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~subject:"CAPM"
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Search: subject_exact:"Volatility"
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CAPM
Volatility
375
Volatilität
374
Capital income
110
Kapitaleinkommen
110
Theorie
109
Theory
109
Börsenkurs
102
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102
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Ankündigungseffekt
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Annaert, Jan
1
Bekaert, Geert
1
Ben Ammar, Semir
1
Bergbrant, Mikael
1
Berrada, Tony
1
Branger, Nicole
1
Braun, Alexander
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Broer, Tobias
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Byun, Suk Joon
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Cartea, Álvaro
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De Ceuster, Marc J.
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Gu, Ming
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Guo, Hui
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Hain, Martin
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Hansis, Alexandra
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Hoerova, Marie
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Huang, Lin
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Hugonnier, Julien
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Hwang, Soosung
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Jeon, Byoung Hyun
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Kang, Wenjin
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Journal of banking & finance
Journal of financial economics
44
NBER working paper series
27
Journal of empirical finance
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER Working Paper
25
Journal of econometrics
24
Finance research letters
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of economic dynamics & control
20
International review of economics & finance : IREF
19
International review of financial analysis
17
The review of financial studies
16
Economic modelling
15
International journal of theoretical and applied finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
12
Economics letters
12
Research in international business and finance
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Working paper
11
Journal of financial markets
10
Journal of international financial markets, institutions & money
10
Journal of risk and financial management : JRFM
10
Pacific-Basin finance journal
10
The journal of finance : the journal of the American Finance Association
10
Discussion paper / Centre for Economic Policy Research
9
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
9
The European journal of finance
9
Annals of finance
8
Applied financial economics
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Finance and economics discussion series
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Quantitative finance
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Swiss Finance Institute Research Paper
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Discussion papers / CEPR
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Energy economics
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FEDS Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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ECONIS (ZBW)
31
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1
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
2
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
3
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
4
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
5
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander
;
Ben Ammar, Semir
;
Eling, Martin
- In:
Journal of banking & finance
102
(
2019
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
Saved in:
8
Limits of arbitrage and idiosyncratic volatility : evidence from China stock market
Gu, Ming
;
Kang, Wenjin
;
Xu, Bu
- In:
Journal of banking & finance
86
(
2018
),
pp. 240-258
Persistent link: https://www.econbiz.de/10011962481
Saved in:
9
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
10
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
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