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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of portfolio management : JPM"
~person:"Bartram, Söhnke M."
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Kelly, Bryan T."
~person:"Linnainmaa, Juhani"
~person:"Panageas, Stauros"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
~subject:"Prognoseverfahren"
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CAPM
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9
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Bartram, Söhnke M.
Gârleanu, Nicolae
Hou, Kewei
Kelly, Bryan T.
Linnainmaa, Juhani
Panageas, Stauros
Fama, Eugene F.
6
Harvey, Campbell R.
6
Pedersen, Lasse Heje
6
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4
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Journal of financial economics
Journal of political economy
The journal of portfolio management : JPM
NBER working paper series
9
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7
NBER Working Paper
7
Working paper / National Bureau of Economic Research, Inc.
7
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4
The review of financial studies
4
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
Journal of business economics : JBE
1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
19
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1
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
2
Heterogeneity and asset prices : an intergenerational approach
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
131
(
2023
)
4
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014303108
Saved in:
3
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris
;
Henslee, Forrest
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 144-163
Persistent link: https://www.econbiz.de/10012802492
Saved in:
4
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:
5
Long-term discount rates do not vary across firms
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
Saved in:
6
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
7
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
8
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:
9
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
10
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
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