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  • Search: subject:"Intertemporal CAPM"
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Year of publication
Subject
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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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Online availability
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Undetermined 25 Free 5
Type of publication
All
Article 29 Book / Working Paper 5
Type of publication (narrower categories)
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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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Institution
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C.E.P.R. Discussion Papers 1 European Central Bank 1
Published in...
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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 Working Paper Series / European Central Bank 1
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Source
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ECONIS (ZBW) 24 RePEc 9 EconStor 1
Showing 11 - 20 of 34
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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