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~isPartOf:"Journal of financial economics"
~subject:"CAPM"
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CAPM
Theorie
885
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885
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838
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838
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547
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483
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456
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Fama, Eugene F.
6
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
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5
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4
Boons, Martijn
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4
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3
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3
Hou, Kewei
3
Kothari, S. P.
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Langlois, Hugues
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3
Novy-Marx, Robert
3
Pástor, Ľuboš
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Robotti, Cesare
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3
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2
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2
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2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Hang
2
Bai, Jennie
2
Bartram, Söhnke M.
2
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Journal of financial economics
Economics letters
109
Applied economics
93
International review of economics & finance : IREF
90
Discussion paper / Centre for Economic Policy Research
82
The North American journal of economics and finance : a journal of financial economics studies
81
Applied financial economics
77
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of mathematical economics
56
The journal of real estate finance and economics
53
Applied economics letters
49
Finance and economics discussion series
49
Discussion papers / CEPR
45
International journal of economics and finance
42
Fisher College of Business working paper series
39
Mathematics and financial economics
34
Working paper
33
CREATES research paper
32
Review of financial economics : RFE
31
Cogent economics & finance
30
Computational economics
30
Energy economics
30
International journal of finance & economics : IJFE
30
Journal of economics & business
30
International journal of economics and financial issues : IJEFI
29
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Theoretical economics letters
25
Discussion paper / Department of Business and Management Science
24
NBER working paper series
23
Quarterly journal of business and economics : QJBE
23
Journal of business economics : JBE
22
Annals of economics and finance
20
Discussion papers in economics
20
NBER Working Paper
19
LEM working paper series
18
Quantitative economics : QE ; journal of the Econometric Society
18
The journal of finance : the journal of the American Finance Association
18
Swiss journal of economics and statistics
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ECONIS (ZBW)
320
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
3
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
4
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
5
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
6
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
7
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
8
Asset pricing with heterogeneous agents and long-run risk
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 941-964
Persistent link: https://www.econbiz.de/10013259610
Saved in:
9
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
10
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
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