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CAPM
Stock market
57
Capital income
54
Kapitaleinkommen
54
USA
41
United States
41
Aktienmarkt
37
Volatility
30
Volatilität
30
Börsenkurs
28
Share price
28
Theorie
22
Theory
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19
Prognoseverfahren
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18
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18
Risk
17
Estimation
15
Risiko
15
Schätzung
15
Capital market returns
12
Kapitalmarktrendite
12
Portfolio selection
11
Portfolio-Management
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Private consumption
8
Privater Konsum
8
Vermögen
8
Wealth
8
ARCH model
7
ARCH-Modell
7
Anlageverhalten
7
Behavioural finance
7
Stock - Prices
7
Stock exchanges
7
Asset pricing
6
Forecast
5
Prognose
5
1952-2002
4
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17
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10
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21
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12
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12
Non-commercial literature
12
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12
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English
38
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1
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Guo, Hui
35
Savickas, Robert
5
Whitelaw, Robert F.
4
Jiang, Xiaowen
3
Kassa, Haimanot
3
Qiu, Buhui
3
Ferguson, Michael F.
2
Higbee, Jason
2
Neely, Christopher J.
2
Pai, Yu-Jou
2
Wang, Zijun
2
Wu, Chaojiang
2
Yang, Jian
2
Yu, Yan
2
Bergbrant, Mikael
1
Cheng, Hang
1
DeLisle, R. Jared
1
Gempesaw, David
1
Maio, Paulo
1
Shi, Yongdong
1
Shockley, Richard L.
1
Wang, Kent
1
Whitelaw, Robert
1
Zaynutdinova, Gulnara R.
1
Zhou, Hao
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Federal Reserve Bank of St. Louis
6
National Bureau of Economic Research
1
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Working paper
8
Journal of banking & finance
6
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
2
Research Division working papers
2
The journal of finance : the journal of the American Finance Association
2
Asian Finance Association (AsianFA) 2014 Conference Paper
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
European financial management : the journal of the European Financial Management Association
1
Financial management
1
Journal of Banking & Finance
1
Journal of accounting research
1
Journal of banking and finance
1
NBER Working Paper
1
NBER working paper series
1
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ECONIS (ZBW)
38
RePEc
1
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1
Hazard stocks and expected returns
DeLisle, R. Jared
;
Ferguson, Michael F.
;
Kassa, Haimanot
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
Saved in:
2
Equilibrium "anomalies"
Ferguson, Michael F.
;
Shockley, Richard L.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2549-2580
Persistent link: https://www.econbiz.de/10001845845
Saved in:
3
Is idiosyncratic volatility related to returns?evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
4
Does idiosyncratic volatility proxy for a missing risk factor? : evidence using portfolios as test assets
Gempesaw, David
;
Kassa, Haimanot
;
Zykaj, Blerina Bela
- In:
European financial management : the journal of the …
28
(
2022
)
3
,
pp. 693-721
Persistent link: https://www.econbiz.de/10013275961
Saved in:
5
Business conditions and asset prices in a dynamic economy
Guo, Hui
-
2000
Persistent link: https://www.econbiz.de/10001580927
Saved in:
6
Understanding the risk-return tradeoff in the stock market
Guo, Hui
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969582
Saved in:
7
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
8
Does stock market volatility forecast returns : the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
Saved in:
9
Limited stock market participation and asset prices in a dynamic economy
Guo, Hui
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 495-516
Persistent link: https://www.econbiz.de/10002233830
Saved in:
10
A rational pricing explanation for failure of the CAPM
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
3
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002156472
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