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~isPartOf:"Journal of financial economics"
~person:"Adrian, Tobias"
~person:"Fama, Eugene F."
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Nagel, Stefan"
~person:"Santa-Clara, Pedro"
~subject:"CAPM"
~subject:"Capital income"
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CAPM
Capital income
Kapitaleinkommen
12
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6
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Adrian, Tobias
Fama, Eugene F.
Gârleanu, Nicolae
Linnainmaa, Juhani
Nagel, Stefan
Santa-Clara, Pedro
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Shanken, Jay
5
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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
Wang, Junbo
4
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3
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3
Hou, Kewei
3
Kothari, S. P.
3
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3
Novy-Marx, Robert
3
Pástor, Ľuboš
3
Robotti, Cesare
3
Sadka, Ronnie
3
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3
Wu, Chunchi
3
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3
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2
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2
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2
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2
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2
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2
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Journal of financial economics
NBER working paper series
10
Staff reports / Federal Reserve Bank of New York
9
The journal of finance : the journal of the American Finance Association
9
Tuck School of Business working paper / Tuck School of Business at Dartmouth
7
Fama-Miller Working Paper
6
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
The review of financial studies
5
FRB of New York Staff Report
3
Journal of financial and quantitative analysis : JFQA
3
Working paper series / Center for Research in Security Prices
3
Discussion paper / Centre for Economic Policy Research
2
Annual review of financial economics
1
Critical finance review
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
Financial analysts journal : FAJ
1
Journal of empirical finance
1
Journal of monetary economics
1
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1
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1
Princeton lectures in finance
1
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1
Rock Center for Corporate Governance at Stanford University working paper series
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1
The American economic review
1
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1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of fixed income
1
The journal of portfolio management : JPM
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Tijdschrift voor economie en management
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University of Chicago, Becker Friedman Institute for Economics Working Paper
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ECONIS (ZBW)
19
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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
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Saved in:
9
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:
10
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:
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