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How robust are empirical facto...
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Schätzung
131,217
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125,085
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56,723
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55,665
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44,342
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43,997
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21,128
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20,180
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19,070
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18,231
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16,308
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16,274
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16,231
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16,105
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15,431
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13,423
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13,190
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11,562
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11,357
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9,160
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9,108
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8,512
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8,213
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8,195
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8,145
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8,003
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7,979
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7,588
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7,476
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7,428
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7,359
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6,991
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6,944
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6,893
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6,730
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6,698
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6,444
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6,429
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6,214
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84,579
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93,445
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273
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89
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81,584
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47,659
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44,932
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8,244
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6,915
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5,553
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Caporale, Guglielmo Maria
453
Wagner, Joachim
355
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312
Belke, Ansgar
290
Gil-Alaña, Luis A.
278
Gupta, Rangan
278
Pesaran, M. Hashem
276
McAleer, Michael
275
Schneider, Friedrich
207
Buch, Claudia M.
204
Schnabel, Claus
195
Campbell, John Y.
193
Heckman, James J.
190
Maurer, Raimond
171
Addison, John T.
168
Bahmani-Oskooee, Mohsen
164
Görg, Holger
163
Nunnenkamp, Peter
163
Kapetanios, George
161
Woessmann, Ludger
158
Marcellino, Massimiliano
156
Fitzenberger, Bernd
155
Härdle, Wolfgang
151
Pierdzioch, Christian
151
Herwartz, Helmut
150
Narayan, Paresh Kumar
150
Bauer, Thomas K.
149
Guidolin, Massimo
148
Dreher, Axel
147
Riphahn, Regina T.
146
Mitchell, Olivia S.
143
Zaremba, Adam
138
Koopman, Siem Jan
137
Stambaugh, Robert F.
136
Hens, Thorsten
135
Cheung, Yin-Wong
133
Egger, Peter
133
Dreger, Christian
132
Lechner, Michael
132
Engle, Robert F.
124
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3,262
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347
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234
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175
Charles H. Dyson School of Applied Economics and Management, Cornell University
171
Agricultural and Applied Economics Association - AAEA
158
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
124
Springer Fachmedien Wiesbaden
93
Institut für Weltwirtschaft
90
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84
Department of Agribusiness and Applied Economics, North Dakota State University
81
Ekonomiska forskningsinstitutet <Stockholm>
81
Zentrum für Europäische Wirtschaftsforschung
77
Department of Agricultural, Food and Resource Economics, Michigan State University
63
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62
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53
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52
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51
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51
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50
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49
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46
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45
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42
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40
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39
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38
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38
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35
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34
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34
European Central Bank
33
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30
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30
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30
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29
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3,349
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3,216
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3,061
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2,776
Applied economics
1,994
Discussion paper / Centre for Economic Policy Research
1,730
IZA Discussion Papers
1,576
CESifo working papers
1,563
Applied economics letters
1,351
IZA Discussion Paper
1,304
Working paper
1,142
Journal of banking & finance
1,128
Economic modelling
1,059
Economics letters
1,014
Finance research letters
994
Discussion paper
866
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
773
European journal of operational research : EJOR
734
CESifo Working Paper
733
Journal of econometrics
720
Journal of financial economics
710
International review of economics & finance : IREF
680
International review of financial analysis
668
Energy economics
665
Journal of economic dynamics & control
643
The journal of finance : the journal of the American Finance Association
636
Journal of international money and finance
621
Discussion papers / CEPR
610
Discussion paper / Tinbergen Institute
597
Applied financial economics
587
ZEW discussion papers
577
CESifo Working Paper Series
520
The review of financial studies
515
Journal of empirical finance
492
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
489
The North American journal of economics and finance : a journal of financial economics studies
483
Insurance / Mathematics & economics
461
SpringerLink / Bücher
461
ZEW Discussion Papers
459
Management science : journal of the Institute for Operations Research and the Management Sciences
454
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ECONIS (ZBW)
187,684
EconStor
7,406
RePEc
5,420
USB Cologne (EcoSocSci)
1,170
BASE
356
Other ZBW resources
307
USB Cologne (business full texts)
205
OLC EcoSci
86
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3
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1
A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias
Collot, Solène
;
Hemauer, Tobias
- In:
Financial markets and portfolio management
35
(
2021
)
1
,
pp. 77-100
Persistent link: https://www.econbiz.de/10012495901
Saved in:
2
Which factors?
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012034746
Saved in:
3
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
4
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
5
Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors
Skočir, Matevž
;
Lončarski, Igor
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 65-80
Persistent link: https://www.econbiz.de/10011984094
Saved in:
6
Mispricing, returns and the quest for parsimony
Qiu, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
7
A machine learning based asset pricing factor model comparison on anomaly portfolios
Fang, Ming
;
Taylor, Stephen
- In:
Economics letters
204
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012607835
Saved in:
8
RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William
;
George, Nathan Darden
;
Wang, Guojun
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
Saved in:
9
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
10
A factor model for Cryptocurrency returns
Bianchi, Daniele
;
Babiak, Mykola
-
2021
Persistent link: https://www.econbiz.de/10012792799
Saved in:
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