//--> //--> //-->
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:"Hommes, Cars H."
~person:"Rubio, Gonzalo"
~subject:"Discounting"
~subject:"Spekulationsblase"
~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:"Capital asset pricing model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Discounting
Spekulationsblase
CAPM
33
Theorie
16
Theory
16
Erwartungsbildung
9
Estimation
9
Expectation formation
9
Schätzung
9
Risikoprämie
8
Risk premium
8
Spain
8
Spanien
8
Capital income
6
Kapitaleinkommen
6
Diskontierung
5
Experiment
5
Bubbles
4
Börsenkurs
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Begrenzte Rationalität
3
Beta risk
3
Betafaktor
3
Bounded rationality
3
Experimental economics
3
Experimentelle Ökonomik
3
Financial market
3
Finanzmarkt
3
Stochastic discount factor
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Bid-ask spread
2
Cross-section of expected returns
2
Exact expected returns
2
Forecasting model
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Hommes, Cars H.
Rubio, Gonzalo
Jarrow, Robert A.
8
Almeida, Caio
4
Kamihigashi, Takashi
4
Bakshi, Gurdip S.
3
Chabi-Yo, Fousseni
3
Kan, Raymond
3
Nieto Domenech, Belen
3
Zhou, Guofu
3
Ackert, Lucy F.
2
Branch, William A.
2
Campbell, John Y.
2
Cassese, Gianluca
2
Chen, Xi
2
Chib, Siddhartha
2
Cochrane, John H.
2
Evans, George W.
2
Flood, Robert P.
2
Giglio, Stefano
2
González-Urteaga, Ana
2
Guidolin, Massimo
2
Gutiérrez, Carlos Enrique Carrasco
2
Hens, Thorsten
2
Huber, Jürgen
2
Jackwerth, Jens Carsten
2
Kim, Yun-Yeong
2
Kirchler, Michael
2
Kluger, Brian D.
2
Krause, Marko Volker
2
Lansing, Kevin J.
2
Le Van, Cuong
2
Lung, Peter P.
2
Lyle, Matthew R.
2
Maggiori, Matteo
2
Nieto, Belén
2
Peñaranda, Francisco
2
Pham, Ngoc-Sang
2
Phillips, Peter C. B.
2
Richter, Frank
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
Quantitative finance
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
2
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
3
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
4
Coordination on bubbles in large-group asset pricing experiments
Te, Bao
;
Hennequin, Myrna
;
Hommes, Cars H.
;
Massaro, …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
Saved in:
5
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.
;
Veld, Daan in 't
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
Saved in:
6
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
Saved in:
7
The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen
;
Rubio, Gonzalo
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
Saved in:
8
Expectations and bubbles in asset pricing experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
1
,
pp. 116-133
Persistent link: https://www.econbiz.de/10003762707
Saved in:
9
Behavioral heterogeneity in stock prices
Boswijk, Herman Peter
;
Hommes, Cars H.
;
Manzan, Sebastiano
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1938-1970
Persistent link: https://www.econbiz.de/10003487859
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->