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subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation
248
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248
Capital income
127
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84
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84
CAPM
75
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74
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
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Da, Zhi
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Scaillet, Olivier
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2
Valkanov, Rossen I.
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Journal of financial economics
Finance research letters
143
Journal of banking & finance
139
International review of financial analysis
130
Journal of empirical finance
120
International review of economics & finance : IREF
119
Applied economics
100
NBER working paper series
95
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
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87
Applied economics letters
84
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81
Journal of international financial markets, institutions & money
78
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71
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67
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67
Pacific-Basin finance journal
66
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59
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53
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52
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50
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45
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44
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42
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41
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40
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38
Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
127
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
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:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
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:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
9
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
10
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
11
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
12
Employee output response to stock market wealth shocks
Li, Teng
;
Qian, Wenlan
;
Xiong, Wei A.
;
Zou, Xin
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 779-796
Persistent link: https://www.econbiz.de/10013482354
Saved in:
13
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
14
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
15
Betting against betting against beta
Novy-Marx, Robert
;
Velikov, Mihail
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 80-106
Persistent link: https://www.econbiz.de/10013350626
Saved in:
16
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
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17
Equity tail risk and currency risk premiums
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 484-503
Persistent link: https://www.econbiz.de/10013350667
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18
A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang
;
Lee, Charles M. C.
;
Song, Yang
;
Xiang, Hong
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
Saved in:
19
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
20
Risk-adjusted capital allocation and misallocation
David, Joel M.
;
Schmid, Lukas
;
Zeke, David
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
Saved in:
21
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
22
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
23
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
24
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:
25
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
26
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
27
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:
28
Salience theory and stock prices : empirical evidence
Cosemans, Mathijs
;
Frehen, Rik
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 460-483
Persistent link: https://www.econbiz.de/10012650457
Saved in:
29
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
Saved in:
30
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
31
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
32
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:
33
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
34
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
35
Anomalies across the globe : once public, no longer existent?
Jacobs, Heiko
;
Müller, Sebastian
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 213-230
Persistent link: https://www.econbiz.de/10012431394
Saved in:
36
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
Saved in:
37
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
38
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
Saved in:
39
The conditional expected market return
Chabi-Yo, Fousseni
;
Loudis, Johnathan
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 752-786
Persistent link: https://www.econbiz.de/10012588362
Saved in:
40
The impact of jumps on carry trade returns
Lee, Suzanne S.
;
Wang, Minhong
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012131572
Saved in:
41
Bear beta
Lu, Zhongijn
;
Murray, Scott
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 736-760
Persistent link: https://www.econbiz.de/10012133542
Saved in:
42
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
43
Variance risk in aggregate stock returns and time-varying return predictability
Pyun, Sungjune
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 150-174
Persistent link: https://www.econbiz.de/10012134795
Saved in:
44
An anatomy of the market return
Schneider, Paul
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 325-350
Persistent link: https://www.econbiz.de/10012136886
Saved in:
45
Gold, platinum, and expected stock returns
Huang, Darien
;
Kilic, Mete
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 50-75
Persistent link: https://www.econbiz.de/10012163951
Saved in:
46
Government debt and the returns to innovation
Croce, Mariano M.
;
Nguyen, Thien T.
;
Raymond, S.
;
Schmid, L.
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 205-225
Persistent link: https://www.econbiz.de/10012163956
Saved in:
47
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
48
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
49
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
50
Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong
;
Eaton, Gregory W.
;
Paye, Bradley S.
- In:
Journal of financial economics
130
(
2018
)
1
,
pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
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