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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of monetary economics"
~subject:"Financial economics"
~subject:"Risikoprämie"
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Search: subject_exact:"Capital asset pricing model"
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Financial economics
Risikoprämie
CAPM
230
Theorie
136
Theory
136
Capital income
67
Kapitaleinkommen
67
Risk premium
59
Börsenkurs
39
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39
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Lettau, Martin
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Sarno, Lucio
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Zinna, Gabriele
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Chabakauri, Georgy
2
Cogley, Timothy
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Andreasen, Martin Møller
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1
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Discussion paper / Centre for Economic Policy Research
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Journal of monetary economics
Journal of financial economics
111
NBER working paper series
82
Journal of banking & finance
75
Working paper / National Bureau of Economic Research, Inc.
62
NBER Working Paper
57
Finance research letters
53
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38
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37
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37
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33
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32
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ECONIS (ZBW)
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1
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
Saved in:
2
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
3
Does the carbon premium reflect risk or mispricing?
Atilgan, Yigit
;
Demirtas, Ozgur
;
Edmans, Alex
; …
-
2023
Persistent link: https://www.econbiz.de/10014422655
Saved in:
4
Mispricing and risk premia in currency markets
Bartram, Söhnke M.
;
Djuranovik, Leslie
;
Garratt, Anthony
; …
-
2023
Persistent link: https://www.econbiz.de/10014390295
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5
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
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6
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:
7
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
8
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
Saved in:
9
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
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10
Asset pricing with and without garbage : the overlooked triple-hypothesis problem
Korniotis, George M.
;
Delikouras, Stefanos
-
2022
Persistent link: https://www.econbiz.de/10012803647
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