UB Paderborn / Katalog / Suche / in CDI

Choosing factors

Journal of financial economics, 2018-05, Vol.128 (2), p.234-252

2018

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Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

The Journal of finance (New York), 2013-12, Vol.68 (6), p.2617-2649

2013

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Conditional risk premia in currency markets and other asset classes

Journal of financial economics, 2014-11, Vol.114 (2), p.197-225

2014

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Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation

Journal of financial economics, 2019-08, Vol.133 (2), p.273-298

2019

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A Behavioral Approach to Asset Pricing

Shefrin, Hersh

2nd ed., 2008

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X-CAPM: An extrapolative capital asset pricing model

Journal of financial economics, 2015-01, Vol.115 (1), p.1-24

2015

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Asset pricing: A tale of night and day

Journal of financial economics, 2020-12, Vol.138 (3), p.635-662

2020

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Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

The Journal of finance (New York), 2016-04, Vol.71 (2), p.737-774

2016

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Asset price dynamics, volatility, and prediction

Taylor, Stephen J

STU - Student edition, 2011

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Financial models with Lévy processes and volatility clustering

1, 2011

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The Capital Asset Pricing Model: Theory and Evidence

The Journal of economic perspectives, 2004-07, Vol.18 (3), p.25-46

2004

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Low-Risk Anomalies?

The Journal of finance (New York), 2020-10, Vol.75 (5), p.2673-2718

2020

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Investment and the weighted average cost of capital

Journal of financial economics, 2016-02, Vol.119 (2), p.300-315

2016

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Alpha or beta in the eye of the beholder: What drives hedge fund flows?

Journal of financial economics, 2018-03, Vol.127 (3), p.417-434

2018

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Investor Sentiment, Beta, and the Cost of Equity Capital

Management science, 2016-02, Vol.62 (2), p.347-367

2016

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Margin Requirements and the Security Market Line

The Journal of finance (New York), 2018-06, Vol.73 (3), p.1281-1321

JYLHÄ, PETRI

2018

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Ambiguous Volatility and Asset Pricing in Continuous Time

The Review of financial studies, 2013-07, Vol.26 (7), p.1740-1786

2013

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Empirical dynamic asset pricing: model specification and econometric assessment.

Singleton, Kenneth J

1, 2009

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Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly

The American economic review, 2015-05, Vol.105 (5), p.315-320

2015

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A Labor Capital Asset Pricing Model

The Journal of finance (New York), 2017-10, Vol.72 (5), p.2131-2178

2017

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The world price of liquidity risk

Journal of financial economics, 2011, Vol.99 (1), p.136-161

Lee, Kuan-Hui

2011

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Asset pricing with liquidity risk

Journal of financial economics, 2005-08, Vol.77 (2), p.375-410

2005

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Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Management science, 2023-03, Vol.69 (3), p.1835-1855

2023

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Reinvestment Risk and the Equity Term Structure

The Journal of finance (New York), 2021-10, Vol.76 (5), p.2153-2197

GONÇALVES, ANDREI S.

2021

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The 52-week high, q-theory, and the cross section of stock returns

Journal of financial economics, 2018-04, Vol.128 (1), p.148-163

2018

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Choosing factors

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

Conditional risk premia in currency markets and other asset classes

Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation

A Behavioral Approach to Asset Pricing

X-CAPM: An extrapolative capital asset pricing model

Asset pricing: A tale of night and day

Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

Asset price dynamics, volatility, and prediction

Financial models with Lévy processes and volatility clustering

The Capital Asset Pricing Model: Theory and Evidence

Low-Risk Anomalies?

Investment and the weighted average cost of capital

Alpha or beta in the eye of the beholder: What drives hedge fund flows?

Investor Sentiment, Beta, and the Cost of Equity Capital

Margin Requirements and the Security Market Line

Ambiguous Volatility and Asset Pricing in Continuous Time

Empirical dynamic asset pricing: model specification and econometric assessment.

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly

A Labor Capital Asset Pricing Model

The world price of liquidity risk

Asset pricing with liquidity risk

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Reinvestment Risk and the Equity Term Structure

The 52-week high, q-theory, and the cross section of stock returns

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