicholas
1
Milne, Frank
1
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National Bureau of Economic Research
8
Institute of Finance and Accounting <London>
3
Salomon Brothers Center for the Study of Financial Institutions
1
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NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Centre for Economic Policy Research
5
IFA working paper
4
Journal of financial economics
4
NBER Working Paper
4
Journal of econometrics
3
Australian journal of management
2
Discussion paper / Department of Economics, University of California San Diego
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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2
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1
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Econometric methods and financial time series
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
70
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1
[Rezension von: Milne, Frank, Finance theory and asset pricing]
Subrahmanyam, Marti G.
- In:
Journal of economic literature
34
(
1996
)
4
,
pp. 1972-1974
Persistent link: https://www.econbiz.de/10001348656
Saved in:
2
Risk aversion and the intertemporal behaviour of asset prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1988
Persistent link: https://www.econbiz.de/10000776807
Saved in:
3
The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1989
Persistent link: https://www.econbiz.de/10000760810
Saved in:
4
Securitization and real investment in incomplete markets
Gaur, Vishal
;
Seshadri, Sridhar
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2180-2196
Persistent link: https://www.econbiz.de/10009428252
Saved in:
5
A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.
;
Hong, Dong
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
Saved in:
6
Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Mahanti, Sriketan
;
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 272-298
Persistent link: https://www.econbiz.de/10003720278
Saved in:
7
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
8
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
Saved in:
9
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
10
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
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