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~accessRights:"free"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
~subject:"Financial economics"
~subject:"Volatilität"
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179
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99
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79
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Lustig, Hanno
11
Zhang, Lu
9
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7
Longstaff, Francis A.
7
Wachter, Jessica
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6
Daniel, Kent
6
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5
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5
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4
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4
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4
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4
Lettau, Martin
4
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4
Nieuwerburgh, Stijn van
4
Pástor, Ľuboš
4
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Santos, Tano
4
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4
Vuolteenaho, Tuomo
4
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4
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3
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3
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3
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3
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3
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3
Piazzesi, Monika
3
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3
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3
Simsek, Alp
3
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471
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356
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107
Journal of risk and financial management : JRFM
70
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65
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62
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59
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59
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54
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34
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ECONIS (ZBW)
244
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1
Heterogeneity and asset prices : a different approach
Garleanu, Nicolae
;
Panageas, Stauros
-
2020
Persistent link: https://www.econbiz.de/10012176991
Saved in:
2
Intangible value
Eisfeldt, Andrea L.
;
Kim, Edward
;
Papanikolaou, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012395521
Saved in:
3
The value of a cure : an asset
pricing
perspective
Acharya, Viral V.
;
Johnson, Tim
;
Sundaresan, Suresh M.
; …
-
2020
Persistent link: https://www.econbiz.de/10012415087
Saved in:
4
A theory of the nominal character of stock securities
Dumas, Bernard
;
Savioz, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012416806
Saved in:
5
Generalized robustness and dynamic pessimism
Maenhout, Pascal J.
;
Vedolin, Andrea
;
Xing, Hao
-
2020
Persistent link: https://www.econbiz.de/10012221925
Saved in:
6
What explains the COVID-19 stock market?
Cox, Josue
;
Greenwald, Daniel L.
;
Ludvigson, Sydney C.
-
2020
Persistent link: https://www.econbiz.de/10012300453
Saved in:
7
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
-
2020
Persistent link: https://www.econbiz.de/10012250364
Saved in:
8
Which investors matter for equity valuations and expected returns?
Koijen, Ralph S. J.
;
Richmond, Robert J.
;
Yogo, Motohiro
-
2020
Persistent link: https://www.econbiz.de/10012250522
Saved in:
9
In search of systematic risk and the idiosyncratic volatility puzzle in the corporate bond market
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
-
2019
Persistent link: https://www.econbiz.de/10012056808
Saved in:
10
Are intermediary constraints priced?
Du, Wenxin
;
Hébert, Benjamin
;
Huber, Amy Wang
-
2019
Persistent link: https://www.econbiz.de/10012060130
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