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  • Search: subject_exact:"Beta-Faktor"
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Year of publication
Subject
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Betafaktor 1,868 Beta risk 1,853 CAPM 1,270 Theorie 685 Theory 678 Capital income 590 Kapitaleinkommen 590 Portfolio selection 590 Portfolio-Management 590 Schätzung 526 Estimation 522 Börsenkurs 378 Share price 377 Risiko 343 Risk 342 Aktienmarkt 221 Stock market 215 Risikoprämie 200 Risk premium 196 Volatilität 186 Volatility 183 USA 169 United States 165 Schätztheorie 128 Estimation theory 126 Anlageverhalten 124 Behavioural finance 124 Capital market returns 116 Kapitalmarktrendite 116 Beta 106 Kapitalkosten 103 Deutschland 99 Cost of capital 96 Germany 92 Welt 85 World 85 Prognoseverfahren 76 Forecasting model 75 ARCH model 72 ARCH-Modell 72
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Online availability
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Free 633 Undetermined 444 CC license 32
Type of publication
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Article 1,143 Book / Working Paper 748
Type of publication (narrower categories)
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Article in journal 1,082 Aufsatz in Zeitschrift 1,082 Working Paper 207 Graue Literatur 200 Non-commercial literature 200 Arbeitspapier 195 Aufsatz im Buch 46 Book section 46 Hochschulschrift 34 Thesis 27 Collection of articles written by one author 7 Sammlung 7 Dissertation u.a. Prüfungsschriften 6 Conference paper 3 Forschungsbericht 3 Konferenzbeitrag 3 Bibliografie enthalten 2 Bibliography included 2 Case study 1 Company information 1 Fallstudie 1 Firmeninformation 1 Ratgeber 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 1,759 German 127 Undetermined 2 French 1 Hungarian 1 Italian 1 Spanish 1
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Author
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Schwetzler, Bernhard 36 Lahmann, Alexander 34 Reeves, Jonathan J. 23 Gollier, Christian 22 Faff, Robert W. 20 Hollstein, Fabian 19 Brooks, Robert 18 Hammer, Benjamin 18 Bollerslev, Tim 17 Prokopczuk, Marcel 16 Andersen, Torben 12 Bali, Turan G. 12 Campbell, John Y. 12 Engle, Robert F. 11 Knoll, Leonhard 11 Todorov, Viktor 11 Vuolteenaho, Tuomo 11 Diebold, Francis X. 10 Zhang, Lu 10 Wu, Jin 9 Blitz, David 8 Christoffersen, Peter F. 8 Fabozzi, Frank J. 8 Fournier, Mathieu 8 Polk, Christopher 8 Welch, Ivo 8 Wese Simen, Chardin 8 Alexeev, Vitali 7 Cenesizoglu, Tolga 7 Franzoni, Francesco 7 French, Jordan 7 Guvenen, Fatih 7 Hsu, Jason C. 7 Husmann, Sven 7 Kuntz, Laura-Chloé 7 Orbe-Mandaluniz, Susan 7 Schulhofer-Wohl, Sam 7 Yogo, Motohiro 7 Bai, Hang 6 Baker, Malcolm 6
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Institution
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National Bureau of Economic Research 18 Rodney L. White Center for Financial Research 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Centre for Actuarial Studies 1 Christian-Albrechts-Universität zu Kiel 1 Eric Cuvillier <Firma> 1 European Commission / Directorate-General for Energy and Transport 1 Federal Reserve Bank of New York 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Harvard Institute of Economic Research 1 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 1 IDW-Verlag 1 Springer Fachmedien Wiesbaden 1 Technische Universität Braunschweig 1 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 1 University of Chicago / Center for Research in Security Prices 1 Verlagshaus Monsenstein & Vannerdat OHG 1 Weierstraß-Institut für Angewandte Analysis und Stochastik 1
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Published in...
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 51 Applied financial economics 24 Journal of financial economics 24 Applied economics 23 Journal of empirical finance 22 Finance research letters 21 International review of financial analysis 18 NBER working paper series 18 The journal of portfolio management : a publication of Institutional Investor 18 The review of financial studies 18 International review of economics & finance : IREF 17 Journal of financial and quantitative analysis : JFQA 17 Working paper / National Bureau of Economic Research, Inc. 17 The journal of investing 15 Corporate finance / Biz 14 NBER Working Paper 14 Journal of banking & finance 13 Journal of international financial markets, institutions & money 13 Review of quantitative finance and accounting 13 The European journal of finance 13 Global finance journal 11 Journal of econometrics 10 The journal of asset management 10 The journal of finance : the journal of the American Finance Association 10 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 10 Applied economics letters 9 International journal of economics and finance 9 Journal of multinational financial management 9 Management science : journal of the Institute for Operations Research and the Management Sciences 9 Managerial finance 9 Pacific-Basin finance journal 9 Research paper series / Swiss Finance Institute 9 The North American journal of economics and finance : a journal of financial economics studies 9 CREATES research paper 8 Economic modelling 8 Journal of emerging market finance 8 Journal of investment management : JOIM 8 Research in international business and finance 8 WPg : Kompetenz schafft Vertrauen 8 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 7
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Source
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ECONIS (ZBW) 1,869 EconStor 12 USB Cologne (EcoSocSci) 10
Showing 1 - 10 of 1,891
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Tradable risk factors for institutional and retail investors
Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - 2025
Persistent link: https://www.econbiz.de/10015357636
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Zero-beta risks and required returns : ESG and CAPM
Johnstone, David; Grant, Andrew - 2025
Persistent link: https://www.econbiz.de/10015395995
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Tobin's Q and shareholder value : does "shareholder return" impede investment?
Piluso, Nicolas - In: Review of financial economics : RFE 43 (2025) 1, pp. 3-7
Persistent link: https://www.econbiz.de/10015358755
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When to bet against beta? : ask Google
Piccoli, Pedro - In: Borsa Istanbul Review 25 (2025) 2, pp. 374-387
In this paper, I document that investor attention negatively predicts betting against beta returns. Using Google Search Volumes toward US market indices as my proxy to attention, I find that this relation holds after controlling for competitive factors and different search terminologies and in...
Persistent link: https://www.econbiz.de/10015337410
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Forecasting beta using ultra high frequency data
Zhou, Jian - In: Journal of forecasting 44 (2025) 2, pp. 485-496
Persistent link: https://www.econbiz.de/10015374057
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Stock price delay and the cross-section of expected returns : a story of night and day
Yang, Ge; Yin, Ximing - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015271597
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Cross-sectionnal patterns in Moroccan sock returns : a Fama-French perspective
Benfeddoul, Safae; Taib, Asmâa Alaoui - In: International journal of economics and financial issues … 14 (2024) 6, pp. 182-194
Persistent link: https://www.econbiz.de/10015095013
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The dark side of "flight-to-safety" : evidence from macroeconomic tail risk beta
Yao, Shouyu; Wang, Chunfeng; Fang, Zhenming - In: Economics letters 241 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015077688
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Cryptocurrency systematic risk dynamics
Bao Doan; Jayasuriya, Dulani; Lee, John B.; Reeves, … - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015077948
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Enhancing betting against beta with stochastic dominance
Kolokolova, Olga; Xu, Xia - In: Journal of empirical finance 76 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
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