//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
CAPM Over the Long Run : 1926-...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
39,491
Capital income
39,391
CAPM
19,057
Theorie
18,720
Theory
18,590
Börsenkurs
16,544
Share price
16,489
Risikoprämie
12,452
Risk premium
12,320
Schätzung
10,752
Estimation
10,661
Portfolio-Management
9,687
Portfolio selection
9,656
Aktienmarkt
9,297
Stock market
9,220
Volatilität
8,757
Volatility
8,713
USA
7,518
United States
7,405
Prognoseverfahren
5,446
Forecasting model
5,420
Anlageverhalten
4,886
Behavioural finance
4,860
Risk
4,859
Risiko
4,813
Welt
4,182
World
4,143
Zinsstruktur
3,548
Yield curve
3,509
Investmentfonds
2,862
Investment Fund
2,851
ARCH-Modell
2,616
ARCH model
2,597
Ankündigungseffekt
2,498
Announcement effect
2,493
Finanzmarkt
2,461
Financial market
2,438
Zeitreihenanalyse
2,185
Time series analysis
2,174
Schätztheorie
2,042
more ...
less ...
Online availability
All
Free
24,145
Undetermined
14,311
Type of publication
All
Article
34,365
Book / Working Paper
29,556
Journal
32
Other
17
Type of publication (narrower categories)
All
Article in journal
32,288
Aufsatz in Zeitschrift
32,288
Graue Literatur
10,021
Non-commercial literature
10,021
Working Paper
9,952
Arbeitspapier
9,523
Hochschulschrift
1,491
Aufsatz im Buch
1,473
Book section
1,473
Thesis
1,212
Collection of articles written by one author
395
Sammlung
395
Collection of articles of several authors
211
Sammelwerk
211
Bibliografie enthalten
157
Bibliography included
157
Conference paper
146
Konferenzbeitrag
146
Lehrbuch
128
Textbook
115
Aufsatzsammlung
112
Konferenzschrift
72
Systematic review
68
Übersichtsarbeit
68
Article
62
Dissertation u.a. Prüfungsschriften
57
Forschungsbericht
46
Glossar enthalten
39
Glossary included
39
Conference proceedings
37
Reprint
33
Amtsdruckschrift
29
Government document
29
Case study
28
Fallstudie
28
Mehrbändiges Werk
24
Multi-volume publication
24
Handbook
22
Handbuch
22
research-article
20
more ...
less ...
Language
All
English
61,535
German
1,209
Undetermined
751
French
163
Spanish
142
Italian
71
Portuguese
26
Polish
25
Swedish
13
Danish
12
Dutch
9
Russian
7
Czech
6
Norwegian
5
Hungarian
3
Slovenian
3
Afrikaans
2
Bulgarian
2
Serbian
2
Bosnian
1
Finnish
1
Korean
1
Lithuanian
1
Romanian
1
Turkish
1
more ...
less ...
Author
All
Gupta, Rangan
185
Caporale, Guglielmo Maria
181
Campbell, John Y.
175
Bekaert, Geert
167
Zaremba, Adam
167
Harvey, Campbell R.
129
Zhang, Lu
128
Bali, Turan G.
117
Zhou, Guofu
116
Fabozzi, Frank J.
113
Diebold, Francis X.
110
McMillan, David G.
109
Stambaugh, Robert F.
105
Bollerslev, Tim
104
Faff, Robert W.
104
Ang, Andrew
101
Guidolin, Massimo
96
Jagannathan, Ravi
93
Ferson, Wayne E.
92
Timmermann, Allan
91
McAleer, Michael
86
Cakici, Nusret
82
Cochrane, John H.
81
Titman, Sheridan
78
Lee, Cheng F.
73
Narayan, Paresh Kumar
73
Subrahmanyam, Avanidhar
73
Engle, Robert F.
72
Lettau, Martin
72
Pierdzioch, Christian
72
Wohar, Mark E.
72
Bansal, Ravi
70
Hens, Thorsten
70
Lustig, Hanno
70
Madan, Dilip B.
70
Lo, Andrew W.
68
Longstaff, Francis A.
68
Zhou, Hao
68
Bouri, Elie
67
Ludvigson, Sydney C.
67
more ...
less ...
