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~isPartOf:"Global finance journal"
~isPartOf:"Journal of financial economics"
~subject:"Capital market returns"
~type_genre:"Aufsatz in Zeitschrift"
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Capital market returns
Capital income
570
Kapitaleinkommen
570
Börsenkurs
208
Share price
208
CAPM
157
Estimation
152
Schätzung
152
Portfolio selection
131
Portfolio-Management
131
Theorie
129
Theory
129
USA
120
United States
120
Volatility
112
Volatilität
112
Risikoprämie
102
Risk premium
102
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99
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98
Forecasting model
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97
Anlageverhalten
78
Behavioural finance
78
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64
Risiko
62
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58
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58
Kapitalmarktrendite
50
Welt
49
World
49
Return predictability
40
Ankündigungseffekt
34
Announcement effect
34
Efficient market hypothesis
31
Effizienzmarkthypothese
31
Financial investment
25
Kapitalanlage
25
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24
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24
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Aufsatz in Zeitschrift
Article in journal
50
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50
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Bali, Turan G.
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Han, Bing
2
Kelly, Bryan T.
2
Kilic, Mete
2
Whitelaw, Robert F.
2
Aharoni, Gil
1
Amaya, Diego
1
Aragon, George O.
1
Asness, Cliff
1
Backus, David
1
Ball, Ray
1
Barroso, Pedro
1
Barrot, Jean-Noel
1
Belo, Frederico
1
Ben-Rephael, Azi
1
Bessembinder, Hendrik
1
Binsbergen, Jules H. van
1
Bogousslavsky, Vincent
1
Bollerslev, Tim
1
Bolton, Patrick
1
Boyarchenko, Nina
1
Brown, Gregory W.
1
Byun, Suk Joon
1
Caglayan, Mustafa O.
1
Cao, Jie
1
Carpenter, Jennifer N.
1
Chang, Bo Young
1
Chen, Honghui
1
Chernov, Mikhail
1
Croce, Mariano M.
1
Da, Zhi
1
Dangl, Thomas
1
Detzel, Andrew
1
Donangelo, Andres
1
Edmans, Alex
1
Farago, Adam
1
Fernandez-Perez, Adrian
1
Frazzini, Andrea
1
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Global finance journal
Journal of financial economics
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
91
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of banking & finance
37
Finance research letters
36
Pacific-Basin finance journal
32
International review of finance
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
International review of financial analysis
27
Applied economics
26
Energy economics
25
Journal of empirical finance
23
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
21
The journal of financial research
21
Journal of international financial markets, institutions & money
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Review of finance : journal of the European Finance Association
18
International review of economics & finance : IREF
17
Review of asset pricing studies
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk and financial management : JRFM
14
Economics letters
11
Australian journal of management
10
Quantitative finance
10
Research in international business and finance
10
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
9
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International Journal of Energy Economics and Policy : IJEEP
9
Emerging markets, finance and trade : EMFT
8
Journal of econometrics
8
Real estate economics : journal of the American Real Estate and Urban Economics Association
8
The international journal of business and finance research : IJBFR
8
Applied financial economics
7
Journal of applied econometrics
7
Journal of economics and finance
7
Journal of international money and finance
7
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ECONIS (ZBW)
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1
Factor beta, overnight and intraday expected returns in China
Ye, Zhengke
;
Jiang, Danling
;
Luo, Yunfeng
- In:
Global finance journal
56
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478880
Saved in:
2
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
3
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:
4
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:
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 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:
9
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
Saved in:
10
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
Saved in:
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