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subject:"Announcement effect"
~isPartOf:"Journal of economics & business"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
CAPM
Capital income
830
Kapitaleinkommen
830
USA
314
United States
309
Börsenkurs
285
Share price
284
Aktienmarkt
189
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Kapitalertrag
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Wertpapierhandel
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Capital market returns
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English
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Chai, Daniel
3
Fama, Eugene F.
3
French, Kenneth Ronald
3
Stambaugh, Robert F.
3
Zaremba, Adam
3
Brennan, Michael J.
2
Cakici, Nusret
2
Chiah, Mardy
2
Eberhart, Allan C.
2
Ferson, Wayne E.
2
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Gharghori, Philip
2
Guo, Hui
2
Hahn, Jaehoon
2
Jacobs, Kris
2
Kandel, Shmuel
2
Kang, Jun-koo
2
Kothari, S. P.
2
Li, Bob
2
Lin, Chih-Yung
2
Masulis, Ronald W.
2
Michaely, Roni
2
Papanikolaou, Dimitris
2
Ross, Stephen A.
2
Shams, Syed M. M.
2
Siddique, Akhtar R.
2
Titman, Sheridan
2
Zhang, Han
2
Zhang, Wei
2
Zhong, Angel
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Zhu, Yifeng
2
Acharya, Sankarshan
1
Adrian, Tobias
1
Aggarwal, Raj
1
Aggarwal, Reena
1
Aharony, Jodeph
1
Albuquerque, Rui
1
Allen, Jeffrey W.
1
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American Finance Association
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Journal of economics & business
Pacific-Basin finance journal
The journal of finance : the journal of the American Finance Association
Journal of financial economics
165
Finance research letters
154
Journal of banking & finance
138
NBER working paper series
123
Working paper / National Bureau of Economic Research, Inc.
108
International review of financial analysis
103
Journal of empirical finance
102
NBER Working Paper
94
Applied economics
74
Review of quantitative finance and accounting
64
Management science : journal of the Institute for Operations Research and the Management Sciences
63
The review of financial studies
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International review of economics & finance : IREF
60
Journal of financial and quantitative analysis : JFQA
59
The European journal of finance
54
The North American journal of economics and finance : a journal of financial economics studies
52
Research in international business and finance
50
Journal of international financial markets, institutions & money
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of risk and financial management : JRFM
40
Applied economics letters
38
Applied financial economics
37
Economics letters
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International journal of economics and finance
37
The journal of corporate finance : contracting, governance and organization
35
Cogent economics & finance
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Journal of financial markets
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Research paper series / Swiss Finance Institute
32
The journal of asset management
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Investment management and financial innovations
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The financial review : the official publication of the Eastern Finance Association
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Journal of monetary economics
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The accounting review : a publication of the American Accounting Association
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The journal of real estate finance and economics
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ECONIS (ZBW)
207
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207
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1
Asset pricing implications of firms' profit sharing
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014534529
Saved in:
2
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
3
Return seasonalities in the Chinese stock market
Meng, Chen
;
Du, Qingjie
;
Shu, Haibing
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014576690
Saved in:
4
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
5
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
6
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
7
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
8
Competitive advantage and firm, industry, and country effects : an asset pricing perspective
Kohls, Tobias
;
Mager, Ferdinand
;
Regele, Tobias Ulrich …
- In:
Journal of economics & business
127
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014535087
Saved in:
9
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
10
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
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