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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Simon Business School working paper"
~person:"Santa-Clara, Pedro"
~subject:"Capital income"
~subject:"Financial analysis"
~subject:"Finanzkrise"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Financial analysis
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Kapitaleinkommen
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Santa-Clara, Pedro
Stulz, René M.
19
Fama, Eugene F.
14
French, Kenneth Ronald
12
Longstaff, Francis A.
12
DeAngelo, Harry
11
DeAngelo, Linda
11
Harvey, Campbell R.
10
Bali, Turan G.
9
Bessembinder, Hendrik
9
Denis, David J.
9
Hirshleifer, David
9
Subrahmanyam, Avanidhar
9
Acharya, Viral V.
8
Ang, Andrew
8
Chordia, Tarun
8
Hong, Harrison G.
8
James, Christopher M.
8
McConnell, John J.
8
Starks, Laura T.
8
Zhou, Guofu
8
Baker, Malcolm
7
Barclay, Michael J.
7
Bekaert, Geert
7
Berger, Allen N.
7
Da, Zhi
7
Graham, John R.
7
Linnainmaa, Juhani
7
Moskowitz, Tobias J.
7
Nieuwerburgh, Stijn van
7
Pedersen, Lasse Heje
7
Richardson, Matthew
7
Ritter, Jay
7
Schultz, Paul H.
7
Stambaugh, Robert F.
7
Stein, Jeremy C.
7
Strahan, Philip E.
7
Walkling, Ralph A.
7
Campbell, John Y.
6
Christoffersen, Peter F.
6
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6
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Journal of financial economics
Journal of monetary economics
Simon Business School working paper
Journal of financial and quantitative analysis : JFQA
1
The review of economics and statistics
1
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All
ECONIS (ZBW)
6
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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
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:
3
Forecasting stock market returns : the sum of the parts is more than the whole
Ferreira, Miguel A.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 514-537
Persistent link: https://www.econbiz.de/10009242099
Saved in:
4
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:
5
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
Saved in:
6
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
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