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subject:"United Kingdom"
~accessRights:"restricted"
~subject:"CAPM"
~subject:"Volatilität"
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Search: subject_exact:"Equity risk premium"
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United Kingdom
CAPM
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2,724
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Zaremba, Adam
19
Demirer, Rıza
9
Gupta, Rangan
9
Long, Huaigang
9
Bekaert, Geert
8
Ruan, Xinfeng
8
Sarno, Lucio
8
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7
Yin, Libo
7
Bansal, Ravi
6
Maio, Paulo
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Qadan, Mahmoud
6
Todorov, Viktor
6
Wohar, Mark E.
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6
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5
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Bollerslev, Tim
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Byun, Suk Joon
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Li, Kai
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Nonejad, Nima
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Ornelas, José Renato Haas
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Pohl, Walter
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Prokopczuk, Marcel
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Roh, Tai-Yong
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Journal of financial economics
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International review of financial analysis
35
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32
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13
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The review of financial studies
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Research in international business and finance
11
Emerging markets, finance and trade : EMFT
10
International journal of finance & economics : IJFE
10
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9
Journal of monetary economics
9
Swiss Finance Institute Research Paper
9
The journal of futures markets
9
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Quantitative finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
1,231
RePEc
3
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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
Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
Saved in:
8
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:
9
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:
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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