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~isPartOf:"International review of financial analysis"
~subject:"Capital market returns"
~subject:"Stochastic process"
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Capital market returns
Stochastic process
CAPM
129
Capital income
57
Kapitaleinkommen
57
Börsenkurs
44
Share price
44
Theorie
44
Theory
44
Estimation
40
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Asset pricing
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Aktienmarkt
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Anlageverhalten
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Mandal, Anandadeep
2
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2
Abad Díaz, David
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
The review of financial studies
30
Journal of financial economics
26
NBER working paper series
22
Journal of economic dynamics & control
20
International journal of theoretical and applied finance
17
Quantitative finance
17
Journal of banking & finance
16
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
14
Finance research letters
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Annals of finance
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European journal of operational research : EJOR
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Finance and stochastics
11
Journal of empirical finance
11
Journal of financial and quantitative analysis : JFQA
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Asia-Pacific financial markets
8
The European journal of finance
8
Applied economics
7
Computational economics
7
Research paper series / Swiss Finance Institute
7
CREATES research paper
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Economic modelling
6
Journal of econometrics
6
Quantitative economics : QE ; journal of the Econometric Society
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Economics letters
5
International finance discussion papers
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Journal of international financial markets, institutions & money
5
Journal of mathematical finance
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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The journal of computational finance
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1
Have shifts in investor tastes led the market portfolio to capture ESG preferences?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana B.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446995
Saved in:
2
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
3
Extreme downside risk in the cross-section of asset returns
Ergun, Lerby Murat
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014470322
Saved in:
4
Climate change, risk factors and stock returns : a review of the literature
Venturini, Alessio
- In:
International review of financial analysis
79
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013349947
Saved in:
5
The reduced-rank beta in linear stochastic discount factor models
Sun, Yang
;
Zhang, Xuan
;
Zhang, Zhekai
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
Saved in:
6
Profitability of momentum strategies in Latin America
Berggrun, Luis
;
Cardona, Emilio
;
Lizarzaburu, Edmundo
- In:
International review of financial analysis
70
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012317709
Saved in:
7
Media tone and expected stock returns
Liu, Sha
;
Han, Jingguang
- In:
International review of financial analysis
70
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012318242
Saved in:
8
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
9
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
10
Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
International review of financial analysis
56
(
2018
),
pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
Saved in:
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