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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Chordia, Tarun"
~person:"Santa-Clara, Pedro"
~person:"Stulz, René M."
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
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Chordia, Tarun
Santa-Clara, Pedro
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8
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7
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6
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Journal of economics and finance
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2
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1
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1
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ECONIS (ZBW)
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1
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:
2
Access to capital, investment, and the financial crisis
Kahle, Kathleen M.
;
Stulz, René M.
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 280-299
Persistent link: https://www.econbiz.de/10010208681
Saved in:
3
Anomalies and financial distress
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10009746528
Saved in:
4
Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyan, Avanidhar
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
Saved in:
5
The credit crisis around the globe : why did some banks perform better?
Beltratti, Andrea
;
Stulz, René M.
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009622456
Saved in:
6
Market institutions, financial market risks, and the financial crisis: Introduction
Carey, Mark S.
;
Kashyap, Anil K.
;
Rajan, Raghuram Govind
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 421-424
Persistent link: https://www.econbiz.de/10009622480
Saved in:
7
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
8
Bank CEO incentives and the credit crisis
Fahlenbrach, Rüdiger
;
Stulz, René M.
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10009241560
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
10
Predicting stock returns
Avramov, Doron
;
Chordia, Tarun
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 387-415
Persistent link: https://www.econbiz.de/10003387869
Saved in:
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