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CAPM
Theorie
82
Theory
82
USA
30
Capital income
27
Kapitaleinkommen
27
United States
26
Börsenkurs
24
Share price
23
Portfolio selection
20
Portfolio-Management
20
United Kingdom
19
Asymmetrische Information
17
Asymmetric information
16
Großbritannien
15
Ankündigungseffekt
11
Anlageverhalten
11
Announcement effect
11
Risikoprämie
11
Risk premium
11
Vereinigte Staaten
11
Börsengang
10
Estimation
10
Initial public offering
10
Schätzung
10
Behavioural finance
9
Bilanzpolitik
9
Informationsökonomik
9
Optionspreistheorie
9
Corporate finance
8
Economics of information
8
Kapitalmarkt
8
Option pricing theory
8
Unternehmensfinanzierung
8
Accounting policy
7
Capital structure
7
Corporate governance
7
Liquidity
7
Volatility
7
Volatilität
7
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Free
7
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Article
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Article in journal
17
Aufsatz in Zeitschrift
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Arbeitspapier
4
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4
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4
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4
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1
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English
29
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Brennan, Michael J.
26
Xia, Yihong
10
Chordia, Tarun
5
Subrahmanyam, Avanidhar
5
Wang, Ashley W.
4
Tong, Qing
3
Huh, Sahn-Wook
2
Taylor, Alex P.
2
Zhang, Yuzhao
2
Akella, Subrahmanyam
1
Barberis, Nicholas
1
Cao, H. Henry
1
Cheng, Xiaolong
1
Han, Bing
1
Hirshleifer, David
1
Huang, Ming
1
Lee, Edward
1
Lettau, Martin
1
Li, Feifei
1
Liu, Weimin
1
Ludvigson, Sydney C.
1
Schwartz, Eduardo S.
1
Strong, Norman
1
Subrahmanyan, Avanidhar
1
Taylor, Stephen
1
Xu, Xinzhong
1
Zhang, Harold H.
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Rodney L. White Center for Financial Research
2
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The review of financial studies
3
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Rodney L. White Center for Financial Research
2
Corporate finance
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Research paper / International Center for Financial Asset Management and Engineering
1
Review of finance : journal of the European Finance Association
1
The journal of business : B
1
The legacy of Fischer Black
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ECONIS (ZBW)
29
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1
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
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2
UK evidence on the characteristics versus covariance debate
Lee, Edward
;
Liu, Weimin
;
Strong, Norman
- In:
European financial management : the journal of the …
13
(
2007
)
4
,
pp. 742-756
Persistent link: https://www.econbiz.de/10003534141
Saved in:
3
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Brennan, Michael J.
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 345-373
Persistent link: https://www.econbiz.de/10001246743
Saved in:
4
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 905-942
Persistent link: https://www.econbiz.de/10001619458
Saved in:
5
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong
;
Brennan, Michael J.
;
Wang, Ashley W.
-
2002
Persistent link: https://www.econbiz.de/10001692842
Saved in:
6
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
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7
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
8
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
9
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
10
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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1
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