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CAPM
Börsenkurs
55,290
Share price
53,811
Zeitreihenanalyse
31,951
Time series analysis
30,943
Theorie
26,953
Theory
26,473
Kapitaleinkommen
14,447
Capital income
14,423
Aktienmarkt
13,288
Stock market
13,107
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12,838
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12,699
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12,655
Estimation
12,411
USA
9,838
United States
9,578
Prognoseverfahren
9,365
Forecasting model
9,181
Schätztheorie
7,532
Estimation theory
7,458
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6,637
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6,593
Anlageverhalten
5,303
Behavioural finance
5,253
Welt
4,480
World
4,397
Portfolio-Management
4,294
Portfolio selection
4,272
ARCH-Modell
4,205
ARCH model
4,142
Finanzmarkt
4,076
Financial market
4,015
Risiko
3,525
Risk
3,519
Finanzkrise
3,185
Financial crisis
3,173
Kointegration
3,153
Cointegration
3,129
Deutschland
3,090
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Free
1,875
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1,384
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75
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80
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Zaremba, Adam
40
Harvey, Campbell R.
25
Campbell, John Y.
22
Jarrow, Robert A.
22
Bansal, Ravi
21
Bekaert, Geert
21
Polk, Christopher
20
Bali, Turan G.
18
Cakici, Nusret
18
Cochrane, John H.
14
Zhong, Angel
14
Prokopczuk, Marcel
13
Timmermann, Allan
13
Engstrom, Eric
12
Ferson, Wayne E.
12
Sehgal, Sanjay
12
Tamoni, Andrea
12
Todorov, Viktor
12
Yang, Chunpeng
12
Belo, Frederico
11
Frankel, Jeffrey A.
11
Hommes, Cars H.
11
Adam, Klaus
10
Cotter, John
10
Engel, Charles
10
Fabozzi, Frank J.
10
Faff, Robert W.
10
He, Xue-zhong
10
Mei, Jianping
10
Mykland, Per A.
10
Pedersen, Lasse Heje
10
Schlag, Christian
10
Shiller, Robert J.
10
Stambaugh, Robert F.
10
Stulz, René M.
10
Yang, Liyan
10
Yaron, Amir
10
Zhang, Lu
10
Butt, Hilal Anwar
9
Chiah, Mardy
9
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National Bureau of Economic Research
78
Federal Reserve System / Board of Governors
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American Finance Association
2
Birkbeck College / Department of Economics
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Centre for Economic Policy Research
2
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Chicago / Center for Research in Security Prices
2
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
2
American Institute of Certified Public Accountants
1
Center for Economic Policy Studies
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Chambre de commerce et d'industrie de Paris
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European Central Bank
1
Federal Reserve Bank of St. Louis
1
Friedrich-Schiller-Universität Jena / Wirtschaftswissenschaftliche Fakultät
1
Gottfried Wilhelm Leibniz Universität Hannover
1
IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
1
Instituto Valenciano de Investigaciones Económicas
1
International Monetary Fund
1
Internationaler Währungsfonds / European Department <2>
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Judge Institute of Management Studies
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Massachusetts Institute of Technology
1
OECD
1
Rodney L. White Center for Financial Research
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of British Columbia / Finance Division
1
University of Exeter / Department of Economics
1
Universität Bremen
1
Universität Mannheim
1
Weltbank / Environment, Infrastructure, and Agriculture Division
1
Weltbank / Policy Research Department / Finance and Private Sector Development Division
1
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Published in...
All
Journal of financial economics
103
Journal of banking & finance
86
NBER working paper series
78
Finance research letters
63
NBER Working Paper
60
Pacific-Basin finance journal
55
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
54
International review of financial analysis
52
International review of economics & finance : IREF
48
Management science : journal of the Institute for Operations Research and the Management Sciences
48
The journal of finance : the journal of the American Finance Association
40
Applied economics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Research paper series / Swiss Finance Institute
37
Economics letters
34
Journal of international financial markets, institutions & money
34
The European journal of finance
32
Journal of economic dynamics & control
31
The review of financial studies
31
Economic modelling
27
Journal of econometrics
27
Journal of financial markets
26
Review of quantitative finance and accounting
23
Discussion papers / CEPR
22
Research in international business and finance
22
Applied economics letters
20
Journal of economic theory
18
Swiss Finance Institute Research Paper
18
Cogent economics & finance
17
International journal of theoretical and applied finance
17
Annals of finance
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of financial and quantitative analysis : JFQA
16
Journal of monetary economics
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Working paper
16
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
15
Discussion paper / Centre for Economic Policy Research
15
International journal of economics and finance
15
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Source
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ECONIS (ZBW)
4,731
EconStor
12
RePEc
2
Showing
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1
Conditional mean-variance efficiency of the US stock market
Engel, Charles
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10000123783
Saved in:
2
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
3
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10000585045
Saved in:
4
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
5
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000327743
Saved in:
6
Die Ermittlung der Faktorstruktur : ein Multifaktor-APT-Modell für den österreichischen Aktienmarkt
Aussenegg, Wolfgang
-
1995
Persistent link: https://www.econbiz.de/10000922712
Saved in:
7
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
8
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
Saved in:
9
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
10
Time-varying betas and macroeconomic influences
Groenewold, Nicolaas
;
Fraser, Patricia
-
1997
Persistent link: https://www.econbiz.de/10000968430
Saved in:
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