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~subject:"Capital income"
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Capital asset pricing with a s...
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Capital income
Theorie
63
Theory
63
CAPM
27
Kapitaleinkommen
23
USA
23
United States
19
Portfolio selection
18
Portfolio-Management
18
Börsenkurs
16
Share price
14
Estimation
13
Risikoprämie
13
Risk premium
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Schätzung
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Vereinigte Staaten
11
Asymmetric information
9
Asymmetrische Information
9
Risiko
8
Risk
8
Capital structure
7
Forecasting model
7
Optionspreistheorie
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Prognoseverfahren
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Dividende
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Kapitalmarkt
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Liquidity
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Option pricing theory
6
Optionsgeschäft
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Welt
6
World
6
financing policy
6
managerial incentives
6
Ankündigungseffekt
5
Announcement effect
5
Debt financing
5
Fremdkapital
5
Großbritannien
5
Hedging
5
Kapitalanlage
5
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Arbeitspapier
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English
23
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Brennan, Michael J.
19
Subrahmanyam, Avanidhar
5
Zhang, Yuzhao
5
Xia, Yihong
4
Chordia, Tarun
3
Taylor, Alex P.
3
Huh, Sahn-Wook
2
Tong, Qing
2
Aretz, Kevin
1
Barberis, Nicholas
1
Cao, H. Henry
1
Dong, Mengmeng
1
Goto, Shingo
1
Hou, Kewei
1
Huang, Ming
1
Hughes, Patricia J.
1
Huh, Sahn-wook
1
Lettau, Martin
1
Liu, Hening
1
Ludvigson, Sydney C.
1
Subrahmanyan, Avanidhar
1
Torous, Walter N.
1
Wang, Ashley W.
1
Yan, Xu
1
Yang, Shuwen
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The journal of finance : the journal of the American Finance Association
3
Finance research letters
2
Journal of empirical finance
2
The review of financial studies
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Fisher College of Business working paper series
1
Journal of banking & finance
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Michael J. Brennan Irish Finance Working Paper Series Research Paper
1
Research paper / International Center for Financial Asset Management and Engineering
1
Review of asset pricing studies
1
The legacy of Fischer Black
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ECONIS (ZBW)
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Contrarian flows, consumption and expected stock returns
Zhang, Yuzhao
- In:
Journal of banking & finance
42
(
2014
),
pp. 101-111
Persistent link: https://www.econbiz.de/10010408421
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2
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
3
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
4
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
5
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
6
The mispricing return premium
Brennan, Michael J.
;
Wang, Ashley W.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111
Saved in:
7
Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyan, Avanidhar
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
Saved in:
8
Cross-sectional determinants of expected returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
The legacy of Fischer Black
,
(pp. 161-186)
.
2005
Persistent link: https://www.econbiz.de/10003404044
Saved in:
9
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
Saved in:
10
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
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