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subject:"Japan"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
~subject:"Kaufkraftparität"
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Japan
Kapitaleinkommen
Kaufkraftparität
Estimation
248
Schätzung
248
Capital income
127
Theorie
84
Theory
84
CAPM
75
Risikoprämie
74
Risk premium
74
Börsenkurs
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Option pricing theory
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Optionspreistheorie
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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
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
Amaya, Diego
1
Amihud, Yakov
1
Andersen, Torben
1
Ang, Andrew
1
Aragon, George O.
1
Avdis, Efstathios
1
Backus, David
1
Bai, Jennie
1
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Journal of financial economics
Applied economics letters
219
Applied economics
191
NBER working paper series
170
Working paper / National Bureau of Economic Research, Inc.
166
Finance research letters
151
International review of economics & finance : IREF
151
Journal of international money and finance
151
Journal of banking & finance
147
NBER Working Paper
142
International review of financial analysis
137
Applied financial economics
132
Journal of empirical finance
125
Economic modelling
122
The North American journal of economics and finance : a journal of financial economics studies
107
Journal of international financial markets, institutions & money
95
CESifo working papers
94
RIETI discussion paper
75
Research in international business and finance
72
The European journal of finance
71
International journal of finance & economics : IJFE
69
Pacific-Basin finance journal
69
Working paper
66
Discussion paper / Centre for Economic Policy Research
65
Economics letters
65
Review of quantitative finance and accounting
63
Journal of the Japanese and international economies : an international journal ; JJIE
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of econometrics
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
International journal of economics and finance
54
Journal of risk and financial management : JRFM
53
Management science : journal of the Institute for Operations Research and the Management Sciences
51
The Japanese economic review : the journal of the Japanese Economic Association
49
Cogent economics & finance
45
International journal of economics and financial issues : IJEFI
45
Research paper series / Swiss Finance Institute
42
Japan and the world economy : international journal of theory and policy
41
Energy economics
40
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ECONIS (ZBW)
129
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1
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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
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