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~isPartOf:"Journal of financial economics"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
137
Kapitalmarktrendite
137
Estimation
55
Schätzung
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Capital income
46
Kapitaleinkommen
46
USA
36
United States
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Lettau, Martin
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Kaniel, Ron
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Ludvigson, Sydney C.
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Discussion paper / Centre for Economic Policy Research
Journal of financial economics
Review of finance : journal of the European Finance Association
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
103
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
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The journal of futures markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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ECONIS (ZBW)
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1
Long-horizon stock returns are positively skewed
Farago, Adam
;
Hjalmarsson, Erik
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 495-538
Persistent link: https://www.econbiz.de/10014317892
Saved in:
2
Cross-stock momentum and factor momentum
Yan, Jingda
;
Yu, Jialin
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014462602
Saved in:
3
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
4
A picture is worth a thousand words : measuring investor sentiment by combining machine learning and photos from news
Obaid, Khaled
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 273-297
Persistent link: https://www.econbiz.de/10013407092
Saved in:
5
Music sentiment and stock returns around the world
Edmans, Alex
;
Fernandez-Perez, Adrian
;
Garel, Alexandre
; …
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 234-254
Persistent link: https://www.econbiz.de/10013473842
Saved in:
6
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
7
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
8
The real value of China’s stock market
Carpenter, Jennifer N.
;
Lu, Fangzhou
;
Whitelaw, Robert F.
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 679-696
Persistent link: https://www.econbiz.de/10012693712
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9
The cross-section of intraday and overnight returns
Bogousslavsky, Vincent
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 172-194
Persistent link: https://www.econbiz.de/10012872619
Saved in:
10
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
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