//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "The quarterly review of economics and finance : journal of the Midwest Economics Association"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
USA
519
United States
517
Theorie
391
Theory
391
Börsenkurs
261
Share price
261
Capital income
205
Kapitaleinkommen
205
Estimation
192
Schätzung
192
Volatility
172
Volatilität
169
Aktienmarkt
160
Stock market
160
Welt
157
World
157
Bank
118
Portfolio selection
116
Portfolio-Management
116
Financial crisis
89
Finanzkrise
88
Risk
86
Risiko
83
Economic growth
80
Wirtschaftswachstum
80
Ankündigungseffekt
77
Announcement effect
77
Geldpolitik
76
Monetary policy
76
Financial market
73
Finanzmarkt
73
Corporate Governance
68
Corporate governance
68
Behavioural finance
67
Anlageverhalten
66
Cointegration
64
Forecasting model
64
Prognoseverfahren
64
Kointegration
63
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Language
All
English
68
Author
All
Lee, Cheng F.
3
Lee, Alice C.
2
Ahmad, Yamin
1
Alonso Conde, Ana Belén
1
Alotaibi, Abdullah R.
1
Armada, Manuel José da Rocha
1
Asem, Ebenezer
1
Auer, Benjamin R.
1
Baba, Naohiko
1
Barbachan, José Santiago Fajardo
1
Bashir, Abdel-Hameed Mohamed
1
Bask, Mikael
1
Batabyal, Sourav
1
Ben Sita, Bernard
1
Bera, Anil K.
1
Bick, Avi
1
Bjornson, Bruce
1
Branch, Ben Shirley
1
Brooks, Chris
1
Butt, Hilal Anwar
1
Cassano, Mark A.
1
Chaudhury, Mohammed M.
1
Chen, Chih-Nan
1
Chen, Hong-Yi
1
Chen, Ming-Hsiang
1
Choi, Yoon K.
1
Ciner, Cetin
1
Clark, Ephraim
1
Claußen, Arndt
1
Demirer, Rıza
1
Durham, Greg
1
Ebrahim, Muhammed Shahid
1
Echevarria, David P.
1
Egly, Peter V.
1
Estrada, Javier
1
Ferrero Pozo, Ricardo
1
Fletcher, Jonathan
1
Fracasso, Laís Martins
1
Gosnell, Thomas F.
1
Guedhami, Omrane
1
more ...
less ...
Published in...
All
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Source
All
ECONIS (ZBW)
68
Showing
1
-
50
of
68
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
2
The commercial bank leverage factor in U.S. asset prices
Mihai, Marius M.
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 156-171
Persistent link: https://www.econbiz.de/10014249059
Saved in:
3
Mortgage payments and equity premium puzzle
Sing, Tien-foo
;
Zou, Yiheng
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 376-388
Persistent link: https://www.econbiz.de/10014249158
Saved in:
4
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
Saved in:
5
The Fama-French five-factor model and emerging market equity returns
Mosoeu, Selebogo
;
Kodongo, Odongo
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 55-76
Persistent link: https://www.econbiz.de/10013336071
Saved in:
6
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
7
The impact of the yield curve on bank equity returns : evidence from Canada
Killins, Robert N.
;
Egly, Peter V.
;
Batabyal, Sourav
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012656308
Saved in:
8
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
9
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi
;
Liu, Jiapeng
;
Zhang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Saved in:
10
Time-varying conditional beta, return spillovers, and dynamic bank diversification strategies
Wang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 272-280
Persistent link: https://www.econbiz.de/10012655045
Saved in:
11
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
12
A new approach to portfolio management in the Brazilian equity market : does assets efficiency level improve performance?
Maciel, Leandro
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 38-56
Persistent link: https://www.econbiz.de/10012656193
Saved in:
13
Identifying the fair value of Sharpe ratio by an option valuation approach
Lu, Jin-Ray
;
Li, Xiu-Yan
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 63-70
Persistent link: https://www.econbiz.de/10013258249
Saved in:
14
Analysis of the five-factor asset pricing model with wavelet multiscaling approach
Bera, Anil K.
;
Uyar, Umut
;
Uyar, Sinem Guler Kangalli
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 414-423
Persistent link: https://www.econbiz.de/10012417821
Saved in:
15
The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
Saved in:
16
Pure announcement and time effects in the dividend-discount model
Bask, Mikael
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012431111
Saved in:
17
European equity markets : who is the truly representative investor?
