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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~subject:"Transaktionskosten"
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CAPM
Transaktionskosten
Theorie
83
Theory
83
USA
68
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67
Economics of information
51
Informationsökonomik
51
Transaction costs
51
Börsenkurs
42
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42
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26
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Barclay, Michael J.
3
Hendershott, Terrence
3
Schultz, Paul H.
3
Christie, William G.
2
Driessen, Joost
2
Harris, Jeffrey H.
2
Harris, Lawrence E.
2
Liu, Hong
2
Lynch, Anthony W.
2
Madhavan, Ananth Narayan
2
Nijman, Theodore E.
2
Nimalendran, Mahendrarajah
2
Piwowar, Michael S.
2
Roon, Frans de
2
Adam, Klaus
1
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1
Allen, Franklin
1
An, Li
1
Atkins, Allen B.
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
Chen, Xin
1
Cho̕e, Hyuk
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Corwin, Shane Anthony
1
Dermody, Jaime C.
1
Detzel, Andrew
1
Dumas, Bernard
1
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American Finance Association
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The journal of finance : the journal of the American Finance Association
NBER working paper series
101
Working paper / National Bureau of Economic Research, Inc.
94
Europäische Hochschulschriften / 5
79
NBER Working Paper
79
Journal of economic behavior & organization : JEBO
73
Finance and stochastics
69
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59
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58
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58
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57
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55
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55
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50
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48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
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44
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
Economics letters
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American journal of agricultural economics
40
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Industrial marketing management : the international journal for industrial and high-tech firms
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30
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30
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30
Swiss Finance Institute Research Paper
29
International review of economics & finance : IREF
28
The journal of trading
28
Economic modelling
27
Journal of financial and quantitative analysis : JFQA
27
Journal of institutional economics
27
Strategic management journal
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ECONIS (ZBW)
63
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1
Attention spillover in asset pricing
Chen, Xin
;
An, Li
;
Wang, Zhengwei
;
Yu, Jianfeng
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3515-3559
Persistent link: https://www.econbiz.de/10014437707
Saved in:
2
Model comparison with transaction costs
Detzel, Andrew
;
Novy-Marx, Robert
;
Velikov, Mihail
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1743-1775
Persistent link: https://www.econbiz.de/10014312062
Saved in:
3
Stock market volatility and learning
Adam, Klaus
;
Marcet, Albert
;
Nicolini, Juan Pablo
- In:
The journal of finance : the journal of the American …
71
(
2016
)
1
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011561878
Saved in:
4
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
5
Subsidizing liquidity : the impact of make/take fees on market quality
Malinova, Katya
;
Park, Andreas
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 509-536
Persistent link: https://www.econbiz.de/10010517213
Saved in:
6
Click or call? : auction versus search in the over-the-counter market
Hendershott, Terrence
;
Madhavan, Ananth Narayan
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 419-447
Persistent link: https://www.econbiz.de/10010501906
Saved in:
7
Innovation, growth, and asset prices
Kung, Howard
;
Schmid, Lukas
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1001-1037
Persistent link: https://www.econbiz.de/10011317971
Saved in:
8
Corporate governance, indiosyncratic risk, and information flow
Ferreira, Miguel A.
;
Laux, Paul A.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 951-990
Persistent link: https://www.econbiz.de/10003445129
Saved in:
9
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
10
Derivative pricing with liquidity risk : theory and evidence from the credit default swap market
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 203-240
Persistent link: https://www.econbiz.de/10008991178
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