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~isPartOf:"Journal of empirical finance"
~subject:"Momentum"
~subject:"USA"
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Search: subject_exact:"Capital asset pricing"
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Journal of empirical finance
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
106
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial economics
51
Journal of banking & finance
35
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
2
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
3
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
4
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
5
Value and momentum from investors' perspective : evidence from professionals' risk-ratings
Merkle, Christoph
;
Sextroh, Christoph
- In:
Journal of empirical finance
62
(
2021
),
pp. 159-178
Persistent link: https://www.econbiz.de/10012693335
Saved in:
6
A risk-return explanation of the momentum-reversal "anomaly"
Booth, G. Geoffrey
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
Journal of empirical finance
35
(
2016
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011662718
Saved in:
7
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
8
Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
Saved in:
9
Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications"
Conrad, Christian
;
Karanasos, Menelaos
- In:
Journal of empirical finance
29
(
2014
),
pp. 1-2
Persistent link: https://www.econbiz.de/10011302567
Saved in:
10
Hedging the time-varying risk exposures of momentum returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
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