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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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CAPM
Estimation
248
Schätzung
248
Capital income
127
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127
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84
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84
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74
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Collection of articles of several authors
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Kelly, Bryan T.
4
Bali, Turan G.
3
Barroso, Pedro
2
Bollerslev, Tim
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Gonçalves, Andrei S.
2
Linnainmaa, Juhani
2
Moskowitz, Tobias J.
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2
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2
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2
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2
Zhang, Shaojun
2
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1
Andersen, Torben
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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1
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1
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1
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Journal of financial economics
Journal of empirical finance
52
Journal of banking & finance
45
Finance research letters
40
International review of financial analysis
40
International review of economics & finance : IREF
31
The journal of finance : the journal of the American Finance Association
30
Applied economics
29
Journal of international financial markets, institutions & money
28
Pacific-Basin finance journal
27
Journal of international money and finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
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Applied financial economics
22
Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Review of quantitative finance and accounting
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Research in international business and finance
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Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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The journal of asset management
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
11
Review of financial economics : RFE
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Applied economics letters
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Cogent economics & finance
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Journal of financial markets
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The journal of real estate finance and economics
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Emerging markets review
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
75
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1
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75
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
7
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
8
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
9
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
10
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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