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isPartOf:"Review of financial economics : RFE"
~isPartOf:"The journal of asset management"
~subject:"Announcement effect"
~subject:"Risk"
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Search: subject_exact:"Capital income"
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Announcement effect
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Capital income
226
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Portfolio selection
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69
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69
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Huffman, Stephen P.
2
Kakushadze, Zura
2
Moll, Cliff R.
2
Yu, Willie
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1
Bae, Suang C.
1
Baulkaran, Vishaal
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Bednarek, Ziemowit
1
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Review of financial economics : RFE
The journal of asset management
Finance research letters
122
International review of financial analysis
90
Journal of banking & finance
83
Journal of financial economics
79
NBER working paper series
73
The journal of finance : the journal of the American Finance Association
63
NBER Working Paper
59
Journal of empirical finance
58
Working paper / National Bureau of Economic Research, Inc.
56
Review of quantitative finance and accounting
55
Pacific-Basin finance journal
52
Applied economics
48
International review of economics & finance : IREF
48
The review of financial studies
48
The North American journal of economics and finance : a journal of financial economics studies
46
Research in international business and finance
45
Journal of financial and quantitative analysis : JFQA
38
The journal of corporate finance : contracting, governance and organization
38
The European journal of finance
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Applied economics letters
31
The journal of real estate finance and economics
31
Journal of international financial markets, institutions & money
30
Journal of risk and financial management : JRFM
29
International journal of economics and finance
26
Cogent economics & finance
25
Discussion paper / Centre for Economic Policy Research
25
Energy economics
25
Journal of economics & business
25
Applied financial economics
24
Journal of international money and finance
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Investment management and financial innovations
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Journal of accounting & economics
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The financial review : the official publication of the Eastern Finance Association
22
International journal of finance & economics : IJFE
21
Journal of economics and finance
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ECONIS (ZBW)
36
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36
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1
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya
;
Nam, Kiseok
;
Wang, Xuewu
- In:
Review of financial economics : RFE
41
(
2023
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
Saved in:
2
How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher
;
Di Bartolomeo, Dan
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
Saved in:
3
Monetary policy after the crisis : a threat to hedge funds' alphas?
Berglund, Alexander
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
The journal of asset management
21
(
2020
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012292767
Saved in:
4
Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index
Biktimirov, Ernest N.
;
Xu, Yuanbin
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 134-145
Persistent link: https://www.econbiz.de/10012059781
Saved in:
5
Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?
Benz, Lukas
;
Rohleder, Martin
;
Syryca, Janik
;
Wilkens, Marco
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 534-551
Persistent link: https://www.econbiz.de/10012155319
Saved in:
6
Stock market reaction to green bond issuance
Baulkaran, Vishaal
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 331-340
Persistent link: https://www.econbiz.de/10012117589
Saved in:
7
Holiday effect on stock price reactions to analyst recommendation revisions
Kudryavtsev, Andrey
- In:
The journal of asset management
19
(
2018
)
7
,
pp. 507-521
Persistent link: https://www.econbiz.de/10011958143
Saved in:
8
Decoding stock market with quant alphas
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011847616
Saved in:
9
Dead alphas as risk factors
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 110-115
Persistent link: https://www.econbiz.de/10011847702
Saved in:
10
Beta dispersion and portfolio returns
Lahtinen, Kyre Dane
;
Lawrey, Chris M.
;
Hunsader, Kenneth J.
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10011847744
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