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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Fama, Eugene F."
~person:"Linnainmaa, Juhani"
~person:"Nagel, Stefan"
~subject:"CAPM"
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CAPM
Capital income
11
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11
Theorie
10
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10
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6
Share price
6
USA
6
United States
6
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5
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Fama, Eugene F.
Linnainmaa, Juhani
Nagel, Stefan
Ferson, Wayne E.
12
French, Kenneth Ronald
11
Shanken, Jay
10
Harvey, Campbell R.
9
Stambaugh, Robert F.
9
Pedersen, Lasse Heje
8
Jagannathan, Ravi
7
Bansal, Ravi
6
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6
Lo, Andrew W.
6
Longstaff, Francis A.
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
Jacobs, Kris
5
Kan, Raymond
5
Moskowitz, Tobias J.
5
Pástor, Ľuboš
5
Zhou, Guofu
5
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4
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4
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4
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4
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4
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4
Fisher, Adlai
4
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4
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4
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4
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4
Robotti, Cesare
4
Wang, Jiang
4
Wang, Junbo
4
Yaron, Amir
4
Zhang, Lu
4
Adrian, Tobias
3
Ai, Hengjie
3
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
NBER working paper series
7
Tuck School of Business working paper / Tuck School of Business at Dartmouth
7
Fama-Miller Working Paper
6
NBER Working Paper
4
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / Center for Research in Security Prices
3
Journal of financial and quantitative analysis : JFQA
2
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1
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
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1
Journal of monetary economics
1
Princeton lectures in finance
1
Rock Center for Corporate Governance at Stanford University working paper series
1
The American economic review
1
The journal of business : B
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of portfolio management : JPM
1
Tijdschrift voor economie en management
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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
Saved in:
4
Shrinking the cross-section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10012542990
Saved in:
5
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
6
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
7
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
Saved in:
8
A five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
Saved in:
9
Size, value, and momentum in international stock returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 457-472
Persistent link: https://www.econbiz.de/10009666815
Saved in:
10
Estimation and evaluation of conditional asset pricing models
Nagel, Stefan
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 873-910
Persistent link: https://www.econbiz.de/10009160333
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