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CAPM
Kapitaleinkommen
39,169
Capital income
39,069
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4,371
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4,364
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3,117
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3,023
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3,012
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3,000
Risk
2,909
Welt
2,896
World
2,879
Risiko
2,859
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82
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36
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35
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31
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28
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27
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26
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24
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20
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20
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18
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17
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17
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16
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14
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13
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Journal of financial economics
142
NBER working paper series
112
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98
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98
Journal of banking & finance
95
Journal of empirical finance
86
NBER Working Paper
84
International review of financial analysis
61
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Pacific-Basin finance journal
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43
The review of financial studies
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39
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
35
Economics letters
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Journal of economic dynamics & control
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Journal of financial markets
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Research in international business and finance
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Applied financial economics
27
Review of quantitative finance and accounting
27
Journal of investment management : JOIM
26
Journal of monetary economics
26
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25
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ECONIS (ZBW)
5,139
EconStor
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1
High-volume return premium and volume-liquidity premium
Sun, Megan Y.
- In:
Journal of business & economics research
11
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009726503
Saved in:
2
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri
- In:
Finance a úvěr
64
(
2014
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
Saved in:
3
The real side of the high-volume return premium
Israeli, Doron
;
Kaniel, Ron
;
Sridharan, Suhas A.
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1426-1449
Persistent link: https://www.econbiz.de/10012887605
Saved in:
4
The real side of the high-volume return premium
Israeli, Doron
;
Kaniel, Ron
;
Sridharan, Suhas A.
-
2020
Persistent link: https://www.econbiz.de/10012221698
Saved in:
5
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
6
Liquidity and asset pricing : an empirical investigation
Piqueira, Natalia Scotto
-
2005
Persistent link: https://www.econbiz.de/10003554395
Saved in:
7
Trading-volume shocks and stock returns : an empirical analysis
Huang, Zhaodan
;
Heian, James B.
- In:
The journal of financial research
33
(
2010
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10003987982
Saved in:
8
The high volume return premium : cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura T.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
Saved in:
9
The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
Saved in:
10
Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu
;
Zhu, Hongquan
- In:
China finance review international
5
(
2015
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
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