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type_genre:"Article in journal"
type_genre:"Dissertation"
~isPartOf:"The European journal of finance"
~subject:"Effizienzmarkthypothese"
~subject:"Risk premium"
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Effizienzmarkthypothese
Risk premium
Estimation
193
Schätzung
193
Theorie
68
Theory
68
Capital income
66
Kapitaleinkommen
66
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47
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Vivian, Andrew
2
Ahmed, Sheraz
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Akkaya, Nese
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Aktan, Ceyda
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Badaoui, Saad
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Batten, Jonathan A.
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The European journal of finance
Journal of financial economics
82
Journal of banking & finance
75
Journal of international money and finance
50
International review of financial analysis
48
Finance research letters
46
Journal of empirical finance
45
Applied financial economics
40
Journal of international financial markets, institutions & money
39
International review of economics & finance : IREF
37
Applied economics
36
Applied economics letters
31
The journal of futures markets
28
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of financial markets
22
Review of quantitative finance and accounting
22
Economic modelling
21
The journal of finance : the journal of the American Finance Association
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Research in international business and finance
20
International journal of finance & economics : IJFE
19
Journal of risk and financial management : JRFM
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Pacific-Basin finance journal
17
The review of financial studies
17
Journal of econometrics
16
Journal of economic dynamics & control
15
Journal of financial and quantitative analysis : JFQA
15
Review of finance : journal of the European Finance Association
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Economics letters
13
International journal of economics and finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Energy economics
11
International journal of economics and financial issues : IJEFI
11
The journal of asset management
11
Journal of money, credit and banking : JMCB
10
Cogent economics & finance
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1
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
2
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
3
The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
Saved in:
4
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
5
The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René
;
Vivian, Andrew
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
Saved in:
6
Market development and market efficiency : evidence based on nonlinear panel unit root tests
Aktan, Ceyda
;
Iren, Perihan
;
Omay, Tolga
- In:
The European journal of finance
25
(
2019
)
11
,
pp. 979-993
Persistent link: https://www.econbiz.de/10012207047
Saved in:
7
Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz
;
Hirvonen, Jani
;
Hussain, Syed Mujahid
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
Saved in:
8
Financial crisis and market efficiency : evidence from European stock markets
Liao, Tung Liang
;
Tsai, Li-Chueh
;
Ke, Mei-chu
;
Chiang, …
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1194-1210
Persistent link: https://www.econbiz.de/10012207071
Saved in:
9
Performance of technical trading rules : evidence from the crude oil market
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1793-1815
Persistent link: https://www.econbiz.de/10012207149
Saved in:
10
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che
;
Yang, Wan-Ru
;
Chen, Ming-Chi
;
Lin, …
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
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