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CAPM
Schätzung
128,609
Estimation
122,459
Theorie
63,390
Theory
62,196
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55,165
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53,671
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Zaremba, Adam
59
Campbell, John Y.
49
Bekaert, Geert
38
Bali, Turan G.
35
Polk, Christopher
33
Harvey, Campbell R.
31
Cakici, Nusret
29
Jarrow, Robert A.
29
Bansal, Ravi
28
Cochrane, John H.
28
Stambaugh, Robert F.
28
Faff, Robert W.
27
Fabozzi, Frank J.
24
Guo, Hui
23
Engstrom, Eric
22
Jacobs, Kris
22
Ferson, Wayne E.
21
Jagannathan, Ravi
21
Zhang, Lu
21
Christoffersen, Peter F.
20
Zhou, Guofu
20
Garcia, René
19
Prokopczuk, Marcel
19
Ang, Andrew
18
Aït-Sahalia, Yacine
18
Satchell, Stephen
18
Belo, Frederico
17
Damodaran, Aswath
17
Grammig, Joachim
17
Hansen, Lars Peter
17
He, Xue-zhong
17
Hodrick, Robert J.
17
Sehgal, Sanjay
17
Yaron, Amir
17
Ghysels, Eric
16
Nitschka, Thomas
16
Tang, Yi
16
Todorov, Viktor
16
Vuolteenaho, Tuomo
16
Hollstein, Fabian
15
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Birkbeck College / Department of Economics
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
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International Center for Financial Asset Management and Engineering
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School of Economics and Finance <Brisbane>
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The Wharton Financial Institutions Center
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University of Exeter / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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American Institute of Certified Public Accountants
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Centre for Analytical Finance <Århus>
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Cornell University / Department of Agricultural, Resource and Managerial Economics
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Eberhard Karls Universität Tübingen
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1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Central Bank
1
Federal Reserve Bank of Cleveland
1
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Journal of financial economics
167
NBER working paper series
151
Journal of banking & finance
144
Working paper / National Bureau of Economic Research, Inc.
118
NBER Working Paper
115
Finance research letters
114
Journal of empirical finance
109
International review of financial analysis
90
The review of financial studies
82
Pacific-Basin finance journal
81
The journal of finance : the journal of the American Finance Association
78
Management science : journal of the Institute for Operations Research and the Management Sciences
77
International review of economics & finance : IREF
73
Journal of economic dynamics & control
64
Applied economics
63
Research paper series / Swiss Finance Institute
61
The North American journal of economics and finance : a journal of financial economics studies
59
Journal of econometrics
55
Journal of international financial markets, institutions & money
54
Economics letters
52
The European journal of finance
52
Journal of financial and quantitative analysis : JFQA
50
Economic modelling
47
International journal of theoretical and applied finance
46
Applied financial economics
41
Quantitative finance
38
Research in international business and finance
38
Review of quantitative finance and accounting
36
Discussion paper / Centre for Economic Policy Research
35
Journal of financial markets
34
Journal of international money and finance
34
Working paper
34
Discussion papers / CEPR
33
Swiss Finance Institute Research Paper
32
Applied economics letters
30
Journal of risk and financial management : JRFM
30
Annals of finance
29
Finance and economics discussion series
29
Journal of mathematical finance
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
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ECONIS (ZBW)
8,423
EconStor
34
RePEc
12
OLC EcoSci
1
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1
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
Saved in:
2
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return
volatility
using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
3
Stochastic idiosyncratic cash flow risk and real options : implications for stock returns
Bhamra, Harjoat Singh
;
Shim, Kyung Hwan
- In:
Journal of economic theory
168
(
2017
),
pp. 400-431
Persistent link: https://www.econbiz.de/10011747518
Saved in:
4
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
5
Persistence of ex-ante
volatility
and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
6
Forecasting
volatility
and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
7
Inflation and stock returns, [part] II
Azar, Samih Antoine
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
Saved in:
8
The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne
;
Ramiah, Vikash
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
Saved in:
9
Modeling asset prices
Gentle, James E.
;
Härdle, Wolfgang
-
2010
time diffusion models ; models with jumps ; stochastic
volatility
; GARCH …
Persistent link: https://www.econbiz.de/10003973644
Saved in:
10
Time-varying conditional discrete jumps in emerging African equity markets
Kuttu, Saint
- In:
Global finance journal
32
(
2017
),
pp. 35-54
Persistent link: https://www.econbiz.de/10011802820
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