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Subject
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CAPM
Theorie
210
Theory
208
Estimation
86
Schätzung
86
Prognoseverfahren
79
Capital income
78
Forecasting model
78
Kapitaleinkommen
78
USA
77
United States
75
Time series analysis
63
Volatility
63
Zeitreihenanalyse
63
Volatilität
61
Estimation theory
56
Schätztheorie
56
Börsenkurs
55
Share price
55
Portfolio-Management
47
Portfolio selection
46
Financial crisis
36
Finanzkrise
35
Risiko
34
Risk
33
Stock market
26
Regression analysis
25
Regressionsanalyse
25
Saisonale Schwankungen
25
Seasonal variations
25
Aktienmarkt
24
Capital market returns
24
Kapitalmarktrendite
24
Econometrics
23
Risikoprämie
23
Risk premium
22
Anlageverhalten
21
Monetary policy
21
Ökonometrie
21
Behavioural finance
20
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Free
29
Undetermined
7
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Book / Working Paper
47
Article
29
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Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
21
Working Paper
21
Graue Literatur
14
Non-commercial literature
14
Aufsatz im Buch
2
Book section
2
Systematic review
2
Übersichtsarbeit
2
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Language
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English
74
French
1
Undetermined
1
Author
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Jagannathan, Ravi
51
Ghysels, Eric
24
Hansen, Lars Peter
9
Wang, Zhenyu
9
Da, Zhi
6
Wang, Yong
6
Guo, Re-Jin
5
Andreou, Elena
4
Marakani, Srikant
4
Santa-Clara, Pedro
4
Takehara, Hitoshi
4
Valkanov, Rossen I.
4
Guérin, Pierre
3
Marcellino, Massimiliano
3
Meier, Iwan
3
Ravikumar, Ashwin
3
Sammon, Marco
3
Anderson, Ewan W.
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Ferson, Wayne E.
2
Frank, Murray Z.
2
Garcia, René
2
Juergens, Jennifer L.
2
Kubota, Keiichi
2
Schaumburg, Ernst
2
Zhou, Guofu
2
Basak, Gopal
1
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Daniel, Kent
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
Guo, Re-jin
1
Hall, Alastair R.
1
Jagannathan, Raj
1
Jasiak, Joann
1
Kichian, Maral
1
Kim, Soohun
1
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Institution
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National Bureau of Economic Research
9
University of Hong Kong / School of Economics and Finance
1
Published in...
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NBER Working Paper
9
NBER working paper series
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Staff report / Research Department, Federal Reserve Bank of Minneapolis
6
Journal of financial economics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Institute for Empirical Macroeconomics
2
Journal of econometrics
2
Journal of economic dynamics & control
2
NBER technical working paper series
2
Annual review of financial economics
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Discussion papers / CEPR
1
Econometric methods and financial time series
1
Federal Reserve Bank of Minneapolis quarterly review
1
Journal of Financial Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of political economy
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Papers and proceedings / American Finance Association
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Review of asset pricing studies
1
Staff report / Federal Reserve Bank of Minneapolis, Research Department
1
Staff working paper / Bank of Canada
1
Statistical methods in finance
1
Technical working paper / National Bureau of Economic Research
1
The journal of business : B
1
The review of financial studies
1
UIC College of Business Administration Research Paper
1
Working paper / Department of Economics, University of Cyprus
1
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ECONIS (ZBW)
75
RePEc
1
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1
Implications of security market data for models of dynamic economies
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1990
Persistent link: https://www.econbiz.de/10000791221
Saved in:
2
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000910153
Saved in:
3
The CAPM is alive and well
Jagannathan, Ravi
;
Wang, Zhenyu
-
1993
Persistent link: https://www.econbiz.de/10000881167
Saved in:
4
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
Saved in:
5
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1995
Persistent link: https://www.econbiz.de/10000933194
Saved in:
6
Econometric evaluation of asset pricing models
Ferson, Wayne E.
;
Jagannathan, Ravi
-
1996
Persistent link: https://www.econbiz.de/10000933195
Saved in:
7
Econometric evaluation of asset pricing models
Ferson, Wayne E.
-
1996
Persistent link: https://www.econbiz.de/10001320275
Saved in:
8
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
- In:
Journal of financial economics
47
(
1998
)
2
,
pp. 161-188
Persistent link: https://www.econbiz.de/10001234965
Saved in:
9
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
10
Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 319-347
Persistent link: https://www.econbiz.de/10001247516
Saved in:
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