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~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Search: subject:"CAPM"
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Estimation
Theory
CAPM
162
Capital income
84
Kapitaleinkommen
84
Theorie
75
Portfolio selection
53
Portfolio-Management
53
Schätzung
52
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37
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Zhou, Guofu
3
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2
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2
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2
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2
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Journal of empirical finance
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
201
Journal of financial economics
199
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
Journal of banking & finance
148
The review of financial studies
148
Journal of economic dynamics & control
124
Finance research letters
101
Journal of financial and quantitative analysis : JFQA
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
International review of financial analysis
74
Economics letters
72
Management science : journal of the Institute for Operations Research and the Management Sciences
70
Research paper series / Swiss Finance Institute
69
Discussion paper / Centre for Economic Policy Research
62
International review of economics & finance : IREF
61
Journal of monetary economics
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of international money and finance
56
Journal of economic theory
55
Applied economics
54
Journal of econometrics
53
Review of quantitative finance and accounting
52
Finance and stochastics
51
Economic modelling
46
International journal of theoretical and applied finance
45
Journal of international financial markets, institutions & money
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Working paper
43
Discussion papers / CEPR
42
The European journal of finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
The journal of futures markets
41
Annals of finance
40
Pacific-Basin finance journal
40
Swiss Finance Institute Research Paper
40
Applied financial economics
39
Finance and economics discussion series
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71
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro
- In:
Journal of empirical finance
25
(
2014
),
pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
Saved in:
72
Is consumption risk priced in the stock market?
Semenov, Andrei
- In:
Journal of empirical finance
26
(
2014
),
pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
Saved in:
73
What do the Fama-French factors add to C-
CAPM
?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Journal of empirical finance
22
(
2013
),
pp. 113-127
Persistent link: https://www.econbiz.de/10009768417
Saved in:
74
Comoment risk and stock returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
75
Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
76
The cross-section of stock returns in frontier emerging markets
Groot, Wilma de
;
Pang, Juan
;
Swinkels, Laurens
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
Saved in:
77
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
78
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
79
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
80
Evaluating alternative methods for testing asset pricing models with historical data
Lozano-Banda, Martín
;
Rubio, Gonzalo
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 136-146
Persistent link: https://www.econbiz.de/10009301158
Saved in:
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