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CAPM
Capital income
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Erwartungsbildung
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Estimation
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Expectation formation
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Kapitaleinkommen
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Schätzung
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ARCH model
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Estimation theory
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Partial least squares
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Kassa, Haimanot
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Kelly, Bryan T.
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Pruitt, Seth
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Souza, Thiago de Oliveira
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Wang, Feifei
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Yan, Xuemin Sterling
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Critical finance review
Journal of economic dynamics & control
15
Journal of financial economics
13
Discussion papers / CEPR
8
The journal of finance : the journal of the American Finance Association
8
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
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NBER working paper series
7
The review of financial studies
7
Journal of monetary economics
6
Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of finance
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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LEM working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Computational economics
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Discussion paper / Tinbergen Institute
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Discussion papers / Stanford Institute for Economic Policy Research
3
Economics letters
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International review of economics & finance : IREF
3
Journal of economic theory
3
Macroeconomic dynamics
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
The American economic review
3
Applied economics
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Finance and stochastics
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Financial Management Association (FMA) 2014 conference
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Financial management
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International review of financial analysis
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ECONIS (ZBW)
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Expected stock market returns and volatility : three decades later
Kassa, Haimanot
;
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 271-307
Persistent link: https://www.econbiz.de/10014370376
Saved in:
2
Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
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