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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Public choice"
~language:"eng"
~person:"Canova, Fabio"
~person:"Goff, Brian L."
~person:"Lee, Bong-soo"
~person:"Li, Kai"
~person:"Mixon, Franklin G."
~person:"Munger, Michael C."
~person:"Subrahmanyam, Avanidhar"
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"Schätzung"
~subject:"United States"
~subject:"Wertpapierhandel"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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CAPM
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USA
33
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31
Theory
31
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Canova, Fabio
Goff, Brian L.
Lee, Bong-soo
Li, Kai
Mixon, Franklin G.
Munger, Michael C.
Subrahmanyam, Avanidhar
Bali, Turan G.
12
Hommes, Cars H.
12
Massa, Massimo
10
Grofman, Bernard
9
Zhou, Guofu
9
Wei, K. C. John
8
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7
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7
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7
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7
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7
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Michaely, Roni
7
Sadka, Ronnie
7
Shughart, William F.
7
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6
Brock, William A.
6
Chordia, Tarun
6
Da, Zhi
6
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He, Xue-zhong
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5
Branch, William A.
5
Chemmanur, Thomas J.
5
Chen, Lin
5
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5
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Management science : journal of the Institute for Operations Research and the Management Sciences
Public choice
The review of financial studies
15
Applied economics
13
Journal of financial economics
10
Journal of banking & finance
7
Journal of monetary economics
7
Applied economics letters
6
Journal of money, credit and banking : JMCB
6
The American journal of economics and sociology
6
Economic inquiry : journal of the Western Economic Association International
5
Journal of applied econometrics
5
The journal of finance : the journal of the American Finance Association
5
Atlantic economic journal : AEJ
4
Journal of public finance and public choice : JPFPC
4
Journal of the Japanese and international economies : an international journal ; JJIE
4
Quantitative economics : QE ; journal of the Econometric Society
4
Southern economic journal
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of business : B
4
Advances in the economics of sport
3
Contemporary economic policy : a journal of Western Economic Association International
3
Financial management
3
Journal of empirical finance
3
Journal of labor research
3
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3
Econometric reviews
2
Economia internazionale
2
Economic policy : a European forum
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of central banking : IJCB
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International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic studies
2
Journal of economics & business
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Journal of international money and finance
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ECONIS (ZBW)
48
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48
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1
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
2
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
3
Consolidating product lines via mergers and acquisitions : evidence from the USPTO trademark data
Hsu, Po-Hsuan
;
Li, Kai
;
Liu, Xing
;
Wu, Hong
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
8
,
pp. 2968-2992
Persistent link: https://www.econbiz.de/10013469967
Saved in:
4
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
5
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
6
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
7
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
8
The role of corporate culture in bad times : evidence from the COVID-19 pandemic
Li, Kai
;
Liu, Xing
;
Mai, Feng
;
Zhang, Tengfei
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
7
,
pp. 2545-2583
Persistent link: https://www.econbiz.de/10012705177
Saved in:
9
Stakeholder orientation and the cost of debt : evidence from state-level adoption of constituency statutes
Gao, Huasheng
;
Li, Kai
;
Ma, Yujing
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1908-1944
Persistent link: https://www.econbiz.de/10012618497
Saved in:
10
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
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