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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Volatilität"
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CAPM
Volatilität
Capital market returns
71
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19
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Alexiou, Lykourgos
1
Andrei, Daniel
1
Asai, Manabu
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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
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Discussion paper / Tinbergen Institute
18
Econometric Institute research papers
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Journal of banking & finance
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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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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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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
7
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
7
Economics letters
6
International review of finance
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Research in international business and finance
6
Working paper
6
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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Journal of political economy
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Quantitative finance
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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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Applied financial economics
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ECONIS (ZBW)
31
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1
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
2
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
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
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
5
The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
Saved in:
6
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
Saved in:
7
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
Saved in:
8
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
9
Maxing out globally : individualism, investor attention, and the cross section of expected stock returns
Cheon, Yong-Ho
;
Lee, Kuan-hui
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5807-5831
Persistent link: https://www.econbiz.de/10011964592
Saved in:
10
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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