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~subject:"CAPM"
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Stock markets fragmentation, v...
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CAPM
Theorie
628,007
Theory
613,105
USA
53,857
Börsenkurs
52,648
United States
52,331
Share price
51,123
Schätzung
42,321
Estimation
41,299
Volatility
41,071
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40,802
Welt
34,250
World
33,488
Aktienmarkt
30,072
Stock market
29,965
Portfolio-Management
27,829
Deutschland
27,563
Portfolio selection
27,552
Kapitaleinkommen
27,166
Capital income
27,095
Germany
25,279
Geldpolitik
24,986
Monetary policy
24,172
Anlageverhalten
23,582
Behavioural finance
23,020
Risiko
21,436
Risk
21,228
Prognoseverfahren
18,726
Forecasting model
18,417
Mathematische Optimierung
17,098
Mathematical programming
16,993
Kapitalanlage
15,840
Zeitreihenanalyse
15,625
Wirtschaftswachstum
15,312
Time series analysis
15,202
Finanzmarkt
14,957
Financial market
14,672
Economic growth
14,576
Spieltheorie
12,864
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12,536
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Campbell, John Y.
63
Zaremba, Adam
63
Cochrane, John H.
47
Fabozzi, Frank J.
47
Stambaugh, Robert F.
47
Bekaert, Geert
46
Harvey, Campbell R.
46
Jagannathan, Ravi
42
Ferson, Wayne E.
41
Hens, Thorsten
41
Jarrow, Robert A.
40
Zhang, Lu
40
Cakici, Nusret
39
Hansen, Lars Peter
37
He, Xue-zhong
34
Zhou, Guofu
34
Madan, Dilip B.
33
Bansal, Ravi
31
Zin, Stanley E.
31
Chiarella, Carl
30
Dumas, Bernard
30
Lettau, Martin
30
Yaron, Amir
30
Guo, Hui
29
Hommes, Cars H.
29
Longstaff, Francis A.
29
Robotti, Cesare
29
Polk, Christopher
28
Gagliardini, Patrick
27
Bali, Turan G.
26
Hull, John
26
Ludvigson, Sydney C.
26
Bottazzi, Giulio
25
Duffie, Darrell
25
Kan, Raymond
25
Pedersen, Lasse Heje
25
Renault, Eric
25
Yogo, Motohiro
25
Fama, Eugene F.
24
Korajczyk, Robert A.
24
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National Bureau of Economic Research
288
Federal Reserve Bank of St. Louis
8
Chambre de commerce et d'industrie de Paris
6
University of Chicago / Center for Research in Security Prices
6
Centre for Analytical Finance <Århus>
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Deutsche Forschungsgemeinschaft
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Stanford Institute for Economic Policy Research
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Federal Reserve System / Division of Research and Statistics
3
Institut for Finansiering <Frederiksberg>
3
International Center for Financial Asset Management and Engineering
3
Springer Fachmedien Wiesbaden
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
INSEAD
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Internationaler Währungsfonds / Policy Development and Review Department
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
School of Finance and Business Economics <Perth, Western Australia>
2
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NBER working paper series
279
Journal of financial economics
234
Working paper / National Bureau of Economic Research, Inc.
228
NBER Working Paper
207
Journal of banking & finance
194
The journal of finance : the journal of the American Finance Association
189
The review of financial studies
171
Finance research letters
144
Journal of economic dynamics & control
140
Journal of empirical finance
115
International review of financial analysis
107
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Economics letters
90
Journal of financial and quantitative analysis : JFQA
86
International review of economics & finance : IREF
80
Pacific-Basin finance journal
79
Research paper series / Swiss Finance Institute
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Discussion paper / Centre for Economic Policy Research
72
Applied economics
69
The North American journal of economics and finance : a journal of financial economics studies
65
Economic modelling
62
Journal of econometrics
62
Journal of monetary economics
61
Review of quantitative finance and accounting
59
Journal of international financial markets, institutions & money
57
Journal of international money and finance
57
Finance and stochastics
56
Journal of economic theory
56
The European journal of finance
56
International journal of theoretical and applied finance
55
Working paper
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Discussion papers / CEPR
51
Annals of finance
48
Applied financial economics
47
Swiss Finance Institute Research Paper
43
The journal of real estate finance and economics
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Finance and economics discussion series
42
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Source
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ECONIS (ZBW)
13,255
EconStor
54
RePEc
15
OLC EcoSci
9
Other ZBW resources
1
Showing
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13,334
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1
Chasing momentum : new evidence from Hong Kong investors on the adaptive markets hypothesis
Pirie, Scott
;
Chan, Ronald King To
- In:
Qualitative research in financial markets
7
(
2015
)
3
,
pp. 218-229
Persistent link: https://www.econbiz.de/10011416680
Saved in:
2
On non-ergodic asset prices
Horst, Ulrich
;
Wenzelburger, Jan
- In:
Economic theory : official journal of the Society for …
34
(
2008
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10003596911
Saved in:
3
The idiosyncratic momentum anomaly
Blitz, David
;
Hanauer, Matthias
;
Vidojevic, Milan
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
Saved in:
4
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
5
Risk bearing ability of investors in Indian stock market
Valliappan, M.
- In:
International journal of economic research
12
(
2015
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Saved in:
6
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
7
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
8
Einfluss subjektiver Erwartungen auf endogene Wertpapierpreise in Ökonomien überlappender Generationen
Deutscher, Nicole
-
2003
Persistent link: https://www.econbiz.de/10003402362
Saved in:
9
Fundamentals and the winner-loser effect
theory
and empirical evidence
Külpmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001474619
Saved in:
10
Individual mean-variance relation and stock-level investor sentiment
Kim, Jun Sik
;
Kim, Da-Hea
;
Seo, Sung Won
- In:
Journal of business economics and management
18
(
2017
)
1
,
pp. 20-34
Persistent link: https://www.econbiz.de/10011721640
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