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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of monetary economics"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
296
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190
Theory
190
Capital income
75
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75
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67
Risk premium
67
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52
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52
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49
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Acharya, Viral V.
6
Başak, Suleyman
6
Koedijk, Kees
6
Lettau, Martin
6
Bekaert, Geert
4
Sarno, Lucio
4
Yaron, Amir
4
Zin, Stanley E.
4
Adam, Klaus
3
Bartram, Söhnke M.
3
Cass, David
3
Danthine, Jean-Pierre
3
Donaldson, John B.
3
Engstrom, Eric
3
Ghysels, Eric
3
Kocherlakota, Narayana Rao
3
Lustig, Hanno
3
Pavlova, Anna
3
Sentana, Enrique
3
Stambaugh, Robert F.
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3
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3
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3
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3
Yu, Jianfeng
3
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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
Backus, David
2
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2
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2
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2
Bhamra, Harjoat Singh
2
Biais, Bruno
2
Bianchi, Francesco
2
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2
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2
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Discussion paper / Centre for Economic Policy Research
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Journal of economic theory
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NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
327
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320
Journal of banking & finance
277
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274
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250
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221
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173
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170
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162
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129
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124
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116
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109
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100
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97
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93
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90
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90
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88
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87
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84
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84
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82
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77
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74
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68
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60
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60
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57
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ECONIS (ZBW)
296
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11
How much and how fast do investors respond to equity premium changes? : evidence from wealth taxation
Fagereng, Andreas
;
Guiso, lg
;
Ring, Marius A. K.
-
2023
Persistent link: https://www.econbiz.de/10013479480
Saved in:
12
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
13
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
Saved in:
14
The prospect capital asset pricing model : theory and empirics
Gao, Xiang
;
Koedijk, Kees
;
Montone, Maurizio
;
Wang, Zhan
-
2023
Persistent link: https://www.econbiz.de/10013557115
Saved in:
15
Asset pricing with and without garbage : the overlooked triple-hypothesis problem
Korniotis, George M.
;
Delikouras, Stefanos
-
2022
Persistent link: https://www.econbiz.de/10012803647
Saved in:
16
Asset pricing with costly short sales
Hugonnier, Julien
;
Prieto, Rodolfo
;
Evgeniou, Theodoros
-
2022
Persistent link: https://www.econbiz.de/10012938914
Saved in:
17
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2022
Persistent link: https://www.econbiz.de/10013412816
Saved in:
18
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
19
Three common factors
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
-
2022
Persistent link: https://www.econbiz.de/10013184880
Saved in:
20
The wealth creation effect in stock returns
Franzoni, Francesco
;
Obrycki, Daniel
;
Resendes, Rafael
-
2022
Persistent link: https://www.econbiz.de/10013187599
Saved in:
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