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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of economics"
~subject:"CAPM"
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United States
CAPM
Estimation
548
Schätzung
547
Theorie
133
Theory
133
Capital income
120
Kapitaleinkommen
120
Volatility
112
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Article in journal
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117
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English
117
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Cortes, Bienvenido Santos
3
Gupta, Rangan
3
Clark, William
2
Edgmand, Michael R.
2
Fizel, John L.
2
Hueng, C. James
2
Rea, John D.
2
Rubio, Gonzalo
2
Russo, Benjamin
2
Wisley, Thomas O.
2
Wohar, Mark E.
2
Wu, Chunchi
2
Abdullah, Dewan A.
1
Ahmad, Wasim
1
Akanni, Lateef O.
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
Ashraf, Mohammad
1
Balcilar, Mehmet
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Binswanger, Mathias
1
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1
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1
Brar, Jagjit S.
1
Bu, Jinfeng
1
Byun, Suk Joon
1
Cha, Baekin
1
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1
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1
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1
Chen, Mei-Ping
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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International review of economics & finance : IREF
The journal of 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
Applied financial economics
117
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
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
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
2
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo
;
Kwon, Ji Ho
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
Saved in:
7
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
8
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
Saved in:
9
Another look at sources of momentum profits
Chai, Daniel
;
Chiah, Mardy
;
Zhong, Angel
;
Li, Bob
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 310-323
Persistent link: https://www.econbiz.de/10013343411
Saved in:
10
The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei
;
Yu, Xiaojian
;
Xiao, Weilin
;
Zhang, Xili
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
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