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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial economics"
~subject:"Aktienmarkt"
~subject:"Share price"
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Search: subject:"Risikoprämie"
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Aktienmarkt
Share price
Risikoprämie
232
Risk premium
232
CAPM
110
Capital income
108
Kapitaleinkommen
108
Theorie
100
Theory
100
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87
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Bollerslev, Tim
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Sizova, Natalia
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CREATES research paper
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
59
NBER working paper series
57
Finance research letters
42
NBER Working Paper
41
Journal of banking & finance
39
Pacific-Basin finance journal
28
Discussion paper / Centre for Economic Policy Research
27
International review of financial analysis
27
International review of economics & finance : IREF
20
Journal of international financial markets, institutions & money
20
The review of financial studies
19
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of finance : the journal of the American Finance Association
18
Discussion papers / CEPR
17
Journal of empirical finance
17
Journal of financial markets
17
Applied financial economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of finance : journal of the European Finance Association
15
Applied economics
14
Economic modelling
14
International finance discussion papers
14
Journal of international money and finance
13
Journal of financial and quantitative analysis : JFQA
12
Review of quantitative finance and accounting
12
Applied economics letters
11
Economics letters
11
Energy economics
11
Finance and economics discussion series
11
Research paper series / Swiss Finance Institute
11
Working papers / Rodney L. White Center for Financial Research
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Research in international business and finance
10
The European journal of finance
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The journal of futures markets
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Swiss Finance Institute Research Paper
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FRB International Finance Discussion Paper
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ECONIS (ZBW)
63
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1
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:
2
Micro uncertainty and asset prices
Herskovic, Bernard
;
Kind, Thilo
;
Kung, Howard
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
Saved in:
3
Disaster resilience and asset prices
Pagano, Marco
;
Wagner, Christian
;
Zechner, Josef
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462593
Saved in:
4
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:
5
The cross section of the monetary policy announcement premium
Ai, Hengjie
;
Han, Leyla Jianyu
;
Pan, Xuhui
;
Xu, Lai
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10013350644
Saved in:
6
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
7
Asset pricing with return extrapolation
Jin, Lawrence J.
;
Sui, Pengfei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 273-295
Persistent link: https://www.econbiz.de/10013473844
Saved in:
8
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
9
Failing to forecast rare events
Bond, Philip
;
Dow, James
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1001-1016
Persistent link: https://www.econbiz.de/10012873306
Saved in:
10
Global factor premiums
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Willem …
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933
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