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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of financial economics"
~subject:"Spillover effect"
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Capital income
Spillover effect
Estimation
555
Schätzung
555
Kapitaleinkommen
181
Börsenkurs
132
Share price
132
Theorie
126
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Bohl, Martin T.
11
Bollerslev, Tim
5
Ge̜bka, Bartosz
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Serwa, Dobromił
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Kelly, Bryan T.
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Todorov, Viktor
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Bali, Turan G.
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Henke, Harald
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2
Boons, Martijn
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Borowski, Krzysztof
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Brown, Stephen J.
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Chen, Jiangrui
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Christoffersen, Peter F.
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Da, Zhi
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Gonçalves, Andrei S.
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Tripathy, Trilochan
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Valkanov, Rossen I.
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
International journal of economics and finance
Journal of financial economics
Finance research letters
164
International review of financial analysis
152
Journal of banking & finance
150
International review of economics & finance : IREF
138
Journal of empirical finance
126
NBER working paper series
125
Applied economics
123
The North American journal of economics and finance : a journal of financial economics studies
115
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Applied economics letters
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Journal of international financial markets, institutions & money
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Applied financial economics
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Research in international business and finance
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Pacific-Basin finance journal
71
CESifo working papers
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The European journal of finance
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Journal of international money and finance
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Economics letters
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Energy economics
61
Review of quantitative finance and accounting
61
Journal of econometrics
57
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Centre for Economic Policy Research
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Cogent economics & finance
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Discussion paper series / IZA
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Discussion papers / CEPR
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Discussion paper
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Finance and economics discussion series
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ECONIS (ZBW)
189
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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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