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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Kapitaleinkommen"
~subject:"Kapitalmarktrendite"
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Kapitaleinkommen
Kapitalmarktrendite
Risikoprämie
261
Risk premium
261
Capital income
98
CAPM
87
Theorie
81
Theory
81
Estimation
73
Schätzung
73
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58
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99
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Ben Ammar, Semir
2
Cakici, Nusret
2
Choy, Siu Kai
2
Eling, Martin
2
Guo, Hui
2
Jacobs, Kris
2
Jiang, Yuexiang
2
Kang, Jangkoo
2
Kim, Tong Suk
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Long, Huaigang
2
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Min, Byoung-Kyu
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1
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1
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1
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Journal of banking & finance
Pacific-Basin finance journal
Journal of financial economics
97
NBER working paper series
75
Working paper / National Bureau of Economic Research, Inc.
68
Finance research letters
59
NBER Working Paper
57
Journal of empirical finance
50
The review of financial studies
38
International review of economics & finance : IREF
35
International review of financial analysis
33
Journal of financial markets
29
Research paper series / Swiss Finance Institute
28
Journal of financial and quantitative analysis : JFQA
27
Journal of international financial markets, institutions & money
27
Journal of international money and finance
26
Discussion papers / CEPR
25
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of finance : the journal of the American Finance Association
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Applied economics
22
Journal of economic dynamics & control
22
Economics letters
18
Finance and economics discussion series
18
The European journal of finance
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of econometrics
16
Journal of monetary economics
16
Review of finance : journal of the European Finance Association
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The journal of asset management
16
Applied financial economics
15
Review of quantitative finance and accounting
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Working paper
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CESifo working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
99
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges
;
Becker, Ying
;
Han, Ki C.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463244
Saved in:
5
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
6
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
7
Extreme illiquidity and stock returns : evidence from Thailand market
Chen, Xi
;
Wang, Junbo
;
Wang, Yanchu
;
Zhong, Xiaoling
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463369
Saved in:
8
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
9
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
10
Predicting the Australian equity
risk
premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
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