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~subject:"Risikoprämie"
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Empirical asset return distrib...
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Risikoprämie
Kapitaleinkommen
39,037
Capital income
38,937
Börsenkurs
13,914
Share price
13,879
Theorie
12,820
Theory
12,646
Schätzung
8,774
Estimation
8,722
Statistische Verteilung
8,445
Statistical distribution
8,232
Aktienmarkt
8,124
Stock market
8,080
Volatilität
7,612
Volatility
7,568
Portfolio-Management
7,240
Portfolio selection
7,224
USA
5,597
Prognoseverfahren
5,567
Forecasting model
5,538
United States
5,521
CAPM
5,202
Anlageverhalten
4,062
Behavioural finance
4,054
Risk
3,351
Risiko
3,305
Risk premium
3,073
Welt
2,976
World
2,947
ARCH-Modell
2,644
Investmentfonds
2,631
Investment Fund
2,625
ARCH model
2,624
Zeitreihenanalyse
2,344
Time series analysis
2,320
Ankündigungseffekt
2,302
Announcement effect
2,299
Schätztheorie
2,211
Estimation theory
2,179
Chaostheorie
1,769
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Free
1,281
Undetermined
960
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Article
1,604
Book / Working Paper
1,482
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All
Article in journal
1,555
Aufsatz in Zeitschrift
1,555
Graue Literatur
578
Non-commercial literature
578
Working Paper
548
Arbeitspapier
539
Hochschulschrift
72
Thesis
51
Aufsatz im Buch
45
Book section
45
Collection of articles written by one author
32
Sammlung
32
Aufsatzsammlung
10
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
6
Sammelwerk
6
Bibliografie enthalten
3
Bibliography included
3
Konferenzschrift
3
Forschungsbericht
2
Reprint
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Bibliografie
1
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1
Mehrbändiges Werk
1
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1
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1
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1
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1
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1
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English
3,072
French
6
German
5
Italian
3
Polish
1
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Zaremba, Adam
35
Bollerslev, Tim
27
Zhou, Hao
26
Bali, Turan G.
22
Campbell, John Y.
21
Bekaert, Geert
20
Gupta, Rangan
17
Ludvigson, Sydney C.
17
Nitschka, Thomas
16
Garcia, René
15
Harvey, Campbell R.
15
Guo, Hui
14
Parker, Jonathan A.
14
Verdelhan, Adrien
13
Yogo, Motohiro
13
Zhang, Lu
13
Long, Huaigang
12
Piazzesi, Monika
12
Subrahmanyam, Avanidhar
12
Todorov, Viktor
12
Wohar, Mark E.
12
Bansal, Ravi
11
Christiano, Lawrence J.
11
Hansen, Lars Peter
11
Lustig, Hanno
11
Ng, Serena
11
Prokopczuk, Marcel
11
Sarno, Lucio
11
Smith, Peter N.
11
Almeida, Caio
10
Cakici, Nusret
10
Fisher, Jonas D. M.
10
Jacobs, Kris
10
Scaillet, Olivier
10
Tamoni, Andrea
10
Tauchen, George Eugene
10
Zhou, Guofu
10
Ardison, Kym
9
Chen, Long
9
Heer, Burkhard
9
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National Bureau of Economic Research
71
Gottfried Wilhelm Leibniz Universität Hannover
2
Harvard Institute of Economic Research
2
Institute of Finance and Accounting <London>
2
Massachusetts Institute of Technology / Department of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
1
Banca d'Italia / Servizio Studi
1
Center for Economic Analysis <Boulder, Colo.>
1
Centre for Quantitative Economics & Computing
1
Eberhard Karls Universität Tübingen
1
Federal Reserve Bank of St. Louis
1
Institute of Chartered Financial Analysts
1
Nationalekonomiska Institutionen <Lund>
1
Rodney L. White Center for Financial Research
1
Russell Sage Foundation
1
Stanford Institute for Economic Policy Research
1
University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm
1
University of St Andrews / Department of Economics
1
Universität Bremen
1
World Bank / Development Research Group / Macroeconomics and Growth
1
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Published in...
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Journal of financial economics
97
Journal of banking & finance
71
NBER working paper series
71
Finance research letters
65
Working paper / National Bureau of Economic Research, Inc.
61
NBER Working Paper
54
Journal of empirical finance
51
International review of economics & finance : IREF
38
Pacific-Basin finance journal
34
International review of financial analysis
32
Journal of financial markets
29
Journal of international financial markets, institutions & money
28
The review of financial studies
28
Journal of international money and finance
27
Research paper series / Swiss Finance Institute
26
Discussion papers / CEPR
25
Applied economics
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic dynamics & control
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The journal of finance : the journal of the American Finance Association
20
Journal of financial and quantitative analysis : JFQA
19
Applied economics letters
18
Finance and economics discussion series
18
Journal of econometrics
18
Economics letters
17
The European journal of finance
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of monetary economics
16
Review of finance : journal of the European Finance Association
16
The journal of asset management
16
Applied financial economics
15
Review of quantitative finance and accounting
15
Journal of risk and financial management : JRFM
14
Research in international business and finance
14
CREATES research paper
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Working paper
13
CESifo working papers
12
Discussion paper / Centre for Economic Policy Research
12
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Source
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ECONIS (ZBW)
3,077
EconStor
9
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1
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1
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
2
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
3
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
4
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
5
Aggregate tail risk and expected returns
Chapman, David A.
;
Gallmeyer, Michael F.
;
Martin, J. Spencer
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
Saved in:
6
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
8
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
9
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
10
Option-implied equity premium predictions via entropic tilting
Metaxoglou, Kostantinos
;
Pettenuzzo, Davide
;
Smith, Aaron D.
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 559-586
Persistent link: https://www.econbiz.de/10012149844
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