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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Kelly, Bryan T."
~person:"Longstaff, Francis A."
~subject:"CAPM"
~subject:"Estimation"
~subject:"Expectation formation"
~subject:"Factor analysis"
~subject:"Financial crisis"
~subject:"Schätzung"
~subject:"Volatility"
~type:"article"
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Kelly, Bryan T.
Longstaff, Francis A.
Harvey, Campbell R.
10
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8
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8
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7
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Journal of economics and finance
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ECONIS (ZBW)
12
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1
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:
2
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
3
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
4
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
5
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:
6
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
7
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
8
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
9
Macroeconomic effects of corporate default crisis: A long-term perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen M.
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10010255519
Saved in:
10
The subprime credit crisis and contagion in financial markets
Longstaff, Francis A.
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 436-450
Persistent link: https://www.econbiz.de/10008660531
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