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accessRights:"restricted"
isPartOf:"Journal of Multivariate Analysis"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Return predictability"
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Capital income
Return predictability
Estimation
150
Schätzung
147
Kapitaleinkommen
80
CAPM
51
Risikoprämie
51
Risk premium
51
Forecasting model
41
Prognoseverfahren
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Share price
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Bollerslev, Tim
4
Kelly, Bryan T.
4
Todorov, Viktor
4
Moskowitz, Tobias J.
3
Bali, Turan G.
2
Baltussen, Guido
2
Boons, Martijn
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Nagel, Stefan
2
Pruitt, Seth
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Amaya, Diego
1
Andersen, Torben
1
Aragon, George O.
1
Avdis, Efstathios
1
Backus, David
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1
Bakshi, Gurdip S.
1
Ball, Ray
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Bandi, F. M.
1
Bandi, Federico M.
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Bao, Jack
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1
Birru, Justin
1
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1
Braun, Reiner
1
Bretscher, Lorenzo
1
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1
Byun, Suk Joon
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Journal of Multivariate Analysis
Journal of financial economics
Finance research letters
142
International review of economics & finance : IREF
94
International review of financial analysis
93
Journal of banking & finance
84
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
74
Applied economics
67
Economic modelling
62
Pacific-Basin finance journal
61
Research in international business and finance
54
Journal of international financial markets, institutions & money
51
Journal of econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Applied economics letters
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Review of quantitative finance and accounting
37
Energy economics
34
Journal of international money and finance
34
The European journal of finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of financial markets
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Economics letters
27
International journal of forecasting
27
Discussion papers / CEPR
25
International journal of finance & economics : IJFE
25
International journal of economics and finance
24
Journal of financial econometrics
22
Quantitative finance
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
20
Emerging markets, finance and trade : EMFT
19
Journal of economic dynamics & control
17
Review of finance : journal of the European Finance Association
17
Theoretical economics letters
17
Journal of forecasting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Global finance journal
15
Financial markets and portfolio management
14
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ECONIS (ZBW)
81
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1
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81
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
9
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
10
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
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