Institution
All
National Bureau of Economic Research
1,101
International Monetary Fund (IMF)
155
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
30
International Monetary Fund
28
Rodney L. White Center for Financial Research
26
C.E.P.R. Discussion Papers
25
University of Chicago / Center for Research in Security Prices
20
Federal Reserve Bank of St. Louis
18
Ekonomiska forskningsinstitutet <Stockholm>
17
HAL
17
Institute of Finance and Accounting <London>
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
15
EconWPA
13
Erasmus Research Institute of Management
13
Chambre de commerce et d'industrie de Paris
12
Federal Reserve System / Division of Research and Statistics
12
OECD
12
The Wharton Financial Institutions Center
12
Center for Economic Research <Tilburg>
11
Federal Reserve System / Board of Governors
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Springer Fachmedien Wiesbaden
9
CESifo
8
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
8
Centre for Economic Policy Research
8
Department of Economics and Related Studies, University of York
8
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
Svenska Handelshögskolan <Helsinki>
8
Birkbeck College / Department of Economics
7
Econometrisch Instituut <Rotterdam>
7
European University Institute / Department of Economics
7
Federal Reserve Bank of San Francisco
7
Institut de Préparation à l'Administration et à la Gestion (IPAG)
7
International Center for Financial Asset Management and Engineering
7
Nationalekonomiska Institutionen <Lund>
7
University of British Columbia / Finance Division
7
more ...
less ...
Published in...
All
NBER working paper series
1,083
Working paper / National Bureau of Economic Research, Inc.
994
Journal of banking & finance
854
NBER Working Paper
815
Finance research letters
804
Journal of financial economics
714
International review of financial analysis
627
The journal of finance : the journal of the American Finance Association
627
The review of financial studies
531
Journal of empirical finance
507
Applied financial economics
455
International review of economics & finance : IREF
449
Pacific-Basin finance journal
437
Applied economics
408
Economics letters
386
Journal of financial and quantitative analysis : JFQA
379
Discussion paper / Centre for Economic Policy Research
359
Journal of international financial markets, institutions & money
354
Applied economics letters
350
Review of quantitative finance and accounting
324
The North American journal of economics and finance : a journal of financial economics studies
320
The European journal of finance
319
Research in international business and finance
313
Journal of international money and finance
297
Economic modelling
293
Management science : journal of the Institute for Operations Research and the Management Sciences
282
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
273
Journal of economic dynamics & control
271
Journal of econometrics
267
Working paper
252
Research paper series / Swiss Finance Institute
244
Energy economics
243
The journal of real estate finance and economics
221
International journal of economics and finance
209
Discussion papers / CEPR
207
Journal of risk and financial management : JRFM
201
The journal of futures markets
198
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
185
CESifo working papers
173
Finance and economics discussion series
173
more ...
less ...
Source
All
ECONIS (ZBW)
62,241
RePEc
985
EconStor
500
USB Cologne (EcoSocSci)
124
USB Cologne (business full texts)
46
BASE
28
Other ZBW resources
24
OLC EcoSci
21
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
63,970
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CAPM
over the long run : 1926 - 2001
Ang, Andrew
;
Chen, Joseph
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
Saved in:
2
CAPM
over the long run : 1926 - 2001
Ang, Andrew
;
Chen, Joseph
-
2006
Persistent link: https://www.econbiz.de/10003275393
Saved in:
3
Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa
;
Cannavan, Damien
;
Huang, Ronghong
;
Peng, …
- In:
Journal of financial markets
53
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
Saved in:
4
Predicting returns with financial ratios
Lewellen, Jonathan
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10002399248
Saved in:
5
Un réexamen de la relation entre le rendement et le risque des actions canadiennes
L'Her, Jean-François
;
Sy, Oumar
;
Vencatachellum, Désiré
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001896713
Saved in:
6
Event studies in thinly-traded markets : an improvement to the market model
Anderson, Warwick
-
2013
Persistent link: https://www.econbiz.de/10009701651
Saved in:
7
CAPM
with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Shapiro, A. F.
; …
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
Saved in:
8
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
9
Consequences of outlier returns for event studies : a methodological investigation and treatment
Theodossiou, Panayiotis
;
Theodossiou, Alexandra
- In:
The international journal of accounting : TIJA
56
(
2021
)
3
,
pp. 2150013-1-23
Persistent link: https://www.econbiz.de/10012670646
Saved in:
10
Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W
;
Wei, Jianguo
- In:
Romanian journal of economic forecasting
23
(
2020
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->