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~isPartOf:"Journal of financial economics"
~person:"Da, Zhi"
~person:"Santa-Clara, Pedro"
~person:"Subrahmanyam, Avanidhar"
~subject:"1947-2007"
~subject:"CAPM"
~subject:"Capital income"
~subject:"United States"
~subject:"Volatility"
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1947-2007
CAPM
Capital income
United States
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Kapitaleinkommen
14
Theorie
12
Theory
12
USA
8
Estimation
6
Handelsvolumen der Börse
6
Schätzung
6
Trading volume
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Behavioural finance
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Financial analysis
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Liquidität
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Market microstructure
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Marktmikrostruktur
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Portfolio selection
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Portfolio-Management
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Stock market
3
Adverse Selektion
2
Adverse selection
2
Asymmetric information
2
Asymmetrische Information
2
Capital market returns
2
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Da, Zhi
Santa-Clara, Pedro
Subrahmanyam, Avanidhar
Fama, Eugene F.
15
Stulz, René M.
14
French, Kenneth Ronald
13
Harvey, Campbell R.
12
DeAngelo, Harry
11
DeAngelo, Linda
11
Bessembinder, Hendrik
10
Chordia, Tarun
10
Longstaff, Francis A.
10
Bali, Turan G.
9
Pedersen, Lasse Heje
9
Denis, David J.
8
Kothari, S. P.
8
McConnell, John J.
8
Shanken, Jay
8
Baker, Malcolm
7
Barclay, Michael J.
7
Ferson, Wayne E.
7
Graham, John R.
7
Hong, Harrison G.
7
Jacobs, Kris
7
Lerner, Joshua
7
Linnainmaa, Juhani
7
Moskowitz, Tobias J.
7
Richardson, Matthew
7
Ritter, Jay
7
Schultz, Paul H.
7
Stambaugh, Robert F.
7
Starks, Laura T.
7
Stein, Jeremy C.
7
Walkling, Ralph A.
7
Zhou, Guofu
7
Avramov, Doron
6
Bakshi, Gurdip S.
6
Campbell, John Y.
6
Christoffersen, Peter F.
6
Gompers, Paul A.
6
Grinblatt, Mark
6
Hirshleifer, David
6
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Journal of financial economics
Fisher College of Business working paper series
4
Journal of financial and quantitative analysis : JFQA
2
Cuadernos de economía
1
Journal of Financial Economics
1
Journal of accounting & economics
1
Journal of economics & business
1
Journal of monetary economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of financial economics : RFE
1
The journal of fixed income
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
20
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20
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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
Short selling efficiency
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 387-408
Persistent link: https://www.econbiz.de/10013474363
Saved in:
3
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
4
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
Saved in:
5
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
6
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
7
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
8
Smart money, dumb money, and capital market anomalies
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin
; …
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 355-382
Persistent link: https://www.econbiz.de/10011480515
Saved in:
9
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:
10
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:
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