//--> //--> //-->
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
~person:"Almeida, Caio"
~person:"Jiang, Yuexiang"
~subject:"Capital market returns"
~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: subject_exact:"Kapitalmarktrendite"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Capital income
10
Kapitaleinkommen
10
Kapitalmarktrendite
10
Börsenkurs
8
Risikoprämie
8
Risk premium
8
Share price
8
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Schätzung
7
Risikomaß
6
Risk measure
6
Statistical distribution
5
Statistische Verteilung
5
CAPM
4
China
4
Volatility
4
Volatilität
4
Aktienmarkt
3
Idiosyncratic volatility
3
Return predictability
3
Stock market
3
return predictability
3
risk-neutral probability
3
tail risk
3
Ausreißer
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
economic predictability
2
low-risk anomaly
2
prediction of market returns
2
risk factor
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
10
Author
All
Almeida, Caio
Jiang, Yuexiang
Zaremba, Adam
23
Long, Huaigang
11
Bali, Turan G.
10
McAleer, Michael
10
Cakici, Nusret
9
Narayan, Paresh Kumar
8
Zhang, Yaojie
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Maio, Paulo
7
Wang, Yudong
7
Zhou, Guofu
7
Atilgan, Yigit
6
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Da, Zhi
5
Han, Bing
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Schiereck, Dirk
5
Subrahmanyam, Avanidhar
5
Whitby, Ryan J.
5
Zhang, Jin E.
5
Chang, Chia-Lin
4
Chordia, Tarun
4
Daniel, Kent
4
DeLisle, R. Jared
4
Garcia, René
4
Ghysels, Eric
4
Guidolin, Massimo
4
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Pacific-Basin finance journal
2
Applied economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Economic research
1
Finance research letters
1
Revista Brasileira de Finanças : RBFin
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
2
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
3
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
4
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
5
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
6
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
7
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
8
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->