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~isPartOf:"Journal of financial economics"
~person:"DeAngelo, Linda"
~person:"French, Kenneth Ronald"
~person:"Lou, Dong"
~person:"Santa-Clara, Pedro"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Forecast"
~subject:"Market efficiency"
~subject:"USA"
~subject:"Volatility"
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Journal of financial economics
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11
Complicated firms
Cohen, Lauren
;
Lou, Dong
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10009621132
Saved in:
12
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:
13
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:
14
Asset liquidity, debt covenants, and managerial discretion in financial distress : the collapse of L. A. Grear
DeAngelo, Harry
;
DeAngelo, Linda
;
Wruck, Karen H.
- In:
Journal of financial economics
64
(
2002
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10001670861
Saved in:
15
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:
16
Disappearing dividends: changing firm characteristics or lower propensity to pay?
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
60
(
2001
)
1
,
pp. 3-43
Persistent link: https://www.econbiz.de/10001568040
Saved in:
17
Special dividends and the evolution of dividend signaling
DeAngelo, Harry
;
DeAngelo, Linda
;
Skinner, Douglas J.
- In:
Journal of financial economics
57
(
2000
)
3
,
pp. 309-354
Persistent link: https://www.econbiz.de/10001500712
Saved in:
18
Controlling stockholders and the disciplinary role of corporate payout policy : a study of the Times Mirror Company
DeAngelo, Harry
;
DeAngelo, Linda
- In:
Journal of financial economics
56
(
2000
)
2
,
pp. 153-207
Persistent link: https://www.econbiz.de/10001474454
Saved in:
19
Disagreement, tastes, and asset prices
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 667-689
Persistent link: https://www.econbiz.de/10003439380
Saved in:
20
Profitability, investment and average returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
82
(
2006
)
3
,
pp. 491-518
Persistent link: https://www.econbiz.de/10003394333
Saved in:
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