Rojo Suárez, Javier
;
Alonso Conde, Ana Belén
;
Ferrero …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 325-346
Persistent link: https://www.econbiz.de/10012416960
Saved in:
18
The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim
;
Qiao, Zhuo
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
Saved in:
19
Divergent interest rates in the theory of financial markets
Kruschwitz, Lutz
;
Löffler, Andreas
;
Lorenz, Daniela
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 48-55
Persistent link: https://www.econbiz.de/10012175793
Saved in:
20
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
Saved in:
21
Financial asset valuations : The total demand approach
Žukauskas, Vytautas
;
Hülsmann, Jörg Guido
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 123-131
Persistent link: https://www.econbiz.de/10012176177
Saved in:
22
Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
Saved in:
23
Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
Ben Sita, Bernard
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 28-35
Persistent link: https://www.econbiz.de/10012034395
Saved in:
24
Residual state ownership and stock market integration : evidence from Chinese partly-privatised firms
Li, Hong
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 100-112
Persistent link: https://www.econbiz.de/10012034431
Saved in:
25
Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
Saved in:
26
Time varying international financial integration for GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011791755
Saved in:
27
Examining return predictability of industry style portfolios with prior return relative to a benchmark
Noman, Abdullah
;
Naka, Atsuyuki
;
Zirek, Duygu
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 193-203
Persistent link: https://www.econbiz.de/10011792014
Saved in:
28
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
29
Beta as a determinant of investor activity in sector exchange-traded funds
Peltomäki, Jarkko
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 137-145
Persistent link: https://www.econbiz.de/10011792470
Saved in:
30
Sin stock returns and investor sentiment
Perez Liston, Daniel
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 63-70
Persistent link: https://www.econbiz.de/10011627205
Saved in:
31
Investor sentiment and aggregate volatility pricing
Labidi, Chiraz
;
Yaakoubi, Soumaya
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 53-63
Persistent link: https://www.econbiz.de/10011627506
Saved in:
32
Ticker fluency, sentiment, and asset valuation
Durham, Greg
;
Santhanakrishnan, Mukunthan
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 89-96
Persistent link: https://www.econbiz.de/10011627517
Saved in:
33
Does systematic distress risk drive the investment growth anomaly?
Su, Xuan-Qi
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 240-248
Persistent link: https://www.econbiz.de/10011627535
Saved in:
34
Alternative errors-in-variables models and their applications in finance research
Chen, Hong-Yi
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 213-227
Persistent link: https://www.econbiz.de/10011574260
Saved in:
35
Consumption growth, preference for smoothing, changes in expectations and risk premium
Armada, Manuel José da Rocha
;
Sousa, Ricardo M.
; …
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 80-97
Persistent link: https://www.econbiz.de/10011574359
Saved in:
36
Multifactor risk loadings and abnormal returns under uncertainty and learning
Salotti, Simone
;
Trecroci, Carmine
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
3
,
pp. 393-404
Persistent link: https://www.econbiz.de/10010492632
Saved in:
37
Asset pricing for inefficient markets : evidence from China and India
Majumder, Debasish
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010467331
Saved in:
38
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
Saved in:
39
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Saved in:
40
Consumption asset pricing and the term structure
Hyde, Stuart
;
Sherif, Mohamed
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
1
,
pp. 99-109
Persistent link: https://www.econbiz.de/10008689000
Saved in:
41
The non-relevance of the elusive holy grail of asset pricing tests : the "true" market portfolio does not alter CAPM validity conclusions
Low, Cheekiat
;
Nayak, Subhankar
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1460-1475
Persistent link: https://www.econbiz.de/10003903873
Saved in:
42
The fed model : the bad, the worse, and the ugly
Estrada, Javier
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 214-238
Persistent link: https://www.econbiz.de/10003852276
Saved in:
43
Pricing and optimality with default spreads
Barbachan, José Santiago Fajardo
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-692
Persistent link: https://www.econbiz.de/10003852652
Saved in:
44
Pricing unexpected illiquidity
Asem, Ebenezer
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1485-1494
Persistent link: https://www.econbiz.de/10003903896
Saved in:
45
A dynamic CAPM with supply effect : theory and empirical results
Lee, Cheng F.
;
Tsai, Chiung-min
;
Lee, Alice C.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 811-828
Persistent link: https://www.econbiz.de/10003873632
Saved in:
46
Risk taking by Japanese bond investors : testing the "reach for yields" hypothesis in the Japanese bond markets
Nishioka, Shinichi
;
Baba, Naohiko
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
4
,
pp. 691-707
Persistent link: https://www.econbiz.de/10003786464
Saved in:
47
An analysis of the capital asset pricing model in the Egyptian stock market
Omran, M. F.
- In:
The quarterly review of economics and finance : journal …
46
(
2007
)
5
,
pp. 801-812
Persistent link: https://www.econbiz.de/10003405478
Saved in:
48
Bond prices in a debt priority structure with absolute priority rule deviation
Pyo, Unyong
;
Thompson, Howard Elliott
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10003416704
Saved in:
49
The role of an illiquidity risk factor in asset pricing : empirical evidence from the Spanish stock market
Miralles Marcelo, José Luis
;
Miralles-Quirós, María …
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
2
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003334671
Saved in:
50
On the computation of a formula for the duration of a bond that yields precise results
Osborne, Michael J.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10002570487
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->