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Semi-strong factors in asset r...
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Share price
Kapitaleinkommen
39,017
Capital income
38,917
Aktienmarkt
29,683
Stock market
29,542
Börsenkurs
24,316
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Risk
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Risiko
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Finanzmarkt
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Financial market
3,566
ARCH-Modell
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China
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Ankündigungseffekt
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Announcement effect
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Investmentfonds
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Gupta, Rangan
146
Caporale, Guglielmo Maria
135
Zaremba, Adam
89
McMillan, David G.
62
Narayan, Paresh Kumar
62
Plastun, Alex
60
Pierdzioch, Christian
58
Gil-Alaña, Luis A.
52
Wohar, Mark E.
50
Campbell, John Y.
49
Bali, Turan G.
46
Bohl, Martin T.
45
Ma, Feng
45
Ryu, Doojin
42
Sum, Vichet
40
Bekaert, Geert
39
Bouri, Elie
37
Cakici, Nusret
37
Tiwari, Aviral Kumar
37
Lux, Thomas
34
Faff, Robert W.
33
Hammoudeh, Shawkat
33
Stambaugh, Robert F.
33
Salisu, Afees A.
32
Timmermann, Allan
32
Balcilar, Mehmet
30
Bollerslev, Tim
30
Chiang, Thomas C.
30
Spagnolo, Nicola
30
Corbet, Shaen
29
Demirer, Rıza
29
Zhou, Guofu
29
Arouri, Mohamed
27
Lucey, Brian M.
27
Nguyen, Duc Khuong
27
Ang, Andrew
26
Bansal, Ravi
26
Engle, Robert F.
26
Hassan, M. Kabir
26
Morck, Randall
26
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OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve System / Division of Research and Statistics
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Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Board of Governors
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University of Chicago / Center for Research in Security Prices
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
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Institut für Weltwirtschaft
4
Center for Economic Research <Tilburg>
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of San Francisco
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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School of Finance and Business Economics <Perth, Western Australia>
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University of Canterbury / Dept. of Economics and Finance
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William Davidson Institute <Ann Arbor, Mich.>
3
American Finance Association
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Barnard College / Economics Department
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Centre for New and Emerging Markets <London>
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Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Harvard Institute of Economic Research
2
Internationaler Währungsfonds / European Department <2>
2
Maine
2
Mediobanca <Mailand>
2
Rodney L. White Center for Financial Research
2
Russell Sage Foundation
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
Shaker Verlag
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Stanford Institute for Economic Policy Research
2
Technische Universität Dresden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
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Finance research letters
473
International review of financial analysis
351
Journal of banking & finance
290
NBER working paper series
280
Pacific-Basin finance journal
275
International review of economics & finance : IREF
259
Applied economics letters
247
Applied economics
238
The North American journal of economics and finance : a journal of financial economics studies
224
Journal of financial economics
217
Working paper / National Bureau of Economic Research, Inc.
213
Research in international business and finance
206
NBER Working Paper
200
Journal of empirical finance
189
Journal of international financial markets, institutions & money
174
Economic modelling
166
Review of quantitative finance and accounting
162
International journal of economics and finance
144
International journal of economics and financial issues : IJEFI
134
Energy economics
133
The journal of finance : the journal of the American Finance Association
133
Applied financial economics
132
Journal of risk and financial management : JRFM
131
The European journal of finance
127
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
126
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
118
Investment management and financial innovations
116
Cogent economics & finance
115
Economics letters
112
Journal of financial markets
102
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Emerging markets, finance and trade : EMFT
90
International journal of finance & economics : IJFE
88
CESifo working papers
83
Global finance journal
76
The review of financial studies
76
Emerging markets review
70
Journal of financial and quantitative analysis : JFQA
70
The empirical economics letters : a monthly international journal of economics
70
The journal of corporate finance : contracting, governance and organization
70
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ECONIS (ZBW)
24,179
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1
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
2
Strategic risk factors for Indian stock markets
Srivastava, Aman
;
Gupta, Prashant
;
Gupta, Rakesh
- In:
Theoretical economics letters
7
(
2017
)
6
,
pp. 1687-1701
Persistent link: https://www.econbiz.de/10011776563
Saved in:
3
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
Saved in:
4
Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model
Jareño, Francisco
;
González Pérez, María de la O
; …
- In:
Acta oeconomica : periodical of the Hungarian Academy …
68
(
2018
)
4
,
pp. 617-638
Persistent link: https://www.econbiz.de/10011971203
Saved in:
5
The impact of inflation measures on asset returns : evidence from India
Gurmeet Singh
;
Shaik, Muneer
- In:
International journal of business and economics
22
(
2023
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014383610
Saved in:
6
Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi
;
Shahana, Siban
- In:
The Bangladesh development studies : the journal of the …
42
(
2019
)
4
,
pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
Saved in:
7
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Saved in:
8
Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj
;
Kumar, Amit
;
Nigam, Narander Kumar
; …
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
Saved in:
9
Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz
;
Hirvonen, Jani
;
Hussain, Syed Mujahid
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
Saved in:
10
Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince
;
Swanzy, Sydney Kwesi
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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