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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"
~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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34
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31
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13
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Canova, Fabio
Goff, Brian L.
Lee, Bong-soo
Li, Kai
Mixon, Franklin G.
Munger, Michael C.
Subrahmanyam, Avanidhar
Hommes, Cars H.
12
Bali, Turan G.
10
Grofman, Bernard
9
Massa, Massimo
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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7
Sadka, Ronnie
7
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7
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6
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6
Da, Zhi
6
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5
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5
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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
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7
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The American journal of economics and sociology
6
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5
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5
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4
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4
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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
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Advances in the economics of sport
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3
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of central banking : IJCB
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ECONIS (ZBW)
46
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11
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
12
Order flow volatility and equity costs of capital
Chordia, Tarun
;
Hu, Jianfeng
;
Subrahmanyam, Avanidhar
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
Saved in:
13
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
Saved in:
14
CEO turnover : performance sensitivity in private firms
Gao, Huasheng
;
Harford, Jarrad V. T.
;
Li, Kai
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 583-611
Persistent link: https://www.econbiz.de/10011742055
Saved in:
15
Short-term reversals : the effects of past returns and institutional exits
Cheng, Si
;
Hameed, Allaudeen
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10011667711
Saved in:
16
Asymmetric effects of informed trading on the cost of equity capital
Brennan, Michael J.
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
62
(
2016
)
9
,
pp. 2460-2480
Persistent link: https://www.econbiz.de/10011577121
Saved in:
17
Capital market efficiency and arbitrage efficacy
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin M.
; …
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
Saved in:
18
Investor sentiment, beta, and the cost of equity capital
Antoniou, Constantinos
;
Doukas, John A.
;
Subrahmanyam, …
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011446188
Saved in:
19
Do institutional changes affect business cycles? : evidence from Europe
Canova, Fabio
;
Ciccarelli, Matteo
;
Ortega, Eva
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1520-1533
Persistent link: https://www.econbiz.de/10009701973
Saved in:
20
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
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