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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of real estate finance and economics"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
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CAPM
Financial crisis
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USA
1,631
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1,631
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1,369
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1,369
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774
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721
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Harvey, Campbell R.
8
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7
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6
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
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6
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5
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5
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5
Shanken, Jay
5
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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
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
Wang, Junbo
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
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Journal of economics and finance
Journal of financial economics
The journal of real estate finance and economics
Energy economics
659
Applied economics
628
International review of economics & finance : IREF
576
The North American journal of economics and finance : a journal of financial economics studies
505
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466
Economics letters
461
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396
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308
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266
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244
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210
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205
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182
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181
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139
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122
Theoretical and applied economics : GAER review
118
The empirical economics letters : a monthly international journal of economics
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Cambridge journal of economics
103
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103
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
89
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85
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78
Review of financial economics : RFE
78
Studies in economics and finance
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American journal of agricultural economics
75
The review of economics and statistics
74
Journal of mathematical economics
69
Mathematics and financial economics
63
Journal of Asian finance, economics and business : JAFEB
61
Quantitative finance and economics
61
Annals of financial economics
60
International review of applied economics
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ECONIS (ZBW)
828
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1
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828
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
4
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
Saved in:
7
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:
8
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
9
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
10
Asset pricing with heterogeneous agents and long-run risk
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 941-964
Persistent link: https://www.econbiz.de/10013259610
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