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~isPartOf:"Journal of political economy"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Volatilität"
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Search: ("Aktie") AND NOT isPartOf:Wirtschaftsdienst
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CAPM
Volatilität
Capital market returns
57
Kapitalmarktrendite
57
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23
United States
23
Volatility
20
Option trading
18
Optionsgeschäft
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Alexiou, Lykourgos
1
Asai, Manabu
1
Beason, Tyler
1
Bollen, Nicolas P. B.
1
Campbell, John Y.
1
Chang, Chiao-yi
1
Chi, Zeyu
1
Chou, Robin K.
1
Chung, San-Lin
1
Daigler, Robert T.
1
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1
Do, Binh
1
Dong, Fangyuan
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1
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Guo, Biao
1
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1
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Kambouroudis, Dimos S.
1
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1
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1
Kim, Kyeong Tae
1
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1
Pflueger, Carolin E.
1
Pradkhan, Elina
1
Rompolis, Leonidas S.
1
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Journal of political economy
The journal of futures markets
The review of financial studies
40
Journal of financial and quantitative analysis : JFQA
30
NBER working paper series
27
Working paper / National Bureau of Economic Research, Inc.
25
Journal of financial economics
22
NBER Working Paper
21
Discussion paper / Tinbergen Institute
18
Econometric Institute research papers
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Journal of banking & finance
18
Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
16
Energy economics
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Finance research letters
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International review of financial analysis
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Applied economics
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international financial markets, institutions & money
10
International review of economics & finance : IREF
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance India : the quarterly journal of Indian Institute of Finance
7
International finance discussion papers
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Journal of risk and financial management : JRFM
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Economics letters
6
International review of finance
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Research in international business and finance
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CREATES research paper
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Economic modelling
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Emerging markets, finance and trade : EMFT
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International Journal of Energy Economics and Policy : IJEEP
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Staff reports / Federal Reserve Bank of New York
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
24
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1
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
2
A demand system approach to asset pricing
Koijen, Ralph S. J.
;
Yogo, Motohiro
- In:
Journal of political economy
127
(
2019
)
4
,
pp. 1475-1515
Persistent link: https://www.econbiz.de/10012098422
Saved in:
3
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
4
Dissecting the equity premium
Beason, Tyler
;
Schreindorfer, David
- In:
Journal of political economy
130
(
2022
)
8
,
pp. 2203-2222
Persistent link: https://www.econbiz.de/10013367448
Saved in:
5
What ties return volatilities to price valuations and fundamentals?
David, Alexander
;
Veronesi, Pietro
- In:
Journal of political economy
121
(
2013
)
4
,
pp. 682-746
Persistent link: https://www.econbiz.de/10010246905
Saved in:
6
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
7
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
8
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
9
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
10
Option pricing with threshold mean reversion
Chi, Zeyu
;
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
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