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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~subject:"Wertpapierhandel"
~subject:"Yield curve"
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United States
Wertpapierhandel
Yield curve
Estimation
248
Schätzung
248
Capital income
127
Kapitaleinkommen
127
Theorie
84
Theory
84
CAPM
75
Risikoprämie
74
Risk premium
74
Börsenkurs
58
Forecasting model
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Share price
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USA
47
Portfolio selection
43
Portfolio-Management
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Volatility
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Volatilität
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Zinsstruktur
30
Risk
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Risiko
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Aktienmarkt
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Stock market
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Return predictability
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Capital market returns
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Kapitalmarktrendite
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Anlageverhalten
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Behavioural finance
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Welt
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World
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Investment Fund
14
Investmentfonds
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Option pricing theory
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Optionspreistheorie
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Time series analysis
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Article in journal
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84
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English
84
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Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
Bai, Jennie
2
Booth, James R.
2
Campbell, John Y.
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Frazzini, Andrea
2
Gao, Xiaohui
2
Hong, Harrison G.
2
Joslin, Scott
2
Kimmel, Robert
2
Lamont, Owen A.
2
Le, Anh
2
Lo, Andrew W.
2
Malmendier, Ulrike
2
Pedersen, Lasse Heje
2
Stein, Jeremy C.
2
Tate, Geoffrey
2
Whitelaw, Robert F.
2
Abbassi, Puriya
1
Acharya, Viral V.
1
Amihud, Yakov
1
Asness, Cliff
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bajgrowicz, Pierre
1
Baker, Malcolm
1
Bakshi, Gurdip S.
1
Bansal, Ravi
1
Barber, Brad M.
1
Barberis, Nicholas
1
Barroso, Pedro
1
Barrot, Jean-Noel
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boudoukh, Jacob
1
Boyarchenko, Nina
1
Brandt, Michael W.
1
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Journal of financial economics
Applied economics
276
The review of economics and statistics
170
Applied economics letters
166
The American economic review
151
The journal of finance : the journal of the American Finance Association
149
Applied financial economics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of applied econometrics
98
Journal of international money and finance
94
The review of financial studies
94
Journal of banking & finance
93
The journal of futures markets
91
Journal of money, credit and banking : JMCB
87
Economic modelling
85
Journal of financial and quantitative analysis : JFQA
84
Economics letters
82
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
International review of economics & finance : IREF
74
Journal of monetary economics
71
Journal of econometrics
64
Southern economic journal
64
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of labor economics
61
Journal of macroeconomics
60
Journal of economic dynamics & control
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of empirical finance
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Review of quantitative finance and accounting
51
Finance research letters
50
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
American journal of agricultural economics
47
The journal of economics
47
International journal of finance & economics : IJFE
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ECONIS (ZBW)
84
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1
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:
2
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:
3
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
4
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
5
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
6
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
10
Trading out of sight : an analysis of cross-trading in mutual fund families
Eisele, Alexander
;
Nefedova, Tamara
;
Parise, Gianpaolo
; …
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012543085
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