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CAPM
100
Capital income
59
Kapitaleinkommen
59
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47
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47
Aktienmarkt
41
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41
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28
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Pacific-Basin finance journal
NBER working paper series
500
Working paper / National Bureau of Economic Research, Inc.
473
NBER Working Paper
357
Journal of financial economics
342
Journal of banking & finance
298
The journal of finance : the journal of the American Finance Association
274
The review of financial studies
262
Finance research letters
193
Journal of economic dynamics & control
191
Journal of empirical finance
173
Discussion paper / Centre for Economic Policy Research
146
International review of financial analysis
143
Journal of financial and quantitative analysis : JFQA
138
Management science : journal of the Institute for Operations Research and the Management Sciences
133
Research paper series / Swiss Finance Institute
122
Economics letters
119
International review of economics & finance : IREF
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
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97
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96
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96
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94
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92
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92
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91
Journal of economic theory
91
MPRA Paper
90
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90
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89
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88
The North American journal of economics and finance : a journal of financial economics studies
86
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84
Applied financial economics
83
Discussion papers / CEPR
83
Journal of econometrics
83
SpringerLink / Bücher
81
The journal of futures markets
80
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75
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ECONIS (ZBW)
110
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1
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
2
Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical
asset
pricing
research in emerging markets
Chui, Andy C. W.
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
Saved in:
3
Comparing competing factor and characteristics models : evidence in Japan
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, S. Ghon
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463363
Saved in:
4
Asset
pricing
models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
5
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
6
Asset
pricing
with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
7
Six-factor
asset
pricing
and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
8
Pairs trading and
asset
pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
Saved in:
9
Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lu, Chien-Lin
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
Saved in:
10
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
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