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~subject:"Estimation"
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Die Festlegung der Risikoprämi...
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Subject
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Estimation
Kapitaleinkommen
39,387
Capital income
39,377
Börsenkurs
14,832
Share price
14,800
Risikoprämie
12,455
Risk premium
12,150
Theorie
11,997
Theory
11,928
Schätzung
9,816
Aktienmarkt
8,683
Stock market
8,606
Volatilität
8,104
Volatility
8,069
Portfolio-Management
7,730
Portfolio selection
7,712
CAPM
6,906
USA
6,568
United States
6,475
Prognoseverfahren
5,247
Forecasting model
5,234
Anlageverhalten
4,426
Behavioural finance
4,408
Risk
4,085
Risiko
4,066
Welt
3,789
World
3,771
Zinsstruktur
3,330
Yield curve
3,282
Investmentfonds
2,832
Investment Fund
2,818
ARCH-Modell
2,479
ARCH model
2,470
Ankündigungseffekt
2,464
Announcement effect
2,461
Rendite
2,144
Zeitreihenanalyse
1,893
Time series analysis
1,883
Yield
1,815
Deutschland
1,800
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Online availability
All
Free
3,442
Undetermined
3,112
Type of publication
All
Article
5,732
Book / Working Paper
4,005
Type of publication (narrower categories)
All
Article in journal
5,525
Aufsatz in Zeitschrift
5,525
Graue Literatur
1,734
Non-commercial literature
1,734
Arbeitspapier
1,632
Working Paper
1,632
Hochschulschrift
343
Thesis
266
Aufsatz im Buch
199
Book section
199
Collection of articles written by one author
76
Sammlung
76
Aufsatzsammlung
25
Conference paper
19
Konferenzbeitrag
19
Collection of articles of several authors
14
Sammelwerk
14
Bibliografie enthalten
10
Bibliography included
10
Konferenzschrift
6
Case study
4
Fallstudie
4
Forschungsbericht
3
Amtsdruckschrift
2
Government document
2
Mehrbändiges Werk
2
Multi-volume publication
2
Nachschlagewerk
2
Reference book
2
Statistics
2
Statistik
2
CD-ROM, DVD
1
Conference proceedings
1
Elektronischer Datenträger
1
Mikroform
1
Nachruf
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
9,468
German
259
Italian
7
French
6
Hungarian
2
Spanish
2
Portuguese
1
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Author
All
Gupta, Rangan
82
Zaremba, Adam
70
McMillan, David G.
48
Bollerslev, Tim
43
Pierdzioch, Christian
42
Timmermann, Allan
30
Todorov, Viktor
30
Bohl, Martin T.
29
Wohar, Mark E.
29
Bali, Turan G.
28
Guidolin, Massimo
27
Zhou, Guofu
27
Caporale, Guglielmo Maria
26
McAleer, Michael
26
Gil-Alaña, Luis A.
25
Campbell, John Y.
24
Narayan, Paresh Kumar
24
Ammann, Manuel
23
Nitschka, Thomas
23
Pesaran, M. Hashem
23
Bernoth, Kerstin
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Zhou, Hao
22
Cakici, Nusret
21
D'Amico, Stefania
21
Kim, Don H.
21
Bouri, Elie
19
Engle, Robert F.
19
Tiwari, Aviral Kumar
19
Damodaran, Aswath
18
Paolella, Marc S.
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Bansal, Ravi
17
Chiang, Thomas C.
17
Diebold, Francis X.
17
Hoesli, Martin
17
Jacobs, Kris
17
Ma, Feng
17
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Institution
All
National Bureau of Economic Research
131
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
5
Federal Reserve System / Division of Research and Statistics
4
Birkbeck College / Department of Economics
3
Rodney L. White Center for Financial Research
3
University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Center for Research in Security Prices
3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Board of Governors
2
Institut für Weltwirtschaft
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Hong Kong / School of Economics and Finance
2
University of Reading / Department of Economics
2
epubli GmbH
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bonn Graduate School of Economics
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Centre for Economic Policy Research
1
Centre for New and Emerging Markets <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Federal Reserve Bank of Kansas City / Research Division
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Höhere Studien
1
Institute of Chartered Financial Analysts
1
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Published in...
All
Finance research letters
178
Journal of banking & finance
169
Journal of financial economics
150
International review of financial analysis
144
Journal of empirical finance
139
International review of economics & finance : IREF
137
NBER working paper series
130
Working paper / National Bureau of Economic Research, Inc.
124
Applied economics
113
Applied financial economics
105
NBER Working Paper
100
Applied economics letters
98
Journal of international financial markets, institutions & money
98
The North American journal of economics and finance : a journal of financial economics studies
97
Economic modelling
96
Journal of international money and finance
76
Pacific-Basin finance journal
74
Research in international business and finance
74
The European journal of finance
74
Review of quantitative finance and accounting
66
Journal of econometrics
60
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Working paper
57
International journal of finance & economics : IJFE
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Discussion paper / Centre for Economic Policy Research
50
Energy economics
50
CESifo working papers
49
Economics letters
49
The journal of finance : the journal of the American Finance Association
49
Research paper series / Swiss Finance Institute
46
Finance and economics discussion series
43
International journal of economics and finance
43
Journal of financial markets
43
Journal of risk and financial management : JRFM
43
Discussion papers / CEPR
42
Journal of financial and quantitative analysis : JFQA
39
Cogent economics & finance
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
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Source
All
ECONIS (ZBW)
9,737
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1
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10
of
9,737
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date (newest first)
date (oldest first)
1
Equity risk premia and corporate profit forecasts around the stock crash of October 1987
Siegel, Jeremy J.
-
1990
Persistent link: https://www.econbiz.de/10000800646
Saved in:
2
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
3
An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas
;
Seethamraju, Chandra
;
Xu, Weihong
- In:
Review of quantitative finance and accounting
31
(
2008
)
2
,
pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
Saved in:
4
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
5
Three essays on empirical asset pricing
Zhang, Xiaoyan
-
2002
Persistent link: https://www.econbiz.de/10003777584
Saved in:
6
Labor income and predictable stock returns
Santos, Tano
;
Veronesi, Pietro
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
Saved in:
7
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
8
Size and value premium in Karachi stock exchange
Mirza, Nawazish
;
Shahid, Saima
- In:
The Lahore journal of economics
13
(
2008
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003833641
Saved in:
9
Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.
;
Ng, David Tat-chee
;
Swaminathan, …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
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