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CAPM
Theorie
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523
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432
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413
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Christiansen, Charlotte
4
Christoffersen, Peter F.
4
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4
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3
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3
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2
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2
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2
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2
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2
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2
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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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Applied financial economics
CREATES research paper
Journal of financial economics
320
Economics letters
109
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93
International review of economics & finance : IREF
90
Discussion paper / Centre for Economic Policy Research
82
The North American journal of economics and finance : a journal of financial economics studies
81
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74
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68
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56
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53
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49
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49
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25
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ECONIS (ZBW)
109
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1
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
2
The security market plane
Bollen, Bernard
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1231-1240
Persistent link: https://www.econbiz.de/10009010289
Saved in:
3
Uncertain information release and informed trading
Walsh, David
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10001363835
Saved in:
4
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
5
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
6
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
7
Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte
;
Xing, Ran
;
Xu, Yue
-
2020
-
This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
Saved in:
8
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
9
The dynamics of factor loadings in the cross-section of returns
Borghi, Riccardo
;
Hillebrand, Eric
;
Mikkelsen, Jakob …
-
2018
Persistent link: https://www.econbiz.de/10011965291
Saved in:
10
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
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