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subject:"CAPM"
~isPartOf:"Journal of political economy"
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CAPM
Risikoprämie
21
Risk premium
21
USA
13
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11
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11
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5
Kapitaleinkommen
5
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1871-1990
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Campbell, John Y.
3
Kogan, Leonid
2
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1
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1
Brav, Alon
1
Chochrane, John Howland
1
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1
Ferson, Wayne E.
1
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1
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1
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1
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1
Harvey, Campbell R.
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1
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1
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1
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1
Panageas, Stauros
1
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1
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1
Pflueger, Carolin E.
1
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1
Saá-Requejo, Jesús
1
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1
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1
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1
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1
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Journal of political economy
Journal of financial economics
104
NBER working paper series
72
Journal of banking & finance
69
Working paper / National Bureau of Economic Research, Inc.
56
Finance research letters
50
NBER Working Paper
48
Journal of empirical finance
37
The review of financial studies
35
Journal of economic dynamics & control
33
International review of economics & finance : IREF
31
International review of financial analysis
30
The journal of finance : the journal of the American Finance Association
27
Journal of international money and finance
24
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economics letters
23
Journal of monetary economics
23
Discussion papers / CEPR
21
Journal of international financial markets, institutions & money
21
Applied economics
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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16
Review of quantitative finance and accounting
16
Discussion paper / Centre for Economic Policy Research
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Applied financial economics
14
Journal of econometrics
14
Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
14
The journal of asset management
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Finance and economics discussion series
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International journal of theoretical and applied finance
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Staff reports / Federal Reserve Bank of New York
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Dissecting the equity premium
Beason, Tyler
;
Schreindorfer, David
- In:
Journal of political economy
130
(
2022
)
8
,
pp. 2203-2222
Persistent link: https://www.econbiz.de/10013367448
Saved in:
2
Asset pricing with omitted factors
Giglio, Stefano
;
Xiu, Dacheng
- In:
Journal of political economy
129
(
2021
)
7
,
pp. 1947-1990
Persistent link: https://www.econbiz.de/10012610477
Saved in:
3
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
4
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
5
The double power law in consumption and implications for testing Euler equations
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1177-1200
Persistent link: https://www.econbiz.de/10011409373
Saved in:
6
Young, old, conservative, and bold : the implications of heterogeneity and finite lives for asset pricing
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
123
(
2015
)
3
,
pp. 670-685
Persistent link: https://www.econbiz.de/10011283129
Saved in:
7
Durability of output and expected stock returns
Gomes, João F.
;
Kogan, Leonid
;
Yogo, Motohiro
- In:
Journal of political economy
117
(
2009
)
5
,
pp. 941-986
Persistent link: https://www.econbiz.de/10003936676
Saved in:
8
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
- In:
Journal of political economy
117
(
2009
)
3
,
pp. 555-590
Persistent link: https://www.econbiz.de/10003862798
Saved in:
9
Consumption risk and the cross section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
- In:
Journal of political economy
113
(
2005
)
1
,
pp. 185-222
Persistent link: https://www.econbiz.de/10002632172
Saved in:
10
Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon
;
Kōnstantinidēs, Giōrgos
;
Géczy, Christopher
- In:
Journal of political economy
110
(
2002
)
4
,
pp. 793-824
Persistent link: https://www.econbiz.de/10001688151
Saved in:
1
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