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isPartOf:"Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF"
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CAPM
Capital income
139
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
Journal of financial markets
Journal of financial economics
141
NBER working paper series
110
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96
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95
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Quarterly investment spikes, stock returns, and the investment factor
Altieri, Michela
;
Schnitzler, Jan
- In:
Journal of financial markets
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014473151
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
4
The disappearing profitability of volatility-managed equity factors
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466364
Saved in:
5
The race to exploit anomalies and the cost of slow trading
Kaplanski, Guy
- In:
Journal of financial markets
62
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014226691
Saved in:
6
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
7
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
8
Bond risk's role in the equity risk-return tradeoff
Bansal, Naresh K.
;
Stivers, Christopher T.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013397895
Saved in:
9
Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa
;
Cannavan, Damien
;
Huang, Ronghong
;
Peng, …
- In:
Journal of financial markets
53
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
Saved in:
10
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
11
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
12
Market volatility and stock returns : the role of liquidity providers
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
Journal of financial markets
37
(
2018
),
pp. 17-34
Persistent link: https://www.econbiz.de/10012001008
Saved in:
13
Higher-moment liquidity risks and the cross-section of stock returns
Kim, Soonho
;
Na, Haejung
- In:
Journal of financial markets
38
(
2018
),
pp. 39-59
Persistent link: https://www.econbiz.de/10012001138
Saved in:
14
The relationship between equity and bond returns : an empirical investigation
Demirovic, Amer
;
Guermat, Cherif
;
Tucker, Jon
- In:
Journal of financial markets
35
(
2017
),
pp. 47-64
Persistent link: https://www.econbiz.de/10011820149
Saved in:
15
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
16
Dissecting the bond profitability premium
Campbell, T. Colin
;
Chichernea, Doina C.
;
Petkevich, Alex
- In:
Journal of financial markets
27
(
2016
),
pp. 102-131
Persistent link: https://www.econbiz.de/10011722223
Saved in:
17
Cross-sectional return dispersion and the equity premium
Maio, Paulo
- In:
Journal of financial markets
29
(
2016
),
pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
Saved in:
18
Exploiting stochastic dominance to generate abnormal stock returns
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Journal of financial markets
20
(
2014
),
pp. 20-38
Persistent link: https://www.econbiz.de/10010442398
Saved in:
19
Risk-return trade-off and serial correlation : do volume and volatility matter?
Kinnunen, Jyri
- In:
Journal of financial markets
20
(
2014
),
pp. 1-19
Persistent link: https://www.econbiz.de/10010442399
Saved in:
20
The intertemporal risk-return relation : a bivariate model approach
Jiang, Xiaoquan
;
Lee, Bong-soo
- In:
Journal of financial markets
18
(
2014
),
pp. 158-181
Persistent link: https://www.econbiz.de/10010442461
Saved in:
21
Price delay premium and liquidity risk
Lin, Ji-chai
;
Singh, Ajai K.
;
Sun, Ping-wen Steven
;
Yu, Wen
- In:
Journal of financial markets
17
(
2014
),
pp. 150-173
Persistent link: https://www.econbiz.de/10010437261
Saved in:
22
Do expected business conditions explain the value premium?
Fong, Wai-mun
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10009614493
Saved in:
23
Relative valuation and analyst target price forecasts
Da, Zhi
;
Schaumburg, Ernst
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 161-192
Persistent link: https://www.econbiz.de/10009267075
Saved in:
24
Financial distress and idiosyncratic volatility : an empirical investigation
Chen, Jing
;
Chollete, Lorán
;
Ray, Rina
- In:
Journal of financial markets
13
(
2010
)
2
,
pp. 249-267
Persistent link: https://www.econbiz.de/10009262108
Saved in:
25
The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.
;
Sun, Licheng
;
Sun, Yong
- In:
Journal of financial markets
12
(
2009
)
3
,
pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
Saved in:
26
Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse
Ziegler, Andreas
;
Schröder, Michael
;
Schulz, Anja
; …
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
59
(
2007
)
3
,
pp. 355-389
Persistent link: https://www.econbiz.de/10003462138
Saved in:
27
Determinanten erwarteter Renditen am deutschen Aktienmarkt : eine empirische Untersuchung anhand ausgewählter Kennzahlen
Wallmeier, Martin
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
1
,
pp. 27-57
Persistent link: https://www.econbiz.de/10001473949
Saved in:
28
Der Size-Effekt am österreichischen Aktienmarkt
Aussenegg, Wolfgang
;
Grünbichler, Andreas
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
51
(
1999
)
7/8
,
pp. 636-661
Persistent link: https://www.econbiz.de/10001392661
Saved in:
29
Security factors as linear combinations of economic variables
Zhou, Guofu
- In:
Journal of financial markets
2
(
1999
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10001426717
Saved in:
30
Das Risiko-Rendite-Paradoxon : Stand der Forschung und Ergebnisse einer empirischen Untersuchung
Wiemann, Volker
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
50
(
1998
)
6
,
pp. 551-572
Persistent link: https://www.econbiz.de/10001240278
Saved in:
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