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subject:"CAPM"
subject:"Capital income"
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CAPM
Capital income
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123,570
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Caporale, Guglielmo Maria
143
Gil-Alaña, Luis A.
132
Gupta, Rangan
96
Zaremba, Adam
69
Belke, Ansgar
53
McMillan, David G.
51
Narayan, Paresh Kumar
51
Bahmani-Oskooee, Mohsen
41
Wohar, Mark E.
39
Bollerslev, Tim
38
Pierdzioch, Christian
37
Bohl, Martin T.
35
Tiwari, Aviral Kumar
35
Beckmann, Joscha
33
Pesaran, M. Hashem
32
Timmermann, Allan
32
Campbell, John Y.
31
Dreger, Christian
30
McAleer, Michael
30
Bali, Turan G.
28
Shahbaz, Muhammad
28
Todorov, Viktor
28
Chang, Tsangyao
26
Engle, Robert F.
26
Nielsen, Morten Ørregaard
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Nitschka, Thomas
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Faff, Robert W.
25
Hoesli, Martin
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Lee, Chien-chiang
24
Wolters, Jürgen
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Balcilar, Mehmet
23
Guidolin, Massimo
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Stambaugh, Robert F.
23
Ang, Andrew
22
Cheung, Yin-Wong
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21
Cakici, Nusret
21
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21
Herwartz, Helmut
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International Monetary Fund
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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University of Canterbury / Dept. of Economics and Finance
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University of Chicago / Center for Research in Security Prices
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
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Institute of Finance and Accounting <London>
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International Monetary Fund / European Dept
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Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
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Applied economics
231
Economic modelling
205
Applied economics letters
179
International review of economics & finance : IREF
179
Finance research letters
171
Journal of banking & finance
169
International review of financial analysis
154
Journal of empirical finance
142
Journal of financial economics
139
The North American journal of economics and finance : a journal of financial economics studies
127
NBER working paper series
122
Working paper / National Bureau of Economic Research, Inc.
120
Applied financial economics
116
International journal of economics and financial issues : IJEFI
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of international financial markets, institutions & money
105
International journal of economics and finance
103
CESifo working papers
101
Energy economics
101
International Journal of Energy Economics and Policy : IJEEP
100
Research in international business and finance
96
NBER Working Paper
91
The empirical economics letters : a monthly international journal of economics
91
Journal of international money and finance
85
Cogent economics & finance
82
Journal of econometrics
79
The European journal of finance
75
Pacific-Basin finance journal
74
International journal of finance & economics : IJFE
73
Review of quantitative finance and accounting
71
Economics letters
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Working paper
65
Journal of risk and financial management : JRFM
62
Management science : journal of the Institute for Operations Research and the Management Sciences
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The journal of finance : the journal of the American Finance Association
55
Theoretical and applied economics : GAER review
55
Research paper series / Swiss Finance Institute
52
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ECONIS (ZBW)
14,336
RePEc
2
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1
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14,338
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
3
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
4
Demographics outlook, credit conditions, and property prices
Shimizu, Chihiro
;
Deng, Yongheng
;
Inoue, Tomo'o
; …
-
2024
Persistent link: https://www.econbiz.de/10014470529
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports
Liu, Nan
;
Satō, Kiyotaka
-
2024
Persistent link: https://www.econbiz.de/10014460718
Saved in:
9
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
10
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
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