//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"HEC Paris research paper series"
~isPartOf:"Journal of financial economics"
~person:"Langlois, Hugues"
~person:"Moskowitz, Tobias J."
~person:"Santa-Clara, Pedro"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing models
CAPM
Forecasting model
Volatility
Capital income
12
Kapitaleinkommen
12
Estimation
8
Portfolio selection
8
Portfolio-Management
8
Schätzung
8
Theorie
8
Theory
8
Prognoseverfahren
6
Risikoprämie
6
Risk premium
6
USA
5
United States
5
Momentum
4
Anlageverhalten
3
Asset pricing
3
Behavioural finance
3
Börsenkurs
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Financial market
3
Finanzmarkt
3
Market efficiency
3
Risiko
3
Risk
3
Share price
3
Volatilität
3
Aktienmarkt
2
Betriebsgröße
2
Emerging economies
2
Factor analysis
2
Faktorenanalyse
2
Firm size
2
Forecast
2
IPCA
2
International asset pricing
2
Market anomalies
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Working Paper
1
Language
All
English
13
Author
All
Langlois, Hugues
Moskowitz, Tobias J.
Santa-Clara, Pedro
Harvey, Campbell R.
9
Pedersen, Lasse Heje
7
Zhou, Guofu
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
Ferson, Wayne E.
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Nagel, Stefan
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Avramov, Doron
4
Ball, Ray
4
Boons, Martijn
4
Da, Zhi
4
Della Corte, Pasquale
4
Liu, Yan
4
Longstaff, Francis A.
4
Lou, Dong
4
Novy-Marx, Robert
4
Sadka, Ronnie
4
Timmermann, Allan
4
Todorov, Viktor
4
Wang, Junbo
4
Ai, Hengjie
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Brandt, Michael W.
3
more ...
less ...
Published in...
All
HEC Paris research paper series
Journal of financial economics
Fama-Miller Working Paper
1
Journal of Financial Economics
1
Journal of investment management : JOIM
1
Journal of monetary economics
1
Research paper series / Swiss Finance Institute
1
The journal of fixed income
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is liquidity risk priced in partially segmented markets?
Chaieb, Ines
;
Errunza, Vihang R.
;
Langlois, Hugues
-
2018
Persistent link: https://www.econbiz.de/10012109789
Saved in:
2
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
3
What matters in a characteristic?
Langlois, Hugues
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 52-72
Persistent link: https://www.econbiz.de/10014331809
Saved in:
4
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
5
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
6
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
7
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:
8
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
9
The role of shorting, firm size, and time on market anomalies
Israel, Ronen
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 275-301
Persistent link: https://www.econbiz.de/10009749340
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->