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~isPartOf:"Critical finance review"
~isPartOf:"Journal of financial economics"
~person:"Bai, Hang"
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~subject:"CAPM"
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CAPM
Capital income
5
Kapitaleinkommen
5
Theorie
5
Theory
5
Börsenkurs
4
Share price
4
Estimation
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Gewinn
2
Mispricing
2
Portfolio selection
2
Portfolio-Management
2
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2
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2
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2
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1
Aktienfonds
1
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1
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1
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1
Betafaktor
1
Book-to-market
1
Capital market returns
1
Cash Flow
1
Cash flow
1
Cash flows
1
Consumption CAPM
1
Contributed capital
1
Cross-sectional seasonalities
1
DSGE
1
Disaster
1
Earnings yield
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Equity fund
1
Equity premium puzzle
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11
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Bai, Hang
Gârleanu, Nicolae
Linnainmaa, Juhani
Pástor, Ľuboš
Fama, Eugene F.
6
Harvey, Campbell R.
6
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Wang, Junbo
4
Avramov, Doron
3
Barroso, Pedro
3
Hou, Kewei
3
Kothari, S. P.
3
Langlois, Hugues
3
Nagel, Stefan
3
Novy-Marx, Robert
3
Pruitt, Seth
3
Robotti, Cesare
3
Sadka, Ronnie
3
Santa-Clara, Pedro
3
Timmermann, Allan
3
Wu, Chunchi
3
Zhang, Lu
3
Zhou, Guofu
3
Acharya, Viral V.
2
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Jennie
2
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Critical finance review
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
Rodney L. White Center for Financial Research
4
Tuck School of Business working paper / Tuck School of Business at Dartmouth
3
Working paper series / Center for Research in Security Prices
3
Working papers / Rodney L. White Center for Financial Research
3
Fisher College of Business working paper series
2
NBER Working Paper
2
NBER working paper series
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Discussion paper / Centre for Economic Policy Research
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Fisher College of Business Working Paper
1
Journal of political economy
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
11
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1
Special issue on volatility and higher moments
Linnainmaa, Juhani
(
ed.
)
-
2023
Persistent link: https://www.econbiz.de/10014370382
Saved in:
2
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
3
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
4
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
5
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:
6
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
7
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:
8
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:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
10
Investing in equity mutual funds
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001661701
Saved in:
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