Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Intraday liquidity dynamics an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Schätzung
131,284
Estimation
125,152
Theorie
55,709
Theory
54,661
Börsenkurs
52,723
Share price
51,200
Volatility
41,125
Volatilität
40,856
Kapitaleinkommen
39,535
Capital income
39,435
USA
31,674
United States
30,555
Welt
21,148
Aktienmarkt
21,005
Stock market
20,755
Deutschland
20,541
World
20,429
Germany
18,381
Insolvenz
15,549
Insolvency
15,232
Prognoseverfahren
13,231
Forecasting model
13,010
Portfolio-Management
11,829
Portfolio selection
11,745
Ankündigungseffekt
10,638
Announcement effect
10,529
Geldpolitik
10,441
Liquidity
10,284
Monetary policy
10,077
Liquidität
9,821
Wirtschaftswachstum
9,726
Wirkungsanalyse
9,578
EU-Staaten
9,558
Economic growth
9,386
Impact assessment
9,345
EU countries
9,089
Zeitreihenanalyse
8,942
Wechselkurs
8,793
Risk
8,723
more ...
less ...
Online availability
All
Free
3,511
Undetermined
2,427
Type of publication
All
Article
5,003
Book / Working Paper
4,253
Type of publication (narrower categories)
All
Article in journal
4,782
Aufsatz in Zeitschrift
4,782
Graue Literatur
1,510
Non-commercial literature
1,510
Working Paper
1,405
Arbeitspapier
1,366
Hochschulschrift
321
Thesis
256
Aufsatz im Buch
183
Book section
183
Collection of articles written by one author
84
Sammlung
84
Collection of articles of several authors
32
Sammelwerk
32
Bibliografie enthalten
28
Bibliography included
28
Conference paper
25
Konferenzbeitrag
25
Aufsatzsammlung
21
Systematic review
13
Übersichtsarbeit
13
Konferenzschrift
11
Forschungsbericht
7
Reprint
4
Conference proceedings
3
Mikroform
3
Article
2
Bibliografie
2
Diskette
2
Floppy disk
2
Lehrbuch
2
Mehrbändiges Werk
2
Multi-volume publication
2
Nachruf
2
Rezension
2
Textbook
2
Adressbuch
1
Amtliche Publikation
1
Case study
1
Company information
1
more ...
less ...
Language
All
English
9,049
German
145
French
22
Undetermined
14
Spanish
11
Italian
8
Portuguese
4
Dutch
1
Norwegian
1
Polish
1
Swedish
1
more ...
less ...
Author
All
Zaremba, Adam
83
Bekaert, Geert
45
Harvey, Campbell R.
45
Stambaugh, Robert F.
45
Cakici, Nusret
42
Campbell, John Y.
37
Zhang, Lu
34
Jagannathan, Ravi
33
Guo, Hui
32
Ferson, Wayne E.
31
Bali, Turan G.
29
Faff, Robert W.
28
Ang, Andrew
27
Polk, Christopher
27
Zhou, Guofu
27
Cochrane, John H.
26
Pedersen, Lasse Heje
25
Bansal, Ravi
24
Kelly, Bryan T.
23
Ludvigson, Sydney C.
22
Hodrick, Robert J.
21
Sehgal, Sanjay
21
Longstaff, Francis A.
20
Nitschka, Thomas
20
Fabozzi, Frank J.
19
Fama, Eugene F.
19
Fletcher, Jonathan
19
Kogan, Leonid
19
Lettau, Martin
19
Yogo, Motohiro
19
Engstrom, Eric
18
Jacobs, Kris
18
Pesaran, M. Hashem
18
Prokopczuk, Marcel
18
Pástor, Ľuboš
18
Satchell, Stephen
18
Vayanos, Dimitri
18
Yaron, Amir
18
Damodaran, Aswath
17
Guidolin, Massimo
17
more ...
less ...
Institution
All
National Bureau of Economic Research
187
Federal Reserve Bank of St. Louis
6
University of Chicago / Center for Research in Security Prices
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Deutsche Forschungsgemeinschaft
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve System / Board of Governors
3
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Erasmus Research Institute of Management
2
INSEAD
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
School of Economics and Finance <Brisbane>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Associazione Operatori Bancari in Titoli
1
Bank of England / Monetary Analysis Division
1
Boston College / Department of Economics
1
Carleton University / Department of Economics
1
Center for Economic Policy Studies
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Quantitative Economics & Computing
1
Centre of Financial Studies
1
Cornell University / Department of Agricultural, Resource and Managerial Economics
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
Eric Cuvillier <Firma>
1
Federal Reserve Bank of Cleveland
1
more ...
less ...
Published in...
All
Journal of financial economics
212
NBER working paper series
185
Working paper / National Bureau of Economic Research, Inc.
169
Journal of banking & finance
151
Finance research letters
139
NBER Working Paper
138
The journal of finance : the journal of the American Finance Association
121
Journal of empirical finance
109
International review of financial analysis
98
The review of financial studies
88
Pacific-Basin finance journal
80
Applied economics
76
Management science : journal of the Institute for Operations Research and the Management Sciences
73
International review of economics & finance : IREF
72
Journal of economic dynamics & control
66
The North American journal of economics and finance : a journal of financial economics studies
64
Economics letters
59
Research paper series / Swiss Finance Institute
59
Journal of international financial markets, institutions & money
58
Journal of financial and quantitative analysis : JFQA
56
The European journal of finance
55
Economic modelling
53
Applied financial economics
52
Review of quantitative finance and accounting
50
Discussion paper / Centre for Economic Policy Research
44
Journal of econometrics
44
Journal of international money and finance
42
Journal of monetary economics
41
Discussion papers / CEPR
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Research in international business and finance
38
Journal of risk and financial management : JRFM
36
Working paper
36
International journal of theoretical and applied finance
34
Journal of financial markets
34
Journal of investment management : JOIM
33
Applied economics letters
31
Swiss Finance Institute Research Paper
31
The journal of asset management
31
The journal of real estate finance and economics
31
more ...
less ...
Source
All
ECONIS (ZBW)
9,199
EconStor
41
RePEc
15
BASE
1
Showing
1
-
10
of
9,256
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays in empirical asset pricing and international finance
Niu, Zilong
-
2020
Persistent link: https://www.econbiz.de/10012172860
Saved in:
2
Do illiquid stocks jump more frequently?
Kunsteller, Sebastian
;
Müller, Janis
;
Posch, Peter N.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2764-2769
Persistent link: https://www.econbiz.de/10012196740
Saved in:
3
Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James
;
Yau, Ruey
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
Saved in:
4
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Saved in:
5
The reaction of stock returns to
news
about fundamentals
Cenesizoglu, Tolga
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
Saved in:
6
Role of firm specific factors and
news
in stocks of selected Indian banks
Jethwani, Kinjal
;
Ramchandani, Kumar
- In:
International journal of Indian culture and business …
20
(
2020
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012205846
Saved in:
7
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
8
Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob
;
Jeyasreedharan, Nagaratnam
;
Dungey, …
- In:
Journal of Asian economics
59
(
2018
),
pp. 29-47
Persistent link: https://www.econbiz.de/10012102893
Saved in:
9
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
