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CAPM
Theorie
67
Theory
67
Capital income
38
Kapitaleinkommen
38
Großbritannien
33
United Kingdom
33
Börsenkurs
27
Share price
27
Estimation
26
Schätzung
26
Volatility
26
Volatilität
26
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23
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23
Time series analysis
21
Zeitreihenanalyse
21
Anlageverhalten
19
Behavioural finance
19
Bubbles
19
Spekulationsblase
19
Forecasting model
18
Prognoseverfahren
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ARCH model
16
ARCH-Modell
16
Corporate Social Responsibility
15
Corporate social responsibility
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Aktienmarkt
13
Commodity price
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Exchange rate
13
Rohstoffpreis
13
Stock market
13
Wechselkurs
13
Commodity derivative
12
Financial market
12
Finanzmarkt
12
Portfolio selection
12
Portfolio-Management
12
Rohstoffderivat
12
Welt
12
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8
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Arbeitspapier
4
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English
16
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Brooks, Chris
14
Miffre, Joëlle
6
Li, Xiafei
3
Prokopczuk, Marcel
3
Wu, Yingying
3
Anderson, Keith
2
Fernandez-Perez, Adrian
2
Garrett, Ian
2
Godfrey, Chris
2
Kamstra, Mark J.
2
Kramer, Lisa A.
2
Nneji, Ogonna
2
Balatti, Mirco
1
Kappou, Konstantina
1
Katsaris, Apostolos
1
Nneji, Oganna
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
International review of financial analysis
3
Handbook of research methods and applications in empirical finance
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
The British accounting review : the journal of the British Accounting Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working papers / Federal Reserve Bank of Atlanta
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ECONIS (ZBW)
16
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1
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
Saved in:
2
Winter blues and time variation in the price of risk
Garrett, Ian
(
contributor
);
Kamstra, Mark J.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002572427
Saved in:
3
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Saved in:
4
The value premium and time-varying volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9/10
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
Saved in:
5
Commodity risk factors and the cross-section of equity returns
Brooks, Chris
;
Fernandez-Perez, Adrian
;
Miffre, Joëlle
; …
-
2014
Persistent link: https://www.econbiz.de/10010440251
Saved in:
6
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
7
Commodity risks and the cross-section of equity returns
Brooks, Chris
;
Miffre, Joëlle
;
Nneji, Ogonna
- In:
The British accounting review : the journal of the …
48
(
2016
)
2
,
pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
Saved in:
8
Speculative bubbles and the cross-sectional variation in stock returns
Anderson, Keith
;
Brooks, Chris
- In:
International review of financial analysis
35
(
2014
),
pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
Saved in:
9
The negative credit risk premium puzzle : a limits to arbitrage story
Godfrey, Chris
;
Brooks, Chris
-
2015
Persistent link: https://www.econbiz.de/10011389788
Saved in:
10
Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco
;
Brooks, Chris
;
Kappou, Konstantina
- In:
International review of financial analysis
51
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
Saved in:
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