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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~subject:"CAPM"
~subject:"Risikoprämie"
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Search: subject_exact:"Volatility"
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CAPM
Risikoprämie
Volatility
175
Volatilität
87
volatility
83
Börsenkurs
39
Share price
39
Capital income
32
Kapitaleinkommen
32
Estimation
26
Schätzung
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Theorie
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Theory
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Aboura, Sofiane
1
Avramov, Doron
1
Bansal, Naresh K.
1
Barinov, Alexander
1
Cao, Charles Q.
1
Carverhill, Andrew
1
Chen, Jing
1
Chen, Xi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lee, Suzanne S.
1
Luo, Dan
1
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1
Nguyen, Duc Binh Benno
1
Onour, Ibrahim
1
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1
Paye, Bradley S.
1
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Ray, Rina
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1
Suarez, Ronny
1
Tucker, Jon
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Wang, Junbo
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Wu, Chunchi
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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MPRA Paper
Journal of financial markets
Journal of banking & finance
65
Journal of financial economics
65
NBER working paper series
47
Working paper / National Bureau of Economic Research, Inc.
47
Journal of empirical finance
41
NBER Working Paper
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Finance research letters
38
International review of financial analysis
33
Journal of econometrics
33
Management science : journal of the Institute for Operations Research and the Management Sciences
30
The review of financial studies
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Discussion papers / CEPR
17
Journal of risk and financial management : JRFM
16
Swiss Finance Institute Research Paper
16
The European journal of finance
16
Applied financial economics
15
Pacific-Basin finance journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research in international business and finance
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Staff reports / Federal Reserve Bank of New York
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Journal of financial econometrics
12
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ECONIS (ZBW)
19
RePEc
3
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1
Profitability anomaly and aggregate volatility risk
Barinov, Alexander
- In:
Journal of financial markets
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
4
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
5
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
6
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
7
Who should buy stocks when volatility spikes?
Schneider, Andrés
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013398019
Saved in:
8
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
9
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
10
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
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