//--> //--> //--> //-->
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
~type:"article"
~isPartOf:"Review of quantitative finance and accounting"
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:"CAPM-Kapitalmarktmodell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
87
Theorie
40
Theory
40
Capital income
27
Kapitaleinkommen
27
Börsenkurs
26
Share price
26
Estimation
18
Schätzung
18
Risikoprämie
16
Risk premium
16
Portfolio selection
15
Portfolio-Management
15
USA
12
United States
12
Aktienmarkt
11
Anlageverhalten
11
Behavioural finance
11
Stock market
11
Risiko
10
Risk
10
Beta risk
9
Betafaktor
9
Cost of capital
7
Kapitalkosten
7
Option pricing theory
7
Optionspreistheorie
7
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Financial analysis
6
Finanzanalyse
6
Arbitrage
5
Estimation theory
5
Schätztheorie
5
Volatility
5
Volatilität
5
Ankündigungseffekt
4
Announcement effect
4
Asset allocation
4
Asset pricing
4
more ...
less ...
Online availability
All
Undetermined
35
Free
5
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
87
Aufsatz in Zeitschrift
87
Language
All
English
87
Author
All
Lee, Cheng F.
8
Mazouz, Khelifa
3
Wei, K. C. John
3
Cakici, Nusret
2
Chang, Jow-ran
2
Hung, Mao-Wei
2
Koutmos, Dimitrios
2
Lee, Jack C.
2
Shalit, Haim
2
Tzavalis, Elias
2
Yitzhaki, Shlomo
2
Ahn, Chang-mo
1
Alam, Pervaiz
1
Bandyopadhyay, Sati P.
1
Bartov, Eli
1
Bayraktar, Sema
1
Benamraoui, Abdelfahid
1
Bharati, Rakesh
1
Bhattacharya, Debarati
1
Bielstein, Patrick
1
Blackburn, Douglas W.
1
Bozos, Konstantinos
1
Bramante, Riccardo
1
Burmeister, Edwin
1
Buxbaum, Markus
1
Byun, Jong-cook
1
Cam, Marie-Anne
1
Cayon Fallon, Edgardo
1
Chang, Chuang-chang
1
Chatterjee, Sris
1
Chatzivgeri, Eleni
1
Chen, Andrew H.
1
Chen, Carl R.
1
Chen, Po-jung
1
Chen, Ren-Raw
1
Chen, Sheng-syan
1
Chen, Son-nan
1
Chen, Sonnan
1
Chen, Yibing
1
Chiang, Thomas C.
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
Journal of financial economics
320
Journal of banking & finance
275
The journal of finance : the journal of the American Finance Association
246
The review of financial studies
220
Journal of economic dynamics & control
171
Finance research letters
165
Journal of empirical finance
161
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
125
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
100
Applied economics
93
International review of economics & finance : IREF
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Economic modelling
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
83
The European journal of finance
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
The North American journal of economics and finance : a journal of financial economics studies
80
Applied financial economics
77
Finance and stochastics
74
Journal of monetary economics
74
The journal of futures markets
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Annals of finance
60
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
The journal of real estate finance and economics
52
Advances in futures and options research : a research annual
50
Quantitative finance
50
Applied economics letters
49
Journal of risk and financial management : JRFM
48
The journal of asset management
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Review of finance : journal of the European Finance Association
47
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
50
of
87
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Chasing noise in the stock market : an inquiry into the dynamics of investor sentiment and asset pricing
Sakariyahu, Rilwan
;
Paterson, Audrey
;
Chatzivgeri, Eleni
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014502966
Saved in:
2
Enhancing stock market anomalies with machine learning
Gonçalves de Azevedo, Vitor
;
Hoegner, Christopher
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 195-230
Persistent link: https://www.econbiz.de/10013548972
Saved in:
3
Consumption with earnings, liquidity, and market based models
Snigaroff, Robert
;
Wroblewski, David
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10013549093
Saved in:
4
Differential taxation and security market lines : a clarification
Krause, Marko
;
Lahmann, Alexander
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 171-203
Persistent link: https://www.econbiz.de/10013459270
Saved in:
5
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
6
Do analysts' target prices stabilize the stock market?
Buxbaum, Markus
;
Schultze, Wolfgang
;
Tiras, Samuel L.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 763-816
Persistent link: https://www.econbiz.de/10014342078
Saved in:
7
Another look at the dividend-price relationship in the accounting valuation framework
Easterday, Kathryn E.
;
Sen, Pradyot K.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 879-925
Persistent link: https://www.econbiz.de/10014342119
Saved in:
8
Dividend policy, systematic liquidity risk, and the cost of equity capital
Mazouz, Khelifa
;
Wu, Yuliang
;
Ebrahim, Rabab
;
Sharma, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014287033
Saved in:
9
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
10
The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
11
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
12
Accrual mispricing, value-at-risk, and expected stock returns
Simlai, Prodosh
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1487-1517
Persistent link: https://www.econbiz.de/10012660722
Saved in:
13
Alternative profitability measures and cross-section of expected stock returns : international evidence
Cakici, Nusret
;
Chatterjee, Sris
;
Tang, Yi
;
Tong, Lin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 369-391
Persistent link: https://www.econbiz.de/10012432673
Saved in:
14
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
15
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:
16
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
17
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879
Saved in:
18
The application of proxy methods for estimating the cost of equity for unlisted companies : evidence from listed firms
Sarmiento-Sabogal, Julio
;
Sadeghi, Mehdi
;
Sandoval, Juan S.
