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Theory
Schätzung
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Caporale, Guglielmo Maria
98
Pesaran, M. Hashem
89
Gil-Alaña, Luis A.
88
Campbell, John Y.
81
Diebold, Francis X.
79
Stambaugh, Robert F.
72
Timmermann, Allan
67
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62
Bollerslev, Tim
61
Bekaert, Geert
59
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57
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54
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52
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51
Lo, Andrew W.
51
Hautsch, Nikolaus
48
Heckman, James J.
48
Jagannathan, Ravi
47
Zhang, Lu
47
Gupta, Rangan
44
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44
Herwartz, Helmut
43
Koopman, Siem Jan
43
Lettau, Martin
43
Engle, Robert F.
42
Marcellino, Massimiliano
41
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
Belzil, Christian
36
Engsted, Tom
36
Hansen, Lars Peter
36
Pierdzioch, Christian
36
Acemoglu, Daron
34
Bansal, Ravi
34
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National Bureau of Economic Research
802
Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Springer Fachmedien Wiesbaden
30
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
18
Federal Reserve System / Board of Governors
16
Institut für Weltwirtschaft
15
Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
13
Federal Reserve System / Division of Research and Statistics
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Verlag Dr. Kovač
12
Centre for Economic Policy Research
11
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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University of Oxford / Institute of Economics and Statistics
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Institut für Höhere Studien
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The Wharton Financial Institutions Center
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Umeå universitet
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Universität Mannheim
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University of Chicago / Center for Research in Security Prices
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Centre for Economic Performance
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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>
8
University of Exeter / Department of Economics
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University of Reading / Department of Economics
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Center for Economic Research <Tilburg>
7
Centre for Quantitative Economics & Computing
7
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7
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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Working paper / National Bureau of Economic Research, Inc.
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
269
The journal of finance : the journal of the American Finance Association
265
Journal of financial economics
255
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244
Economic modelling
235
Journal of econometrics
229
The review of financial studies
222
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
214
Applied economics letters
206
Journal of empirical finance
205
Journal of international money and finance
198
Finance research letters
197
International review of economics & finance : IREF
175
Discussion papers / CEPR
169
Discussion paper / Tinbergen Institute
166
Journal of applied econometrics
161
Journal of monetary economics
159
Discussion paper
156
Europäische Hochschulschriften / 5
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
IZA Discussion Paper
152
International review of financial analysis
143
Applied financial economics
138
Journal of macroeconomics
130
The European journal of finance
130
The review of economics and statistics
127
Finance and economics discussion series
124
International journal of forecasting
122
Journal of financial and quantitative analysis : JFQA
119
Macroeconomic dynamics
118
European economic review : EER
115
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ECONIS (ZBW)
41,347
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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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