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subject:"Capital income"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Kapitaleinkommen
Estimation
135
Schätzung
135
USA
74
United States
74
Theorie
30
Theory
30
Börsenkurs
25
Share price
25
CAPM
22
Capital market returns
19
Kapitalmarktrendite
19
Portfolio selection
18
Portfolio-Management
18
Yield curve
17
Zinsstruktur
17
Forecasting model
16
Prognoseverfahren
16
Welt
15
World
15
Volatility
13
Volatilität
13
Risikoprämie
12
Risk premium
12
Aktienmarkt
8
Stock market
8
Ankündigungseffekt
7
Announcement effect
7
Investment Fund
7
Investmentfonds
7
Securities trading
7
Wertpapierhandel
7
Anlageverhalten
6
Behavioural finance
6
Börsengang
6
Initial public offering
6
Anlageberatung
5
Beta risk
5
Betafaktor
5
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1
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31
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Aufsatz in Zeitschrift
Article in journal
31
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English
31
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Bali, Turan G.
2
Ang, Andrew
1
Asimakopoulos, Panagiotis
1
Asimakopoulos, Stylianos
1
Baron, Matthew
1
Bekaert, Geert
1
Bhattacharya, Utpal
1
Bollerslev, Tim
1
Brogaard, Jonathan
1
Brown, Stephen J.
1
Cakici, Nusret
1
Christoffersen, Peter F.
1
Cooper, Ilan
1
De Giorgi, Enrico
1
Doukas, John A.
1
Eriksen, Jonas Nygaard
1
Ermolov, Andrey
1
Faccio, Mara
1
Feunou, Bruno
1
Galpin, Neal
1
Gibson, Rajna
1
Goldenberg, David Harold
1
Grammig, Joachim
1
Gu, Li
1
Gómez, Juan-Pedro
1
Hagströmer, Björn
1
Ho, Steven Wei
1
Hochberg, Yael V.
1
Holmén, Martin
1
Jacobs, Kris
1
Jank, Stephan
1
Jiang, Lei
1
Karagiannis, Nikolaos
1
Karolyi, G. Andrew
1
Kim, Chansog
1
Kirilenko, Andrei
1
Knopf, John Donald
1
Kourogenis, Nikolaos
1
Kryzanowski, Lawrence
1
Kumar, Alok
1
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Journal of financial and quantitative analysis : JFQA
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
International review of economics & finance : IREF
119
Journal of empirical finance
118
Applied economics
100
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
87
Applied economics letters
84
Economic modelling
81
Journal of international financial markets, institutions & money
78
Research in international business and finance
67
Pacific-Basin finance journal
66
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
41
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Journal of financial markets
38
Cogent economics & finance
37
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
32
Investment management and financial innovations
31
Journal of forecasting
31
International journal of economics and financial issues : IJEFI
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The journal of finance : the journal of the American Finance Association
29
Quantitative finance
24
Review of finance : journal of the European Finance Association
24
The journal of asset management
24
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ECONIS (ZBW)
31
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1
Is there smart money? : how information in the commodity futures market is priced into the cross section of stock returns with delay
Ho, Steven Wei
;
Lauwers, Alexandre R.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3201-3230
Persistent link: https://www.econbiz.de/10014465417
Saved in:
2
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
3
International yield comovements
Bekaert, Geert
;
Ermolov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
Saved in:
4
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
5
Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos
;
Tolikas, Konstantinos
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
Saved in:
6
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
7
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
8
Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
Asimakopoulos, Panagiotis
;
Asimakopoulos, Stylianos
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2305-2326
Persistent link: https://www.econbiz.de/10011929006
Saved in:
9
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
10
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
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