//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Satchell, Stephen"
~person:"Zhang, Wei"
~subject:"CAPM"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
104
Theory
104
China
82
Capital income
57
Kapitaleinkommen
57
Portfolio selection
46
Portfolio-Management
46
Börsenkurs
44
Share price
44
Estimation
34
Schätzung
34
Volatility
34
Volatilität
34
Anlageverhalten
30
Behavioural finance
30
Forecasting model
29
Prognoseverfahren
29
Welt
27
World
27
USA
21
United States
21
Aktienmarkt
20
Risiko
20
Risk
20
Stock market
20
Estimation theory
16
Schätztheorie
16
Großbritannien
15
Time series analysis
15
United Kingdom
15
Zeitreihenanalyse
15
Financial crisis
14
Finanzkrise
14
Statistical distribution
12
Statistische Verteilung
12
Innovation
11
Australia
10
Australien
10
Stochastic process
10
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
30
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
31
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Author
All
Satchell, Stephen
Zhang, Wei
Zaremba, Adam
63
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
30
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
24
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Fama, Eugene F.
20
Fletcher, Jonathan
19
Levy, Haim
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Rubio, Gonzalo
17
Bossaerts, Peter L.
16
Cochrane, John H.
16
Yang, Chunpeng
16
Zhang, Lu
16
Bali, Turan G.
15
Guo, Hui
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
Duffie, Darrell
13
French, Kenneth Ronald
13
Gharghori, Philip
13
Guesmi, Khaled
13
more ...
less ...
Published in...
All
The European journal of finance
4
Applied economics letters
3
Journal of banking & finance
3
Applied mathematical finance
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Theoretical economics letters
2
Applied economics
1
Applied financial economics
1
Australian journal of management
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Economic modelling
1
European economic review : EER
1
International journal of economics and finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Pacific-Basin finance journal
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation with errors in variables via the characteristic function
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 616-650
Persistent link: https://www.econbiz.de/10014314766
Saved in:
2
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
3
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
4
By force of confidence
Merella, Vincenzo
;
Satchell, Stephen
- In:
European economic review : EER
150
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013474046
Saved in:
5
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
6
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Does size matter in the cryptocurrency market?
Li, Yi
;
Zhang, Wei
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1141-1149
Persistent link: https://www.econbiz.de/10012267073
Saved in:
9
The equity premium in China
Huang, Ping
;
Zhou, Zhong-Qiang
;
Zhang, Wei
- In:
Applied economics letters
27
(
2020
)
13
,
pp. 1112-1118
Persistent link: https://www.econbiz.de/10012267068
Saved in:
10
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->