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language:"eng"
~person:"Cheng, Ping"
~person:"Linnainmaa, Juhani"
~subject:"1963-2011"
~subject:"Securities trading"
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Search: subject_exact:"Capital market returns"
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1963-2011
Securities trading
Capital market returns
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Estimation
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CAPM
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1926-2015
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Cheng, Ping
Linnainmaa, Juhani
Taylor, Lucian A.
10
Stambaugh, Robert F.
9
Glabadanidis, Paskalis
7
Pástor, Ľuboš
6
Zakamulin, Valeriy
5
Ilomäki, Jukka
4
Kaniel, Ron
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Laurila, Hannu
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McAleer, Michael
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Pastor, Lubos
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Sraer, David
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Menkveld, Albert J.
3
Arx, Urs von
2
Barrot, Jean-Noel
2
Chiu, Jonathan
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Keloharju, Matti
2
Koeppl, Thorsten V.
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Novy-Marx, Robert
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Nyberg, Peter
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Schmidt, Peter S.
2
Schrimpf, Andreas
2
Velikov, Mihail
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Venkatesan, Shyam
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Wagner, Alexander F.
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Ziegler, Andreas
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Alhenawi, Yasser
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Arnott, Robert D.
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Azhar Mohamad
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Barrot, Jean-Noël
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Boyd, James W.
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Brown, David C.
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Duan, Xinrui
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Fung, Joseph K. W.
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Giner, Javier
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Glenn, Lewis A.
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Business and politics : B&P
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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1
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
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2
Return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10011588923
Saved in:
3
Common factors in return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
-
2014
Persistent link: https://www.econbiz.de/10010481189
Saved in:
4
Abnormal returns from the common stock investments of members of the US House of Representatives
Ziobrowski, Alan J.
;
Boyd, James W.
;
Cheng, Ping
; …
- In:
Business and politics : B&P
13
(
2011
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009508207
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