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~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Zhang, Lu"
~subject:"CAPM"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital income"
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CAPM
Capital income
52
Kapitaleinkommen
52
Börsenkurs
19
Share price
19
Theorie
18
Theory
18
Estimation
15
Schätzung
15
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13
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13
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12
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10
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Engle, Robert F.
Fabozzi, Frank J.
Zhang, Lu
Zaremba, Adam
65
Cakici, Nusret
27
Sehgal, Sanjay
19
Fletcher, Jonathan
17
Bali, Turan G.
13
Guo, Hui
12
Long, Huaigang
12
Zhou, Guofu
12
Ferson, Wayne E.
10
Harvey, Campbell R.
10
Maio, Paulo
10
Zhong, Angel
10
Auer, Benjamin R.
9
Yang, Chunpeng
9
Zhang, Wei
9
Brennan, Michael J.
8
Chiah, Mardy
8
Czapkiewicz, Anna
8
Kelly, Bryan T.
8
Li, Yuming
8
Pandey, Asheesh
8
Stambaugh, Robert F.
8
Taussig, Roi D.
8
Veeraraghavan, Madhu
8
Demirer, Rıza
7
Durand, Robert B.
7
Fama, Eugene F.
7
Gharghori, Philip
7
Karathanasopoulos, Andreas
7
Li, Bin
7
Moskowitz, Tobias J.
7
Nitschka, Thomas
7
Satchell, Stephen
7
Tang, Yi
7
Umutlu, Mehmet
7
Balakrishnan, A.
6
Drew, Michael E.
6
Faff, Robert W.
6
French, Kenneth Ronald
6
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Applied economics
1
Econometric reviews
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International review of financial analysis
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of political economy
1
NBER reporter online
1
Review of quantitative finance and accounting
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
15
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1
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
2
The intraday heterogeneity and risk pricing reversal between day and night : evidence from China
Zhang, Lu
;
Zhang, Hao
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
10
,
pp. 2237-2260
Persistent link: https://www.econbiz.de/10015049707
Saved in:
3
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
4
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
5
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
6
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
7
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
8
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
9
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
10
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
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