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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~subject:"CAPM"
~type_genre:"Conference paper"
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United States
CAPM
Estimation
442
Schätzung
442
USA
98
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
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84
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75
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75
Aktienmarkt
61
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61
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Article
117
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Article in journal
Conference paper
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117
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English
117
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Madura, Jeff
3
Akhigbe, Aigbe O.
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Chatrath, Arjun
2
Coakley, Jerry
2
Darrat, Ali F.
2
Faff, Robert W.
2
Gulley, Orrin David
2
Moosa, Imad A.
2
Niizeki, Mikiyo Kii
2
Ramchander, Sanjay
2
Sengupta, Jati K.
2
Snaith, Stuart
2
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2
Sultan, Jahangir
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Alangar, Sadhana M.
1
Ammann, Manuel
1
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1
Armah, Nii Ayi
1
Artikis, George P.
1
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1
Bandholz, Harm
1
Bauer, Rob
1
Becchetti, Leonardo
1
Bedrossian, Robert
1
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1
Ben-David, Nissim
1
Bhatti, Razzaque H.
1
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1
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1
Brooks, Chris
1
Brooks, Robert
1
Byers, Steven S.
1
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Applied financial economics
Applied economics
276
The review of economics and statistics
169
The journal of finance : the journal of the American Finance Association
152
The American economic review
151
Applied economics letters
149
Journal of financial economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of international money and finance
98
Journal of applied econometrics
97
Journal of banking & finance
96
The review of financial studies
93
Journal of financial and quantitative analysis : JFQA
87
Economics letters
86
Economic modelling
85
The journal of futures markets
85
Journal of money, credit and banking : JMCB
84
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
73
International review of economics & finance : IREF
72
Journal of econometrics
71
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
68
International review of financial analysis
65
Finance research letters
64
Southern economic journal
64
Journal of labor economics
61
Journal of macroeconomics
56
Review of quantitative finance and accounting
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of economic dynamics & control
53
Journal of international financial markets, institutions & money
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
49
American journal of agricultural economics
47
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ECONIS (ZBW)
117
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1
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
2
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
3
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
4
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
5
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Saved in:
6
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
7
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
Saved in:
8
Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
Saved in:
9
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
10
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
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