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~subject:"Risk premium"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Risk premium
Capital income
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Zaremba, Adam
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Long, Huaigang
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Zhou, Hao
9
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Nitschka, Thomas
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Almeida, Caio
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Guo, Hui
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Jacobs, Kris
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Maio, Paulo
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Sakemoto, Ryuta
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Scaillet, Olivier
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Tauchen, George Eugene
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Todorov, Viktor
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Zhu, Xiaoneng
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Journal of financial economics
97
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73
Finance research letters
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Journal of empirical finance
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International review of economics & finance : IREF
37
International review of financial analysis
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Pacific-Basin finance journal
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial and quantitative analysis : JFQA
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of finance : journal of the European Finance Association
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The European journal of finance
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Applied economics letters
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Applied financial economics
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Journal of monetary economics
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The journal of asset management
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Journal of econometrics
15
Review of quantitative finance and accounting
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Journal of investment management : JOIM
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Journal of money, credit and banking : JMCB
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The journal of real estate finance and economics
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The quarterly journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
1,625
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1
Empirical studies in market efficiency
Söderström, Johan
-
2008
Persistent link: https://www.econbiz.de/10003714225
Saved in:
2
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
3
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:
4
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
5
Prospective utility and time-varying optimal asset allocation for the UK : 1803 - 1995
McManus, Ian
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
International journal of behavioural accounting and …
1
(
2008/10
)
2
,
pp. 95-110
Persistent link: https://www.econbiz.de/10003886335
Saved in:
6
Essays on financial economics
Warusawitharana, Missaka
-
2006
Persistent link: https://www.econbiz.de/10003908769
Saved in:
7
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
8
A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel
;
Bouri, Abdelfettah
- In:
International journal of finance & banking studies : JJFBS
2
(
2013
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Saved in:
9
Equity premium over different investment horizons
Lee, Eunhee
;
Kim, Chang Sik
;
Kim, In-Moo
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10011304129
Saved in:
10
Inequality, stock market participation, and the equity premium
Favilukis, Jack
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 740-759
Persistent link: https://www.econbiz.de/10009730582
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