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1009-1031
Persistent link: https://www.econbiz.de/10012620034
Saved in:
19
A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
Saved in:
20
Risk dynamics around restatement announcements
Salavei Bardos, Katsiaryna
;
Cline, Brandon N.
;
Koutmos, …
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10012233147
Saved in:
21
Tangible and intangible information in emerging markets
Blackburn, Douglas W.
;
Cakici, Nusret
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1509-1527
Persistent link: https://www.econbiz.de/10012233213
Saved in:
22
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
23
Afraid of the stock market
Lim, Yuree
;
Kim, Kyoungtae
- In:
Review of quantitative finance and accounting
53
(
2019
)
3
,
pp. 773-810
Persistent link: https://www.econbiz.de/10012234394
Saved in:
24
Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Review of quantitative finance and accounting
53
(
2019
)
2
,
pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
Saved in:
25
Accounting information quality and systematic risk
Xing, Xuejing
;
Yan, Shan
- In:
Review of quantitative finance and accounting
52
(
2019
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10012171518
Saved in:
26
Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick
;
Hanauer, Matthias
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
Saved in:
27
Uncertainty of political subsidy, heterogeneous beliefs, and IPO anomalies
Liu, Bo
;
Wang, Kemin
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 923-951
Persistent link: https://www.econbiz.de/10012172862
Saved in:
28
Enhancement of value investing strategies based on financial statement variables : the German evidence
Pätäri, Eero J.
;
Leivo, Timo H.
;
Hulkkonen, Janne
; …
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 813-845
Persistent link: https://www.econbiz.de/10012038402
Saved in:
29
Stock price reaction to profit warnings : the role of time-varying betas
Yin, Shuxing
;
Mazouz, Khelifa
;
Benamraoui, Abdelfahid
; …
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10011979095
Saved in:
30
Consumption-based capital asset pricing models : issues and controversies
Choi, Wonnho
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10011979103
Saved in:
31
The timing of new corporate debt issues and the risk-return tradeoff
Koutmos, Dimitrios
;
Bozos, Konstantinos
;
Dionysiou, Dionysia
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 943-978
Persistent link: https://www.econbiz.de/10011979340
Saved in:
32
The return premiums to accruals quality
Bandyopadhyay, Sati P.
;
Huang, Alan Guoming
;
Sun, Kevin …
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
Saved in:
33
Has momentum lost its momentum?
Bhattacharya, Debarati
;
Li, Wei-Hsien
;
Sonaer, Gokhan
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 191-218
Persistent link: https://www.econbiz.de/10011796612
Saved in:
34
Background risk in consumption and the equity risk premium
Semenov, Andrei
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 407-439
Persistent link: https://www.econbiz.de/10011796639
Saved in:
35
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
36
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
Saved in:
37
Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
Saved in:
38
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
39
The implied growth rates and country risk premium : evidence from Chinese stock markets
Wang, Pengguo
;
Huang, Wei
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 641-663
Persistent link: https://www.econbiz.de/10011532062
Saved in:
40
Using equity premium survey data to estimate future wealth
Freeman, Mark C.
;
Groom, Benjamin
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 665-693
Persistent link: https://www.econbiz.de/10011532065
Saved in:
41
A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S.
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10011333146
Saved in:
42
On the use of the market model R-square as a measure of stock price efficiency
Bramante, Riccardo
;
Petrella, Giovanni
;
Zappa, Diego
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 379-391
Persistent link: https://www.econbiz.de/10011327620
Saved in:
43
Growth options, option exercise and firms' systematic risk
Koussis, Nicos
;
Makrominas, Michalis
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
Saved in:
44
Determinants of market beta : the impacts of firm-specific accounting figures and market conditions
Schlueter, Tobias
;
Sievers, Sönke
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 535-570
Persistent link: https://www.econbiz.de/10010391614
Saved in:
45
The evolution of capital asset pricing models
Shih, Yi-cheng
;
Chen, Sheng-syan
;
Lee, Cheng F.
;
Chen, …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 414-448
Persistent link: https://www.econbiz.de/10010391623
Saved in:
46
The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne
;
Ramiah, Vikash
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
Saved in:
47
Equivalent valuations in cash flow and accounting models
Sweeney, Richard J.
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10010345147
Saved in:
48
Conditioning information and cross-sectional anomalies
Gubellini, Stefano
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 529-569
Persistent link: https://www.econbiz.de/10010490371
Saved in:
49
R&D expenditures and implied equity risk premiums
Alam, Pervaiz
;
Liu, Min
;
Peng, Xiaofeng
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 441-462
Persistent link: https://www.econbiz.de/10010490394
Saved in:
50
Markowitz efficiency and size effect : evidence from the UK stock market
Hwang, Tienyu
;
Gao, Simon S.
;
Owen, Heather
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 721-750
Persistent link: https://www.econbiz.de/10010490996
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->