Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
A New Measure of Equity and Ca...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
41,131
Capital income
41,034
Aktienmarkt
29,283
Stock market
29,166
Börsenkurs
24,903
Share price
24,757
Theorie
21,955
Theory
21,835
CAPM
20,180
Portfolio-Management
13,543
Portfolio selection
13,515
Volatilität
12,074
Volatility
12,010
Schätzung
10,770
Estimation
10,661
USA
9,204
United States
9,044
Anlageverhalten
8,286
Behavioural finance
8,233
Welt
6,140
Risk
6,095
World
6,095
Risiko
6,033
Prognoseverfahren
5,988
Forecasting model
5,952
Risikoprämie
5,203
Risk premium
5,184
Cash flow
4,601
Cash Flow
4,445
Finanzmarkt
4,109
Financial market
4,081
Investmentfonds
3,837
Investment Fund
3,822
ARCH-Modell
3,792
ARCH model
3,769
Ankündigungseffekt
3,680
Announcement effect
3,669
China
3,569
Kapitalmarktrendite
3,448
Capital market returns
3,445
more ...
less ...
Online availability
All
Free
31,309
Undetermined
19,440
CC license
1,599
Type of publication
All
Article
46,861
Book / Working Paper
37,406
Journal
71
Other
27
Type of publication (narrower categories)
All
Article in journal
42,749
Aufsatz in Zeitschrift
42,749
Working Paper
10,691
Graue Literatur
10,681
Non-commercial literature
10,681
Arbeitspapier
10,123
Aufsatz im Buch
2,206
Book section
2,206
Hochschulschrift
1,805
Thesis
1,496
Collection of articles written by one author
398
Sammlung
398
Collection of articles of several authors
335
Sammelwerk
335
Bibliografie enthalten
238
Bibliography included
238
Conference paper
214
Konferenzbeitrag
214
Article
189
Dissertation u.a. Prüfungsschriften
177
Aufsatzsammlung
158
Lehrbuch
155
Textbook
140
research-article
126
Konferenzschrift
112
Conference proceedings
69
Systematic review
68
Übersichtsarbeit
68
Ratgeber
60
Case study
54
Fallstudie
54
Reprint
54
Glossar enthalten
50
Glossary included
50
Guidebook
50
Handbook
42
Handbuch
42
Forschungsbericht
41
Amtsdruckschrift
37
Government document
37
more ...
less ...
Language
All
English
79,432
German
2,120
Undetermined
2,096
Spanish
211
French
175
Italian
101
Russian
64
Polish
48
Portuguese
33
Swedish
21
Danish
19
Dutch
14
Czech
13
Lithuanian
13
Norwegian
5
Bulgarian
4
Hungarian
4
Serbian
4
Ukrainian
3
Afrikaans
2
Romanian
2
Slovenian
2
Turkish
2
Azerbaijani
1
Bosnian
1
Finnish
1
Croatian
1
Indonesian
1
Korean
1
Macedonian
1
Slovak
1
Albanian
1
Vietnamese
1
Chinese
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
297
Gupta, Rangan
271
Bekaert, Geert
203
Campbell, John Y.
203
Zaremba, Adam
188
Gil-Alaña, Luis A.
142
Diebold, Francis X.
140
Harvey, Campbell R.
134
Bali, Turan G.
133
McMillan, David G.
133
Zhang, Lu
130
Faff, Robert W.
125
Fabozzi, Frank J.
120
Pierdzioch, Christian
115
Stambaugh, Robert F.
113
Zhou, Guofu
110
Bollerslev, Tim
106
Guidolin, Massimo
106
Jagannathan, Ravi
105
Narayan, Paresh Kumar
103
Stulz, René M.
102
Timmermann, Allan
100
Wohar, Mark E.
100
Ang, Andrew
94
Lo, Andrew W.
94
Bouri, Elie
91
Cakici, Nusret
91
Subrahmanyam, Avanidhar
91
Ferson, Wayne E.
90
Goetzmann, William N.
90
McAleer, Michael
90
Guo, Hui
88
Titman, Sheridan
88
Lucey, Brian M.
82
Brooks, Robert
81
Lustig, Hanno
81
Tiwari, Aviral Kumar
80
Demirer, Rıza
79
Spagnolo, Nicola
79
Hammoudeh, Shawkat
78
more ...
less ...
