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isPartOf:"American journal of agricultural economics"
subject:"USA"
~isPartOf:"Economic inquiry : journal of the Western Economic Association International"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
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USA
CAPM
Estimation
364
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364
United States
174
Theorie
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Capital income
33
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33
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Shumway, C. Richard
4
Bali, Turan G.
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LaFrance, Jeffrey T.
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Lence, Sergio H.
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Maio, Paulo
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Santa-Clara, Pedro
3
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American journal of agricultural economics
Economic inquiry : journal of the Western Economic Association International
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,501
Discussion paper series / IZA
418
Discussion paper / Centre for Economic Policy Research
400
Applied economics
276
NBER working paper series
185
The review of economics and statistics
171
CESifo working papers
169
Finance and economics discussion series
165
The journal of finance : the journal of the American Finance Association
152
The American economic review
151
Applied economics letters
148
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131
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118
Journal of financial economics
116
NBER Working Paper
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of international money and finance
98
Journal of applied econometrics
97
Journal of banking & finance
96
The review of financial studies
93
Economics letters
88
Economic modelling
85
Journal of money, credit and banking : JMCB
85
The journal of futures markets
85
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Discussion paper
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Journal of monetary economics
73
International review of economics & finance : IREF
72
Journal of econometrics
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
68
International review of financial analysis
65
Southern economic journal
65
Finance research letters
64
Staff reports / Federal Reserve Bank of New York
62
Journal of labor economics
61
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ECONIS (ZBW)
187
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
Board ancestral diversity and firm-performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1117-1155
Persistent link: https://www.econbiz.de/10012139387
Saved in:
4
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
5
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
6
Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
Saved in:
7
A parametric estimation of total factor productivity and its components in U.S. agriculture
Plastina, Alejandro
;
Lence, Sergio H.
- In:
American journal of agricultural economics
100
(
2018
)
4
,
pp. 1091-1119
Persistent link: https://www.econbiz.de/10011959826
Saved in:
8
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
9
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
10
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
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