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Theorie
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Caporale, Guglielmo Maria
103
Pesaran, M. Hashem
90
Gil-Alaña, Luis A.
88
Campbell, John Y.
81
Diebold, Francis X.
79
Stambaugh, Robert F.
72
Timmermann, Allan
70
Hautsch, Nikolaus
65
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63
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61
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59
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57
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54
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52
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51
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47
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47
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47
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43
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42
Marcellino, Massimiliano
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40
Blundell, Richard W.
40
Chiarella, Carl
40
Zhou, Guofu
40
He, Xue-zhong
39
Jarrow, Robert A.
39
Guidolin, Massimo
38
Engel, Charles
37
Ludvigson, Sydney C.
37
Engsted, Tom
36
Hansen, Lars Peter
36
McAleer, Michael
36
Acemoglu, Daron
35
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National Bureau of Economic Research
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Forschungsinstitut zur Zukunft der Arbeit
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
30
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Federal Reserve System / Division of Research and Statistics
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Verlag Dr. Kovač
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Centre for Economic Policy Research
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Reading / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Quantitative Economics & Computing
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Erasmus Research Institute of Management
7
Eric Cuvillier <Firma>
7
Federal Reserve Bank of San Francisco
7
Goethe-Universität Frankfurt am Main
7
International Monetary Fund
7
University of British Columbia / Finance Division
7
Australian National University / Faculty of Economics and Commerce
6
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828
NBER working paper series
773
NBER Working Paper
669
Discussion paper / Centre for Economic Policy Research
451
Applied economics
371
Economics letters
304
Discussion paper series / IZA
291
Journal of banking & finance
285
Journal of economic dynamics & control
270
CESifo working papers
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The journal of finance : the journal of the American Finance Association
265
Journal of financial economics
255
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244
Economic modelling
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Journal of econometrics
229
The review of financial studies
222
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Journal of empirical finance
205
Journal of international money and finance
198
Finance research letters
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International review of economics & finance : IREF
175
Discussion papers / CEPR
169
Discussion paper / Tinbergen Institute
166
Journal of applied econometrics
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Journal of monetary economics
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Discussion paper
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Europäische Hochschulschriften / 5
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
IZA Discussion Paper
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International review of financial analysis
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Applied financial economics
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Journal of macroeconomics
130
The European journal of finance
130
The review of economics and statistics
127
Finance and economics discussion series
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IZA Discussion Papers
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International journal of forecasting
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Journal of financial and quantitative analysis : JFQA
119
Macroeconomic dynamics
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
10
RePEc
5
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1
Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian
- In:
Finance research letters
43
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
Saved in:
2
Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi
;
Yamane, Akiko
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
Saved in:
3
Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
Saved in:
4
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (
CAPM
), and the multifactor Fama-French Three …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
5
The predictive power of multi-factor asset pricing models : evidence from Pakistani banks
Salim, Muhammad
;
Hashmi, Muhammad Arsalan
;
Abdullah, A.
- In:
Journal of Asian finance, economics and business : JAFEB
8
(
2021
)
11
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012670978
Saved in:
6
Financial distress and equity returns : a leverage-augmented three-factor model
Boubaker, Sabri
;
Hamza, Taher
;
Vidal-García, Javier
- In:
Research in international business and finance
46
(
2018
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011983541
Saved in:
7
Seeking negative alphas through shorting
Azhar Mohamad
- In:
Global business review
18
(
2017
)
6
,
pp. 1488-1506
Persistent link: https://www.econbiz.de/10011800037
Saved in:
8
Fama-French,
CAPM
, and implied cost of equity
Mishra, Dev R.
;
O'Brien, Thomas J.
- In:
Journal of economics & business
101
(
2019
),
pp. 73-85
Persistent link: https://www.econbiz.de/10012595268
Saved in:
9
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000747131
Saved in:
10
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000755202
Saved in:
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