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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Kapitalmarktrendite"
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Search: subject:"Risk premium"
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Kapitalmarktrendite
Risk premium
358
Risikoprämie
355
Capital income
133
Kapitaleinkommen
133
CAPM
118
Theorie
115
Theory
115
Estimation
104
Schätzung
104
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14
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Jiang, Yuexiang
2
Long, Huaigang
2
Ang, Tze Chuan
1
Blau, Benjamin
1
Chen, Chun-Da
1
Chen, Lifang
1
Christoffersen, Peter F.
1
Demirer, Rıza
1
Fang, Victor
1
Fu, Tao
1
Guo, Hui
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1
Hsu, Jason C.
1
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Jeon, Yoontae
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1
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1
Lee, Kiryoung
1
Liu, Li
1
Lyu, Tongtong
1
Maio, Paulo
1
Nam, Eun-Young
1
Ni, Zhongxin
1
Omachel, Marcel
1
Pan, Xuhui
1
Pan, Zhiyuan
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Philip, Dennis
1
Su, Zhi
1
Thimme, Julian
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Van Anh Mai
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Wang, Linyu
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Wang, Yudong
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Wu, Chongfeng
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Xin Liang, Samuel
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1
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International review of economics & finance : IREF
Journal of banking & finance
Pacific-Basin finance journal
Journal of financial and quantitative analysis : JFQA
11
The review of financial studies
11
Finance research letters
9
Journal of financial economics
9
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
7
Journal of empirical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / LSE Financial Markets Group
3
International review of financial analysis
3
Journal of financial markets
3
Quantitative finance
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Research in international business and finance
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3
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IVW-HSG-Schriftenreihe
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Journal of international financial markets, institutions & money
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Journal of investment management : JOIM
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Journal of political economy
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Journal of risk and financial management : JRFM
2
LSF research working paper series
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
14
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1
The predictability of skewness
risk
premium
on stock returns : evidence from Chinese market
Ni, Zhongxin
;
Wang, Linyu
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 576-594
Persistent link: https://www.econbiz.de/10014472485
Saved in:
2
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
3
China's illiquidity premium : due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
4
Chinese economic policy uncertainty and the cross-section of U.S. asset returns
Lee, Kiryoung
;
Jeon, Yoontae
;
Nam, Eun-Young
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 1063-1077
Persistent link: https://www.econbiz.de/10013176785
Saved in:
5
Aggregate distress risk and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
6
Up- and downside variance risk premia in global equity markets
Held, Matthias
;
Kapraun, Julia
;
Omachel, Marcel
; …
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
Saved in:
7
Skewness preferences and gambling cultures
Blau, Benjamin
;
Hsu, Jason C.
;
Whitby, Ryan J.
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012231069
Saved in:
8
Oil price increases and the predictability of equity premium
Wang, Yudong
;
Pan, Zhiyuan
;
Liu, Li
;
Wu, Chongfeng
- In:
Journal of banking & finance
102
(
2019
),
pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
Saved in:
9
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
10
Economic activity and momentum profits : further evidence
Maio, Paulo
;
Philip, Dennis
- In:
Journal of banking & finance
88
(
2018
),
pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
Saved in:
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