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~isPartOf:"Journal of financial economics"
~person:"Da, Zhi"
~person:"Santa-Clara, Pedro"
~subject:"Anlageverhalten"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Risk"
~subject:"United States"
~subject:"Volatility"
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Anlageverhalten
CAPM
Capital income
Risk
United States
Volatility
Kapitaleinkommen
9
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Forecasting model
4
Prognoseverfahren
4
Financial analysis
3
Finanzanalyse
3
Portfolio selection
3
Portfolio-Management
3
USA
3
Aktienmarkt
2
Behavioural finance
2
Börsenkurs
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2
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2
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1947-2007
1
Aktienindex
1
Anomalies
1
Arbitrage
1
Asset pricing anomalies
1
Asset pricing models
1
Autocorrelation
1
Autokorrelation
1
Beliefs in the cross-section
1
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1
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Da, Zhi
Santa-Clara, Pedro
Fama, Eugene F.
15
Stulz, René M.
14
French, Kenneth Ronald
13
Harvey, Campbell R.
12
Bessembinder, Hendrik
11
Chordia, Tarun
11
DeAngelo, Harry
11
DeAngelo, Linda
11
Hong, Harrison G.
11
Longstaff, Francis A.
10
Pedersen, Lasse Heje
10
Subrahmanyam, Avanidhar
10
Bali, Turan G.
9
Denis, David J.
8
Hirshleifer, David
8
Kothari, S. P.
8
Lo, Andrew W.
8
Massa, Massimo
8
McConnell, John J.
8
Richardson, Matthew
8
Shanken, Jay
8
Stambaugh, Robert F.
8
Acharya, Viral V.
7
Baker, Malcolm
7
Barclay, Michael J.
7
Campbell, John Y.
7
Ferson, Wayne E.
7
Graham, John R.
7
Jacobs, Kris
7
Lerner, Joshua
7
Linnainmaa, Juhani
7
Moskowitz, Tobias J.
7
Ritter, Jay
7
Schultz, Paul H.
7
Shleifer, Andrei
7
Starks, Laura T.
7
Stein, Jeremy C.
7
Tehranian, Hassan
7
Walkling, Ralph A.
7
Zhou, Guofu
7
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Journal of financial economics
Journal of Financial Economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of monetary economics
1
The journal of fixed income
1
The review of economics and statistics
1
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ECONIS (ZBW)
10
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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
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:
7
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi
;
Guo, Re-Jin
;
Jagannathan, Ravi
- In:
Journal of financial economics
103
(
2012
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
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:
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