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~subject:"Estimation"
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Beta and size revisited : evid...
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Estimation
Schätzung
130,330
Frankreich
79,821
Theorie
45,346
Theory
44,444
France
43,554
Aktienmarkt
29,685
Stock market
29,544
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27,541
USA
25,574
United States
24,188
Germany
23,115
Börsenkurs
23,057
Share price
22,748
CAPM
18,889
Kapitaleinkommen
18,654
Capital income
18,607
Volatilität
17,830
Welt
17,618
Volatility
17,578
World
16,947
Großbritannien
13,941
Risikoprämie
12,323
Risk premium
12,179
United Kingdom
11,809
ARCH-Modell
10,449
ARCH model
10,268
EU-Staaten
10,217
Wirtschaftswachstum
9,861
EU countries
9,761
Economic growth
9,275
Prognoseverfahren
9,091
Portfolio-Management
8,895
Forecasting model
8,894
Portfolio selection
8,816
Wirkungsanalyse
8,711
Impact assessment
8,476
Zeitreihenanalyse
7,768
Geldpolitik
7,754
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7,574
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Free
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7
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Caporale, Guglielmo Maria
371
Wagner, Joachim
272
Gil-Alaña, Luis A.
265
Gupta, Rangan
254
Belke, Ansgar
242
Schneider, Friedrich
195
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
McAleer, Michael
158
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Addison, John T.
137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
126
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Herwartz, Helmut
118
Bauer, Thomas K.
117
Pierdzioch, Christian
116
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Berg, Gerard J. van den
108
Dreger, Christian
108
Van Reenen, John
108
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
102
Rycx, François
102
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
100
Chang, Tsangyao
99
Puhani, Patrick A.
97
Czarnitzki, Dirk
95
Hayo, Bernd
95
Marcellino, Massimiliano
95
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National Bureau of Economic Research
2,332
Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
88
Zentrum für Europäische Wirtschaftsforschung
74
Ekonomiska forskningsinstitutet <Stockholm>
65
Springer Fachmedien Wiesbaden
65
OECD
60
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
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International Monetary Fund
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Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
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Federal Reserve Bank of St. Louis
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Verlag Dr. Kovač
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Federal Reserve Bank of San Francisco
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World Bank
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Österreichisches Institut für Wirtschaftsforschung
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Tilburg University, Center for Economic Research
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Birkbeck College / Department of Economics
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Friedrich-Schiller-Universität Jena
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Trinity College Dublin / Department of Economics
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Centre for Economic Policy Research
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Federal Reserve System / Board of Governors
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve System / Division of Research and Statistics
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Johns Hopkins University / Department of Economics
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung
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Universität Mannheim
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Harvard Institute for International Development
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Organisation for Economic Co-operation and Development
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of New York
16
Institut für Agrarentwicklung in Mittel- und Osteuropa
16
Tilburg University, School of Economics and Management
16
University of Sheffield / Department of Economics
16
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NBER working paper series
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2,131
Applied economics
1,751
Discussion paper / Centre for Economic Policy Research
1,417
CESifo working papers
1,400
IZA Discussion Paper
1,275
Applied economics letters
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Economic modelling
832
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746
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
696
ZEW discussion papers
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International review of economics & finance : IREF
489
Energy economics
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Journal of econometrics
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Journal of international money and finance
461
CESifo Working Paper Series
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Applied financial economics
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Journal of banking & finance
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Discussion papers / CEPR
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
362
International review of financial analysis
338
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
Kiel working paper
323
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
301
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
293
Finance and economics discussion series
289
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
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283
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ECONIS (ZBW)
123,854
RePEc
280
EconStor
20
BASE
15
Other ZBW resources
2
ArchiDok
1
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1
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
2
The asymmetric conditional beta-return relations of reits
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012038865
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
5
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
6
A study on risk return relationship of it and pharmaceutical stocks listed in nseusing capital asset pricing model
Rekha, S.
;
Vasanth, V.
;
Sivakami, P.
- In:
International journal of applied business and economic …
17
(
2019
)
2
,
pp. 23-28
Persistent link: https://www.econbiz.de/10012495657
Saved in:
7
Verifying capital asset pricing model in Greek capital market
Khudoykulov, Khurshid
- In:
International journal of economics and accounting : IJEA
7
(
2016
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011636109
Saved in:
8
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
Saved in:
9
Back to the future betas : empirical asset pricing of US and Southeast Asian markets
French, Jordan
- In:
International Journal of Financial Studies : open …
4
(
2016
)
3
,
pp. 1-13
. The crux of the traditional Capital Asset Pricing Model (
CAPM
) methodology is using historical data in the calculation of …
Persistent link: https://www.econbiz.de/10011526799
Saved in:
10
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi
;
Tsai, Hsiu-Jung
;
Sing, Tien-foo
;
Yang, …
- In:
International journal of strategic property management
19
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
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