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Capital income
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Gupta, Rangan
118
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84
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74
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67
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62
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53
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49
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46
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44
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37
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35
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33
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Todorov, Viktor
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Asai, Manabu
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Faff, Robert W.
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Kogan, Leonid
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Van Nieuwerburgh, Stijn
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Massachusetts Institute of Technology / Department of Economics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
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University of Exeter / Department of Economics
2
Universität Mannheim
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
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Finance research letters
275
NBER working paper series
249
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
224
International review of financial analysis
197
Journal of empirical finance
195
NBER Working Paper
190
Journal of financial economics
187
International review of economics & finance : IREF
167
Applied economics
133
The North American journal of economics and finance : a journal of financial economics studies
130
Applied financial economics
118
Research in international business and finance
114
The journal of finance : the journal of the American Finance Association
110
Pacific-Basin finance journal
106
Journal of international financial markets, institutions & money
105
Energy economics
100
Journal of econometrics
100
The European journal of finance
98
Economic modelling
95
Applied economics letters
94
The review of financial studies
94
Economics letters
90
Discussion paper / Centre for Economic Policy Research
86
Journal of risk and financial management : JRFM
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Management science : journal of the Institute for Operations Research and the Management Sciences
77
International journal of forecasting
75
Journal of financial and quantitative analysis : JFQA
74
Research paper series / Swiss Finance Institute
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Review of quantitative finance and accounting
70
Journal of forecasting
69
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66
Journal of international money and finance
65
Journal of economic dynamics & control
64
CESifo working papers
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Journal of financial markets
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The journal of real estate finance and economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Short-run momentum, long-run mean reversion and excess
volatility
: an elementary housing model
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Economics letters
176
(
2019
),
pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
Saved in:
2
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010363250
Saved in:
3
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010375945
Saved in:
4
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
successfully replicates (1) the
volatility
of stock prices and (2) the positive correlation between the price dividend ratio and …
Persistent link: https://www.econbiz.de/10011490485
Saved in:
5
Stock Price Booms and Expected Capital Gains
Adam, Klaus
-
2015
quantitatively replicates (1) the
volatility
of stock prices and (2) the positive correlation between the price dividend ratio and …
Persistent link: https://www.econbiz.de/10013018988
Saved in:
6
Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Riedle, Thorsten
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 308-321
Persistent link: https://www.econbiz.de/10012035022
Saved in:
7
Stock price booms and expected capital gains
Adam, Klaus
;
Marcet, Albert
;
Beutel, Johannes
- In:
The American economic review
107
(
2017
)
8
,
pp. 2352-2408
Persistent link: https://www.econbiz.de/10011713330
Saved in:
8
Portfolio diversification, leverage, and financial contagion
Schinasi, Garry J.
;
Smith, Richard Todd
-
2007
Persistent link: https://www.econbiz.de/10003500744
Saved in:
9
Portfolio diversification, leverage, and financial contagion
Schinasi, Garry J.
;
Smith, Richard Todd
- In:
International financial contagion
,
(pp. 187-221)
.
2001
Persistent link: https://www.econbiz.de/10001614078
Saved in:
10
Portfolio Diversification, Leverage, and Financial Contagion
Smith, T. Todd
-
1999
portfolio
theory
without recourse to market imperfections. It also demonstrates that “Value-at-Risk” portfolio management rules …
Persistent link: https://www.econbiz.de/10014400415
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