//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Moskowitz, Tobias J."
~person:"Santa-Clara, Pedro"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
Volatility
Kapitaleinkommen
9
Estimation
7
Schätzung
7
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
USA
5
United States
5
Forecasting model
4
Momentum
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Anlageverhalten
3
Asset pricing
3
Behavioural finance
3
Börsenkurs
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Financial market
3
Finanzmarkt
3
Market efficiency
3
Share price
3
Volatilität
3
Aktienmarkt
2
Betriebsgröße
2
Firm size
2
Forecast
2
Market anomalies
2
Method of moments
2
Momentenmethode
2
Prognose
2
Risiko
2
Risk
2
Securities trading
2
Stock market
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Moskowitz, Tobias J.
Santa-Clara, Pedro
Fama, Eugene F.
12
French, Kenneth Ronald
10
Harvey, Campbell R.
10
Bali, Turan G.
9
Chordia, Tarun
8
Jacobs, Kris
7
Pedersen, Lasse Heje
7
Shanken, Jay
7
Subrahmanyam, Avanidhar
7
Zhou, Guofu
7
Bakshi, Gurdip S.
6
Christoffersen, Peter F.
6
Hong, Harrison G.
6
Linnainmaa, Juhani
6
Stambaugh, Robert F.
6
Avramov, Doron
5
Ball, Ray
5
Bessembinder, Hendrik
5
Bollerslev, Tim
5
Da, Zhi
5
Ferson, Wayne E.
5
Grinblatt, Mark
5
Kelly, Bryan T.
5
Keloharju, Matti
5
Kothari, S. P.
5
Lewellen, Jonathan
5
Liu, Yan
5
Lou, Dong
5
Nagel, Stefan
5
Richardson, Matthew
5
Timmermann, Allan
5
Yuan, Yu
5
Albuquerque, Rui
4
Ang, Andrew
4
Barber, Brad M.
4
Boons, Martijn
4
Brown, Stephen J.
4
Edelen, Roger M.
4
more ...
less ...
Published in...
All
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
1
Fama-Miller Working Paper
1
Fisher College of Business working paper series
1
Journal of investment management : JOIM
1
Journal of monetary economics
1
The journal of fixed income
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
4
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
5
The role of shorting, firm size, and time on market anomalies
Israel, Ronen
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 275-301
Persistent link: https://www.econbiz.de/10009749340
Saved in:
6
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->