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CAPM
Risk
61,091
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58,548
Volatility
43,957
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42,893
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36,169
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36,075
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4,819
risk
4,639
Zeitreihenanalyse
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4,356
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Bali, Turan G.
32
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23
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22
Bansal, Ravi
21
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19
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18
Lettau, Martin
18
Zaremba, Adam
18
Guo, Hui
16
Wachter, Jessica
16
Engstrom, Eric
15
Epstein, Larry G.
15
Aït-Sahalia, Yacine
14
Christiansen, Charlotte
14
Fabozzi, Frank J.
14
Yaron, Amir
14
Chiarella, Carl
13
He, Xue-zhong
13
Kiku, Dana
13
Barro, Robert J.
12
Branger, Nicole
12
Chabi-Yo, Fousseni
12
Ferson, Wayne E.
12
Ghysels, Eric
12
Hansen, Lars Peter
12
Prokopczuk, Marcel
12
Santos, Tano
12
Shaliastovich, Ivan
12
Blitz, David
11
Cochrane, John H.
11
Robotti, Cesare
11
Savva, Christos S.
11
Tauchen, George Eugene
11
Todorov, Viktor
11
Veronesi, Pietro
11
Cakici, Nusret
10
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10
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10
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10
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3
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3
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Département de Sciences Économiques, Université de Montréal
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Svenska Handelshögskolan <Helsinki>
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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.
1
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International Monetary Fund
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1
Lunds Universitet / Nationalekonomiska Institutionen
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Massachusetts Institute of Technology
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Stanford Institute for Economic Policy Research
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Journal of financial economics
93
NBER working paper series
85
Journal of banking & finance
78
NBER Working Paper
71
Finance research letters
70
Journal of empirical finance
61
Working paper / National Bureau of Economic Research, Inc.
59
The review of financial studies
48
International review of economics & finance : IREF
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of econometrics
37
International review of financial analysis
36
The journal of finance : the journal of the American Finance Association
34
Journal of economic dynamics & control
33
Pacific-Basin finance journal
32
Economics letters
30
International journal of theoretical and applied finance
30
The North American journal of economics and finance : a journal of financial economics studies
29
Applied economics
27
Journal of financial and quantitative analysis : JFQA
26
Economic modelling
23
Journal of international financial markets, institutions & money
21
Journal of risk and financial management : JRFM
21
Research in international business and finance
21
The European journal of finance
21
Journal of monetary economics
20
Quantitative finance
20
Discussion paper / Centre for Economic Policy Research
19
Working paper
19
Annals of finance
18
Journal of economic theory
17
Journal of financial markets
17
Journal of international money and finance
17
Journal of mathematical finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Review of quantitative finance and accounting
17
Applied financial economics
16
European journal of operational research : EJOR
16
Finance and economics discussion series
16
The journal of real estate finance and economics
16
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ECONIS (ZBW)
4,155
RePEc
42
EconStor
13
BASE
2
Showing
1
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10
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4,212
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date (newest first)
date (oldest first)
1
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:
2
Is there a positive
risk
-return tradeoff? : a forward-looking approach to measuring the equity premium
Koutmos, Dimitrios
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 974-1013
Persistent link: https://www.econbiz.de/10011408549
Saved in:
3
Systematic
risk
and
volatility
skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
4
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:
5
Macroeconomic factors strike back : a Bayesian change-point model of time-varying
risk
exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
6
Macroeconomic factors strike back : a Bayesian change-point model of time-varying
risk
exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
7
Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
Sanusi, Muhammad Surajo
;
Ahmad, Farooq
- In:
Finance research letters
18
(
2016
),
pp. 89-99
Persistent link: https://www.econbiz.de/10011656714
Saved in:
8
Forward-Looking Beta Estimates:Evidence from an Emerging Market
Onour, Ibrahim
-
Volkswirtschaftliche Fakultät, …
-
2008
constant beta. In terms of
risk
exposure, banks and industrial sectors reflect higher
risk
as their average betas exceed the …
Persistent link: https://www.econbiz.de/10004961496
Saved in:
9
Innovation in return transmission and performance comparison between the five biggest Euro area stock markets
Fonseca, José Soares da
- In:
International economics and economic policy : IEEP
10
(
2013
)
3
,
pp. 393-404
Persistent link: https://www.econbiz.de/10010197725
Saved in:
10
Investor sentiment and
risk
appetite of real estate security market
Hui, Eddie Chi Man
;
Zheng, Xian
;
Wang, Hui
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
Saved in:
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