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CAPM
USA
47
United States
47
Theorie
42
Theory
42
Capital income
35
Corporate bond
35
Kapitaleinkommen
35
Unternehmensanleihe
34
Börsenkurs
29
Share price
29
Volatility
21
Volatilität
20
Credit risk
17
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17
Schätzung
17
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16
Kreditrisiko
16
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16
Aktienmarkt
13
Stock market
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Yield curve
12
Zinsstruktur
12
Securities trading
10
Wertpapierhandel
10
Handelsvolumen der Börse
9
Risiko
9
Risikoprämie
9
Risk
9
Risk premium
9
Trading volume
9
Asymmetric information
8
Asymmetrische Information
8
Dividend
8
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Government securities
8
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8
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English
13
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Wu, Chunchi
13
Wang, Junbo
6
Chen, Xi
2
Liu, Sheen
2
Shi, Jian
2
Wei, K. C. John
2
Chen, Yao-Tsung
1
Chung, Kee H.
1
Kim, Moon-kyu
1
Lee, Cheng F.
1
Li, Haitao
1
Li, Qiang
1
Lin, Hai
1
Qi, Howard
1
Tao, Xinyuan
1
Wu, Di
1
Yeh, Chung-Ying
1
Zhao, Zhenling
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Journal of financial economics
3
Journal of financial markets
2
China finance review international
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Review of asset pricing studies : RAPS
1
Review of quantitative finance and accounting
1
The journal of financial research
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ECONIS (ZBW)
13
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1
Macro-economic factors and stock returns
Kim, Moon-kyu
- In:
The journal of financial research
10
(
1987
)
2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001042712
Saved in:
2
Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Wu, Chunchi
;
Li, Qiang
;
Wei, K. C. John
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10001467541
Saved in:
3
The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
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4
How much of the corporate bond spread is due to personal taxes?
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 599-636
Persistent link: https://www.econbiz.de/10003546278
Saved in:
5
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
6
Liquidity risk and expected corporate bond returns
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 628-650
Persistent link: https://www.econbiz.de/10009242273
Saved in:
7
Structural models of corporate bond pricing with personal taxes
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1700-1718
Persistent link: https://www.econbiz.de/10008649408
Saved in:
8
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
9
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
10
Asset pricing tests of infrequently traded securities : the case of municipal bonds
Chen, Yao-Tsung
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
3
,
pp. 754-807
Persistent link: https://www.econbiz.de/10013349366
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