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accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Pacific-Basin finance journal"
~subject:"CAPM"
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CAPM
Estimation
362
Schätzung
362
Capital income
73
Kapitaleinkommen
73
Theorie
71
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71
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59
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Zhu, Jie
2
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Pacific-Basin finance journal
Journal of financial economics
51
Finance research letters
37
Journal of empirical finance
34
International review of financial analysis
30
Journal of banking & finance
27
The North American journal of economics and finance : a journal of financial economics studies
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Discussion papers / CEPR
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Emerging markets, finance and trade : EMFT
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
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9
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9
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Review of finance : journal of the European Finance Association
7
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International journal of financial engineering
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Swiss Finance Institute Research Paper
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Applied economics letters
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IIMB management review
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International journal of economics and finance
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ECONIS (ZBW)
22
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1
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
2
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
3
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
4
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
Saved in:
5
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
6
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
Saved in:
7
Economic uncertainty and cross section of stock returns : Australian evidence
Simkus, Matthew
;
Truong, Helen
;
Hoang, Khoa
;
Huang, Ronghong
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013389482
Saved in:
8
Pairs trading and asset pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
Saved in:
9
Beta estimation in New Zealand
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392315
Saved in:
10
The risk-return relation puzzle
Guo, Hui
;
Pai, Yu-Jou
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013370383
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