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CAPM
Schätzung
131,217
Estimation
125,085
Börsenkurs
52,709
Share price
51,186
Theorie
45,961
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45,087
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Großbritannien
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Zaremba, Adam
84
Bekaert, Geert
45
Cakici, Nusret
45
Harvey, Campbell R.
44
Stambaugh, Robert F.
44
Campbell, John Y.
41
Jagannathan, Ravi
34
Zhang, Lu
34
Bali, Turan G.
31
Ferson, Wayne E.
31
Guo, Hui
31
Fabozzi, Frank J.
29
Zhou, Guofu
29
Cochrane, John H.
28
Faff, Robert W.
26
Lee, Cheng F.
26
Bansal, Ravi
24
Ludvigson, Sydney C.
23
Sehgal, Sanjay
23
Kelly, Bryan T.
22
Nitschka, Thomas
22
Engstrom, Eric
21
Hodrick, Robert J.
21
Polk, Christopher
21
Ang, Andrew
20
Kogan, Leonid
20
Veeraraghavan, Madhu
20
Fama, Eugene F.
19
Fletcher, Jonathan
19
Satchell, Stephen
19
Drew, Michael E.
18
Prokopczuk, Marcel
18
Yogo, Motohiro
18
Damodaran, Aswath
17
Guidolin, Massimo
17
He, Xue-zhong
17
Lettau, Martin
17
Pástor, Ľuboš
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Xue, Chen
17
Garcia, René
16
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Rodney L. White Center for Financial Research
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Federal Reserve System / Board of Governors
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Stanford Institute for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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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
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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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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The Wharton Financial Institutions Center
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Economic Policy Studies
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Cornell University / Department of Agricultural, Resource and Managerial Economics
1
David Eccles School of Business
1
Eberhard Karls Universität Tübingen
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
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Journal of financial economics
192
NBER working paper series
177
Working paper / National Bureau of Economic Research, Inc.
156
Journal of banking & finance
142
Finance research letters
133
NBER Working Paper
133
The journal of finance : the journal of the American Finance Association
118
Journal of empirical finance
107
International review of financial analysis
98
Pacific-Basin finance journal
83
The review of financial studies
81
Applied economics
75
International review of economics & finance : IREF
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of international financial markets, institutions & money
59
Economics letters
56
Journal of financial and quantitative analysis : JFQA
56
Journal of economic dynamics & control
54
Research paper series / Swiss Finance Institute
54
The European journal of finance
54
Applied financial economics
53
Economic modelling
51
Review of quantitative finance and accounting
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of international money and finance
42
Research in international business and finance
41
Discussion paper / Centre for Economic Policy Research
39
Discussion papers / CEPR
37
Journal of risk and financial management : JRFM
36
Journal of econometrics
35
Journal of financial markets
35
International journal of economics and finance
34
Journal of monetary economics
34
Working paper
34
Applied economics letters
32
Journal of investment management : JOIM
31
The journal of asset management
31
The journal of real estate finance and economics
30
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
8,987
EconStor
36
RePEc
5
OLC EcoSci
2
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1
Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
Annaert, Jan
;
Mensah, Lord
- In:
Explorations in economic history : EEH
52
(
2014
),
pp. 22-43
Persistent link: https://www.econbiz.de/10010381501
Saved in:
2
Tests of a four-factor asset pricing model : the stock exchange of Thailand
Sasipa Pojanavatee
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
9
,
pp. 117-123
Persistent link: https://www.econbiz.de/10012670787
Saved in:
3
Investor sentiment and stock return volatility : evidence from the Indian Stock Exchange
Sreenu, N.
;
Naik, Suresh
- In:
Asia-Pacific journal of business administration
14
(
2022
)
4
,
pp. 467-478
Persistent link: https://www.econbiz.de/10013536879
Saved in:
4
A six-factor extension of the Fama-French asset pricing model : the case of the Polish stock market
Zsolt Nagy, Bálint
;
Dezméri, Tünde
- In:
Argumenta oeconomica
49
(
2022
)
2
,
pp. 5-22
Persistent link: https://www.econbiz.de/10014279302
Saved in:
5
Information risk, cost of equity and stock returns : evidence from Iranian firms
Abdollahi, Ahmad
;
Gerayli, Mehdi Safari
;
Pitenoei, …
- In:
Journal of financial reporting & accounting : JFRA
21
(
2023
)
2
,
pp. 370-383
Persistent link: https://www.econbiz.de/10014304859
Saved in:
6
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
-
2015
Persistent link: https://www.econbiz.de/10011300871
Saved in:
7
An empirical essay to explain the contrarian profits in the Tunisian stock market : behavioral approach vs. rational approach
Boussaidi, Ramzi
- In:
International journal of economics and finance
7
(
2015
)
12
,
pp. 11-28
Persistent link: https://www.econbiz.de/10011411578
Saved in:
8
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
Saved in:
9
Kapitalmarktmodelle und erwartete Renditen am deutschen
Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
10
Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001755223
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