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subject:"United Kingdom"
~accessRights:"restricted"
~subject:"CAPM"
~subject:"Schätzung"
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Search: subject_exact:"Equity risk premium"
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United Kingdom
CAPM
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2,724
Risk premium
2,724
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20
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11
Long, Huaigang
10
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7
Demirer, Rıza
7
Wagner, Niklas F.
7
Bansal, Ravi
6
Bekaert, Geert
6
Maio, Paulo
6
Nonejad, Nima
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Scaillet, Olivier
6
Tzavalis, Elias
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Jiang, Yuexiang
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Ardison, Kym
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Bali, Turan G.
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Guidolin, Massimo
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Guo, Bin
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Jacobs, Kris
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Kang, Jangkoo
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Koijen, Ralph S. J.
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Journal of financial economics
90
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38
International review of economics & finance : IREF
38
International review of financial analysis
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28
The North American journal of economics and finance : a journal of financial economics studies
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Pacific-Basin finance journal
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of financial and quantitative analysis : JFQA
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Research in international business and finance
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Applied economics letters
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Research paper series / Swiss Finance Institute
11
Review of finance : journal of the European Finance Association
11
The European journal of finance
11
The journal of asset management
11
Emerging markets, finance and trade : EMFT
10
Journal of monetary economics
10
International journal of finance & economics : IJFE
9
The quarterly journal of finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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ECONIS (ZBW)
1,325
RePEc
3
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1
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
2
Endogenous discounting, investment and asset pricing
Niu, Yingjie
;
Zhao, Siqi
;
Zou, Zhentao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 644-650
Persistent link: https://www.econbiz.de/10014253253
Saved in:
3
Controlled currency regime and pricing of exchange rate risk : evidence from China
Hua, Xiuping
;
Huang, Wei
;
Jiang, Ying
- In:
Journal of accounting, auditing & finance : JAAF
37
(
2022
)
1
,
pp. 39-76
Persistent link: https://www.econbiz.de/10012794264
Saved in:
4
The asset-pricing implications of carbon risk in Korea
Park, Dojoon
;
Lee, Jiyoon
;
Park, Hyejin
- In:
Journal of international financial management & accounting
35
(
2024
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10014472371
Saved in:
5
The time secret of Chinese A-share systematic risk : overnight and intraday
Liu, Weiqi
;
Wen, Zuojun
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10014444350
Saved in:
6
Systematic COVID risk, idiosyncratic COVID risk and stock returns
Wan, Xiaoyuan
;
Zhang, Jiachen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014445525
Saved in:
7
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
8
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
9
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
10
Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle
Fu, Qi
;
So, Jacky C.
;
Li, Xiaotong
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491994
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