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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of portfolio management : JPM"
~person:"Bartram, Söhnke M."
~person:"French, Kenneth Ronald"
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~subject:"Anomalies"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
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Anomalies
CAPM
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Bartram, Söhnke M.
French, Kenneth Ronald
Gârleanu, Nicolae
Hou, Kewei
Linnainmaa, Juhani
Pástor, Ľuboš
Fama, Eugene F.
6
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
Harvey, Campbell R.
5
Shanken, Jay
5
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5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
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4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Wang, Junbo
4
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3
Barroso, Pedro
3
Kothari, S. P.
3
Langlois, Hugues
3
Nagel, Stefan
3
Novy-Marx, Robert
3
Robotti, Cesare
3
Sadka, Ronnie
3
Santa-Clara, Pedro
3
Timmermann, Allan
3
Wu, Chunchi
3
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3
Zhou, Guofu
3
Acharya, Viral V.
2
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
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2
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Journal of financial economics
The journal of portfolio management : JPM
Working paper / National Bureau of Economic Research, Inc.
10
The journal of finance : the journal of the American Finance Association
8
Fisher College of Business working paper series
7
Tuck School of Business working paper / Tuck School of Business at Dartmouth
7
Working paper series / Center for Research in Security Prices
6
Discussion papers / CEPR
4
NBER Working Paper
4
NBER working paper series
4
Rodney L. White Center for Financial Research
4
The review of financial studies
4
Charles A. Dice Center Working Paper
3
Fisher College of Business Working Paper
3
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3
Fama-Miller Working Paper
2
WBS Finance Group Research Paper
2
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of accounting & economics
1
Journal of banking & finance
1
Journal of business economics : JBE
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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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
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:
3
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:
4
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:
5
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:
6
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:
7
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
8
Agnostic fundamental analysis works
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011969134
Saved in:
9
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:
10
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:
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