Institution
All
National Bureau of Economic Research
1,177
International Monetary Fund (IMF)
619
International Monetary Fund
227
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
117
Federal Reserve Board (Board of Governors of the Federal Reserve System)
44
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
42
Federal Reserve Bank of St. Louis
41
Federal Reserve Bank of New York
39
Rodney L. White Center for Financial Research, Wharton School of Business
38
EconWPA
33
Rodney L. White Center for Financial Research
30
C.E.P.R. Discussion Papers
28
Federal Reserve Bank of Chicago
22
OECD
20
Federal Reserve Bank of San Francisco
19
University of Chicago / Center for Research in Security Prices
18
Ekonomiska forskningsinstitutet <Stockholm>
17
Institute of Finance and Accounting <London>
17
Chambre de commerce et d'industrie de Paris
15
The Wharton Financial Institutions Center
15
Erasmus Research Institute of Management
14
Federal Reserve Bank of Atlanta
14
Springer Fachmedien Wiesbaden
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
William Davidson Institute <Ann Arbor, Mich.>
13
Federal Reserve System / Division of Research and Statistics
12
Graduate School of Business, Columbia University
12
Svenska Handelshögskolan <Helsinki>
12
Centre for Analytical Finance <Århus>
11
Centre for Economic Policy Research
11
New York Stock Exchange
11
Verlag Dr. Kovač
11
Weiss Center for International Financial Research, Wharton School of Business
11
Center for Economic Research <Tilburg>
10
Cowles Foundation for Research in Economics, Yale University
10
Deutsches Aktieninstitut
10
Federal Reserve System / Board of Governors
10
HAL
10
MASTER CONSULTORES
10
Birkbeck College / Department of Economics
9
more ...
less ...
Published in...
All
NBER working paper series
1,158
Finance research letters
1,134
Working paper / National Bureau of Economic Research, Inc.
1,040
Journal of banking & finance
944
NBER Working Paper
874
International review of financial analysis
855
Journal of financial economics
770
The journal of finance : the journal of the American Finance Association
667
Pacific-Basin finance journal
655
International review of economics & finance : IREF
654
Applied financial economics
607
Journal of empirical finance
580
Applied economics
579
The review of financial studies
539
Applied economics letters
495
Research in international business and finance
481
Journal of international financial markets, institutions & money
471
The North American journal of economics and finance : a journal of financial economics studies
436
Journal of financial and quantitative analysis : JFQA
434
Review of quantitative finance and accounting
422
The European journal of finance
415
Economic modelling
409
IMF Working Papers
406
Discussion paper / Centre for Economic Policy Research
374
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
363
Economics letters
350
International journal of economics and finance
347
Management science : journal of the Institute for Operations Research and the Management Sciences
314
Energy economics
311
Journal of international money and finance
293
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
288
Journal of risk and financial management : JRFM
285
Journal of economic dynamics & control
272
International journal of economics and financial issues : IJEFI
264
Working paper
264
Research paper series / Swiss Finance Institute
254
Global finance journal
236
Investment management and financial innovations
235
The journal of real estate finance and economics
234
Journal of financial markets
224
more ...
less ...
Source
All
ECONIS (ZBW)
80,064
RePEc
2,656
EconStor
777
USB Cologne (EcoSocSci)
499
Other ZBW resources
171
BASE
94
USB Cologne (business full texts)
68
OLC EcoSci
30
ArchiDok
6
more ...
less ...
Showing
1
-
10
of
84,365
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
2
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
3
Does sensitivity to cashflow news explain the value premium on European stock markets?
Nitschka, Thomas
(
contributor
)
-
2006
The decomposition of a European market return into cashflow and discount rate news components suggests that returns on European and country value portfolios react more sensitive to news about the European market returnś cashflows than the corresponding growth portfolios. This evidence is...
Persistent link: https://www.econbiz.de/10003355047
Saved in:
4
Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
Saved in:
5
Cash-flow risk, discount risk, and the value premium
Santos, Tano
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003236294
Saved in:
6
Australian firm characteristics and the cross-section variation in equity returns
Heaney, Richard A.
;
Koh, SzeKee
;
Lan, Yihui
- In:
Pacific-Basin finance journal
37
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011668987
Saved in:
7
A new measure of equity and cash flow duration : the duration-based explanation of the value premium revisited
Schröder, David
;
Esterer, Florian
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
5
,
pp. 857-900
Persistent link: https://www.econbiz.de/10011615625
Saved in:
8
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
Lettau, Martin
-
2005
to the
CAPM
…
Persistent link: https://www.econbiz.de/10012467541
Saved in:
9
Cash-Flow Risk, Discount Risk, and the Value Premium
Santos, Tano
-
2005
value premium is larger in "bad times," due to time variation in risk preferences; (c) the unconditional
CAPM
fails, because … conditional
CAPM
and a Fama and French (1993) HML factor outperform the unconditional
CAPM
…
Persistent link: https://www.econbiz.de/10012466855
Saved in:
10
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
Wachter, Jessica
-
2005
to the
CAPM
…
Persistent link: https://www.econbiz.de/10012784914
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
