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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Capital income"
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Capital income
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Ferson, Wayne E.
11
Bekaert, Geert
9
Campbell, John Y.
9
Harvey, Campbell R.
9
Diebold, Francis X.
8
Stambaugh, Robert F.
8
Brandt, Michael W.
7
Lakonishok, Josef
7
Nieuwerburgh, Stijn van
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Chan, Louis K. C.
6
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6
Lo, Andrew W.
6
Pástor, Ľuboš
5
Backus, David
4
Goetzmann, William N.
4
Karceski, Jason
4
Lustig, Hanno
4
Nagel, Stefan
4
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4
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4
Shleifer, Andrei
4
Zhou, Guofu
4
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3
Ang, Andrew
3
Bali, Turan G.
3
Chernov, Mikhail
3
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3
Gennaioli, Nicola
3
Hodrick, Robert J.
3
Hong, Harrison G.
3
Kacperczyk, Marcin
3
Kogan, Leonid
3
Lamont, Owen A.
3
Lettau, Martin
3
Lewis, Karen K.
3
Ludvigson, Sydney C.
3
MacKinlay, Archie Craig
3
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
274
Journal of banking & finance
247
Journal of financial economics
232
NBER Working Paper
208
Finance research letters
190
Journal of empirical finance
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International review of financial analysis
162
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120
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106
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105
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103
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101
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87
The journal of asset management
87
The North American journal of economics and finance : a journal of financial economics studies
86
Review of quantitative finance and accounting
81
Applied economics letters
79
Pacific-Basin finance journal
77
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76
Journal of risk and financial management : JRFM
73
Journal of international financial markets, institutions & money
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Journal of econometrics
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Research in international business and finance
71
Research paper series / Swiss Finance Institute
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International journal of forecasting
56
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55
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Journal of investment management : JOIM
53
Journal of international money and finance
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Quantitative finance
52
The journal of portfolio management : a publication of Institutional Investor
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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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ECONIS (ZBW)
325
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1
Do alpha males deliver alpha? : facial width-to-height ratio and hedge funds
Lu, Yan
;
Teo, Melvyn
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1727-1770
Persistent link: https://www.econbiz.de/10013367035
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2
Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef
;
Cooper, Russell W.
;
Sha, Mengli
-
2019
Persistent link: https://www.econbiz.de/10012028264
Saved in:
3
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
4
Where does the predictability from sorting on returns of economically linked firms come from?
Burt, Aaron
;
Hrdlicka, Christopher
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2634-2658
Persistent link: https://www.econbiz.de/10012705187
Saved in:
5
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
6
Mining the short side : institutional investors and stock market anomalies
Gao, Xin
;
Wang, Ying
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 392-418
Persistent link: https://www.econbiz.de/10014247825
Saved in:
7
Market selection
Kogan, Leonid
;
Ross, Stephen L.
;
Wang, Jiang
; …
-
2009
Persistent link: https://www.econbiz.de/10003870225
Saved in:
8
Prospect theory and stock market anomalies
Barberis, Nicholas
;
Jin, Lawrence J.
;
Wang, Baolian
-
2020
Persistent link: https://www.econbiz.de/10012234493
Saved in:
9
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
10
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
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