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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Capital income
Theorie
11,716
Theory
11,716
USA
2,175
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2,155
Estimation
971
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970
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774
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774
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Ferson, Wayne E.
11
Bekaert, Geert
9
Campbell, John Y.
9
Harvey, Campbell R.
9
Diebold, Francis X.
8
Stambaugh, Robert F.
8
Brandt, Michael W.
7
Nieuwerburgh, Stijn van
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Cochrane, John H.
6
Lo, Andrew W.
6
Bollerslev, Tim
5
Lakonishok, Josef
5
Pástor, Ľuboš
5
Backus, David
4
Chan, Louis K. C.
4
Goetzmann, William N.
4
Lustig, Hanno
4
Nagel, Stefan
4
Pedersen, Lasse Heje
4
Shanken, Jay
4
Shleifer, Andrei
4
Abel, Andrew B.
3
Ang, Andrew
3
Engle, Robert F.
3
Gennaioli, Nicola
3
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3
Hong, Harrison G.
3
Kacperczyk, Marcin
3
Kogan, Leonid
3
Lamont, Owen A.
3
Lettau, Martin
3
Lewis, Karen K.
3
Ludvigson, Sydney C.
3
MacKinlay, Archie Craig
3
Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
Veldkamp, Laura
3
Vishny, Robert W.
3
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Economics letters
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
274
Journal of banking & finance
247
Journal of financial economics
232
NBER Working Paper
208
Finance research letters
190
Journal of empirical finance
177
International review of financial analysis
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120
International review of economics & finance : IREF
106
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103
The European journal of finance
101
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93
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87
The journal of asset management
87
The North American journal of economics and finance : a journal of financial economics studies
86
Journal of financial and quantitative analysis : JFQA
84
Review of quantitative finance and accounting
81
Applied economics letters
79
Pacific-Basin finance journal
77
Journal of risk and financial management : JRFM
73
Journal of international financial markets, institutions & money
72
Journal of econometrics
71
Research in international business and finance
71
Research paper series / Swiss Finance Institute
71
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70
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68
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66
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63
International journal of forecasting
56
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55
Journal of forecasting
55
Journal of investment management : JOIM
53
Journal of international money and finance
52
Quantitative finance
52
The journal of portfolio management : a publication of Institutional Investor
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
317
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1
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
2
Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef
;
Cooper, Russell W.
;
Sha, Mengli
-
2019
Persistent link: https://www.econbiz.de/10012028264
Saved in:
3
Improving factor momentum : statistical significance matters
Liu, Yangyi
;
Luo, Ronghua
;
Zhao, Senyang
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
Saved in:
4
A look under the hood of momentum funds
Banegas, Ayelen
;
Rosa, Carlo
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465321
Saved in:
5
On the pricing of expected idiosyncratic skewness
Cui, Xiangyu
;
Guan, Zheng
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
Saved in:
6
The mean-variance relation : a 24-hour story
Wang, Wenzhao
- In:
Economics letters
208
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013207052
Saved in:
7
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
8
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
9
Liquidity and asset market cycles
Shin, Jong Kook
- In:
Economics letters
226
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014313324
Saved in:
10
Market selection
Kogan, Leonid
;
Ross, Stephen L.
;
Wang, Jiang
; …
-
2009
Persistent link: https://www.econbiz.de/10003870225
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