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CAPM
Kapitaleinkommen
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Zaremba, Adam
83
Cakici, Nusret
42
Stambaugh, Robert F.
36
Harvey, Campbell R.
35
Bekaert, Geert
31
Bali, Turan G.
28
Guo, Hui
28
Ferson, Wayne E.
26
Zhou, Guofu
24
Sehgal, Sanjay
21
Zhang, Lu
21
Fletcher, Jonathan
18
Kelly, Bryan T.
18
Engstrom, Eric
17
Jagannathan, Ravi
16
Lettau, Martin
16
Nitschka, Thomas
16
Pástor, Ľuboš
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Campbell, John Y.
15
Kogan, Leonid
15
Long, Huaigang
15
Reeves, Jonathan J.
15
Jacobs, Kris
14
Santa-Clara, Pedro
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Veeraraghavan, Madhu
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Cochrane, John H.
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Hodrick, Robert J.
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Pesaran, M. Hashem
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Schlag, Christian
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Ang, Andrew
12
Cotter, John
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Drew, Michael E.
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Fama, Eugene F.
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Grobys, Klaus
12
Kandel, Shmuel
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Rodríguez, Rosa
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World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
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Journal of financial economics
144
NBER working paper series
109
Finance research letters
99
Journal of banking & finance
96
Working paper / National Bureau of Economic Research, Inc.
95
Journal of empirical finance
85
NBER Working Paper
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International review of financial analysis
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Pacific-Basin finance journal
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
43
The review of financial studies
39
Journal of international financial markets, institutions & money
38
The North American journal of economics and finance : a journal of financial economics studies
38
Economics letters
36
Journal of financial and quantitative analysis : JFQA
36
The European journal of finance
36
Research in international business and finance
29
Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
28
Applied financial economics
27
Journal of economic dynamics & control
27
Journal of financial markets
27
Review of quantitative finance and accounting
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of investment management : JOIM
26
Journal of monetary economics
25
The journal of asset management
25
International journal of economics and finance
24
Applied economics letters
23
Discussion papers / CEPR
23
Journal of international money and finance
23
Cogent economics & finance
22
Economic modelling
22
Journal of econometrics
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The journal of real estate finance and economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
5,108
EconStor
10
RePEc
2
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1
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1
ADR listing effects on local stock exchange markets : evidence from Latin America
Mendiola, Alfredo Melchor
-
2005
Persistent link: https://www.econbiz.de/10003905609
Saved in:
2
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
Saved in:
3
Tests of equity market anomalies for select emerging markets
Sehgal, Sanjay
;
Subramaniam, Srividya
;
Deisting, Florent
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 27-46
Persistent link: https://www.econbiz.de/10010241917
Saved in:
4
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
5
The momentum effect in country-level stock market anomalies
Zaremba, Adam
- In:
Economic research
31
(
2018
)
1,1
,
pp. 703-721
Persistent link: https://www.econbiz.de/10012486546
Saved in:
6
Country risk and expected returns across global equity markets
Zaremba, Adam
- In:
Finance a úvěr
68
(
2018
)
4
,
pp. 374-398
Persistent link: https://www.econbiz.de/10011919795
Saved in:
7
Does idiosyncratic volatility matter at the global level?
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 252-268
Persistent link: https://www.econbiz.de/10012117857
Saved in:
8
The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Umutlu, Mehmet
;
Bengitöz, Pelin
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437215
Saved in:
9
Risk, return and international portfolio diversification : K-means clustering data
Dziuba, Pavlo
;
Glukhova, Darya
;
Shtogrin, Kyryl
- In:
Baltic Journal of Economic Studies
8
(
2022
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10013448685
Saved in:
10
Home bias and expected returns : a structural approach
Wallmeier, Martin
;
Iseli, Christoph
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013435238
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