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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~person:"Da, Zhi"
~person:"Gerakos, Joseph"
~person:"Santa-Clara, Pedro"
~subject:"1947-2007"
~subject:"Anlageverhalten"
~subject:"CAPM"
~subject:"Capital income"
~subject:"United States"
~subject:"Volatility"
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1947-2007
Anlageverhalten
CAPM
Capital income
United States
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Kapitaleinkommen
7
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5
Share price
5
Estimation
3
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3
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3
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3
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2
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1
Aktienmarkt
1
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Behavioural finance
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Beliefs in the cross-section
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1
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Da, Zhi
Gerakos, Joseph
Santa-Clara, Pedro
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Pedersen, Lasse Heje
6
Liu, Yan
5
Zhou, Guofu
5
Bali, Turan G.
4
Bollerslev, Tim
4
Boons, Martijn
4
Harvey, Campbell R.
4
Hirshleifer, David
4
Huang, Shiyang
4
Lou, Dong
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Agarwal, Vikas
3
Bai, Jennie
3
Ball, Ray
3
Baltussen, Guido
3
Bessembinder, Hendrik
3
Birru, Justin
3
Chen, Yong
3
Fama, Eugene F.
3
Giglio, Stefano
3
Green, Tracy Clifton
3
Han, Yufeng
3
Hou, Kewei
3
Huang, Xing
3
Jiang, Hao
3
Kaniel, Ron
3
Kilic, Mete
3
Langlois, Hugues
3
Lee, Charles M. C.
3
Li, Sophia Zhengzi
3
Lin, Tse-Chun
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Polk, Christopher
3
Robotti, Cesare
3
Subrahmanyam, Avanidhar
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Journal of financial economics
Journal of Financial Economics
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
7
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1
Short selling efficiency
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 387-408
Persistent link: https://www.econbiz.de/10013474363
Saved in:
2
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
3
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
Saved in:
4
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
Saved in:
5
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
6
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
Saved in:
7
Deflating profitability
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10011479890
Saved in:
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