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subject:"Kapitaleinkommen"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial economics"
~subject:"Australia"
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Kapitaleinkommen
Australia
Estimation
690
Schätzung
690
Capital income
214
Theorie
179
Theory
179
USA
145
United States
145
Börsenkurs
142
Share price
142
Volatility
112
Volatilität
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CAPM
97
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Article in journal
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237
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Bollerslev, Tim
5
Faff, Robert W.
4
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Alles, Lakshman
2
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Brooks, Robert
2
Brown, Stephen J.
2
Chan, Howard Wei-hong
2
Christoffersen, Peter F.
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Lucey, Brian M.
2
McMillan, David G.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
Allen, David E.
1
Amaya, Diego
1
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Applied financial economics
Journal of financial economics
Finance research letters
149
Applied economics
143
Journal of banking & finance
142
International review of financial analysis
138
International review of economics & finance : IREF
122
Journal of empirical finance
120
Applied economics letters
92
Economic modelling
90
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of international financial markets, institutions & money
85
The economic record : er
80
Pacific-Basin finance journal
74
Research in international business and finance
68
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of international money and finance
56
Journal of econometrics
54
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Australian economic papers
47
Economics letters
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
46
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International journal of economics and finance
42
Journal of risk and financial management : JRFM
40
Cogent economics & finance
39
Journal of financial markets
38
The Australian economic review
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Journal of forecasting
33
Australian journal of management
32
Journal of financial and quantitative analysis : JFQA
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of economics and financial issues : IJEFI
31
Investment management and financial innovations
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
237
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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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