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~isPartOf:"Applied economics letters"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial economics"
~person:"Chordia, Tarun"
~person:"Pedersen, Lasse Heje"
~subject:"CAPM"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Chordia, Tarun
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ECONIS (ZBW)
13
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1
Responsible investing : the ESG-efficient frontier
Pedersen, Lasse Heje
;
Fitzgibbons, Shaun
;
Pomorski, Lukasz
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 572-597
Persistent link: https://www.econbiz.de/10013259952
Saved in:
2
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
3
Generalized recovery
Jensen, Christian Skov
;
Lando, David
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Saved in:
4
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
5
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
6
Anomalies and financial distress
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10009746528
Saved in:
7
Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyan, Avanidhar
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
Saved in:
8
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
9
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Saved in:
10
Predicting stock returns
Avramov, Doron
;
Chordia, Tarun
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 387-415
Persistent link: https://www.econbiz.de/10003387869
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