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Search: subject:"Intertemporal CAPM"
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Intertemporal CAPM
29
CAPM
26
Capital income
18
Kapitaleinkommen
18
Theorie
16
Theory
16
Portfolio selection
13
Portfolio-Management
13
Schätzung
12
Estimation
11
Börsenkurs
9
Risikoprämie
9
Share price
9
Risiko
8
Risk
8
Risk premium
8
Forecasting model
6
Prognoseverfahren
6
Aktienmarkt
5
Asset pricing
5
Capital market returns
5
Cross-section of stock returns
5
Kapitalmarktrendite
5
Stock market
5
intertemporal CAPM
5
Asset pricing models
3
Linear multifactor models
3
Predictability of stock returns
3
Return decomposition
3
Yield curve
3
Zinsstruktur
3
Ankündigungseffekt
2
Anlageverhalten
2
Announcement effect
2
Behavioural finance
2
Bubbles
2
Cash Flow
2
Cash flow
2
Cash flow news
2
China
2
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Undetermined
25
Free
5
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Article
29
Book / Working Paper
5
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Article in journal
23
Aufsatz in Zeitschrift
23
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
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English
28
Undetermined
6
Author
All
Maio, Paulo
8
Cappiello, Lorenzo
3
Jarrow, Robert A.
3
Koutmos, Dimitrios
3
Lin, Qi
3
Gonçalves, Andrei S.
2
Guéné, Stéphane
2
Jahan-Parvar, Mohammad R.
2
Philip, Dennis
2
Santa-Clara, Pedro
2
Barroso, Pedro
1
Bianchi, Francesco
1
Boons, Martijn
1
Chanon Chingchayanurak
1
Chauv, Frankie
1
Cheng, Ai-Ru
1
Cheng, Ai-ru
1
Cooper, Ilan
1
Deesomsak, Rataporn
1
Faff, Robert W.
1
Gharghori, Philip
1
Guo, Hui
1
Hoang, Khoa
1
Huang, Ronghong
1
Huang, Shirley J.
1
Karehnke, Paul
1
Kim, Dongcheol
1
Kim, Soon-Ho
1
Kwon, Ji Ho
1
Lin, Xi
1
Liu, Qianqiu
1
Meng, Liang
1
Min, Byoung-Kyu
1
Najand, Mohammad
1
Panutat Maneemaroj
1
Ravi Lonkani
1
Shin, Hyun-Soo
1
Simkus, Matthew
1
Sun, Licheng
1
Truong, Helen
1
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C.E.P.R. Discussion Papers
1
European Central Bank
1
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Journal of banking & finance
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The quarterly journal of finance
2
Annals of Economics and Finance
1
Annals of finance
1
CEPR Discussion Papers
1
ECB Working Paper
1
Emerging Markets Review
1
Emerging markets review
1
Finance research letters
1
Fisher College of Business working paper series
1
Global business review
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of Financial Economics
1
Journal of International Financial Markets, Institutions and Money
1
Journal of business ethics : JOBE
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin Finance Journal
1
Swiss Finance Institute Research Paper Series
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
24
RePEc
9
EconStor
1
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34
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11
ICAPM and the accruals anomaly
Guo, Hui
;
Maio, Paulo
- In:
The quarterly journal of finance
10
(
2020
)
3
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012627377
Saved in:
12
Asset growth, profitability, and investment opportunities
Cooper, Ilan
;
Maio, Paulo
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 3988-4010
Persistent link: https://www.econbiz.de/10012118532
Saved in:
13
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
14
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
15
Economic activity and momentum profits : further evidence
Maio, Paulo
;
Philip, Dennis
- In:
Journal of banking & finance
88
(
2018
),
pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
Saved in:
16
The role of U.S. market on international risk-return tradeoff relations
Sun, Licheng
;
Meng, Liang
;
Najand, Mohammad
- In:
The financial review : the official publication of the …
52
(
2017
)
3
,
pp. 499-526
Persistent link: https://www.econbiz.de/10011734607
Saved in:
17
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
18
The financial performance of socially responsible investments : insights from the
intertemporal
CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
19
Does investor sentiment really matter?
Chauv, Frankie
;
Deesomsak, Rataporn
;
Koutmos, Dimitrios
- In:
International review of financial analysis
48
(
2016
),
pp. 221-232
Persistent link: https://www.econbiz.de/10011624490
Saved in:
20
Rare Events, Financial Crises, and the Cross-Section of Asset Returns
Bianchi, Francesco
-
C.E.P.R. Discussion Papers
-
2015
, Good Beta"
Intertemporal
CAPM
that allows for regime changes. …
Persistent link: https://www.econbiz.de/10011213314
Saved in:
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