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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Interest rate"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Lee, Cheng F.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
106
Journal of financial economics
43
Journal of financial and quantitative analysis : JFQA
36
The journal of futures markets
30
Journal of banking & finance
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Advances in futures and options research : a research annual
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Journal of political economy
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The journal of real estate finance and economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The financial review : the official publication of the Eastern Finance Association
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The journal of portfolio management : a publication of Institutional Investor
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The journal of fixed income
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
The commercial bank leverage factor in U.S. asset prices
Mihai, Marius M.
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 156-171
Persistent link: https://www.econbiz.de/10014249059
Saved in:
2
Divergent interest rates in the theory of financial markets
Kruschwitz, Lutz
;
Löffler, Andreas
;
Lorenz, Daniela
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 48-55
Persistent link: https://www.econbiz.de/10012175793
Saved in:
3
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Saved in:
4
The non-relevance of the elusive holy grail of asset pricing tests : the "true" market portfolio does not alter CAPM validity conclusions
Low, Cheekiat
;
Nayak, Subhankar
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1460-1475
Persistent link: https://www.econbiz.de/10003903873
Saved in:
5
Pricing unexpected illiquidity
Asem, Ebenezer
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1485-1494
Persistent link: https://www.econbiz.de/10003903896
Saved in:
6
A dynamic CAPM with supply effect : theory and empirical results
Lee, Cheng F.
;
Tsai, Chiung-min
;
Lee, Alice C.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 811-828
Persistent link: https://www.econbiz.de/10003873632
Saved in:
7
On the computation of a formula for the duration of a bond that yields precise results
Osborne, Michael J.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10002570487
Saved in:
8
Does conditional market skewness resolve the puzzling market risk-return relationship?
Guedhami, Omrane
;
Sy, Oumar
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10003099284
Saved in:
9
Money market rates and implied CCAPM rates : some international evidence
Ahmad, Yamin
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 699-729
Persistent link: https://www.econbiz.de/10003099291
Saved in:
10
An examination of linear factor models in country equity asset allocation strategies
Fletcher, Jonathan
;
Hillier, Joe
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 808-823
Persistent link: https://www.econbiz.de/10003099304
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