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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Estimation
Theory
CAPM
239
Capital income
111
Kapitaleinkommen
111
Theorie
98
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74
Portfolio selection
66
Portfolio-Management
66
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51
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Faff, Robert W.
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3
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1
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Applied financial economics
Journal of empirical finance
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
201
Journal of financial economics
199
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
Journal of banking & finance
148
The review of financial studies
148
Journal of economic dynamics & control
124
Finance research letters
101
Journal of financial and quantitative analysis : JFQA
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
International review of financial analysis
74
Economics letters
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70
Research paper series / Swiss Finance Institute
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Discussion paper / Centre for Economic Policy Research
62
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61
Journal of monetary economics
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of international money and finance
56
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55
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54
Journal of econometrics
53
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52
Finance and stochastics
51
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46
International journal of theoretical and applied finance
45
Journal of international financial markets, institutions & money
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Working paper
43
Discussion papers / CEPR
42
The European journal of finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
The journal of futures markets
41
Annals of finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
144
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144
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Carbon dioxide and asset pricing : evidence from international stock markets
Chen, Zhuo
;
Liu, Jinyu
;
Lu, Andrea
;
Tao, Libin
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491880
Saved in:
4
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
5
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
6
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
7
Capital mobility and the long-run return-risk trade-offs of industry portfolios
Chen, Jia
;
Xu, Xin
;
Yao, Tong
- In:
Journal of empirical finance
70
(
2023
),
pp. 123-143
Persistent link: https://www.econbiz.de/10014423620
Saved in:
8
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
The non-linear trade-off between return and risk and its determinants
Cotter, John
;
Salvador, Enrique
- In:
Journal of empirical finance
67
(
2022
),
pp. 100-132
Persistent link: https://www.econbiz.de/10013464378
Saved in:
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