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~isPartOf:"Journal of financial economics"
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Nagel, Stefan"
~person:"Pástor, Ľuboš"
~subject:"CAPM"
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CAPM
Capital income
5
Kapitaleinkommen
5
Theorie
5
Theory
5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Portfolio selection
3
Portfolio-Management
3
USA
3
United States
3
Capital market returns
2
Estimation theory
2
Gewinn
2
Kapitalmarktrendite
2
Mispricing
2
Profit
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
Accruals
1
Aktienfonds
1
Anomalies
1
Artificial intelligence
1
Asset pricing
1
Beta risk
1
Betafaktor
1
Book-to-market
1
Cash Flow
1
Cash flow
1
Cash flows
1
Contributed capital
1
Criticism
1
Cross section
1
Cross-sectional seasonalities
1
Earnings yield
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Efficient market hypothesis
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1
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English
11
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Gârleanu, Nicolae
Linnainmaa, Juhani
Nagel, Stefan
Pástor, Ľuboš
Fama, Eugene F.
6
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
Stambaugh, Robert F.
5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Kelly, Bryan T.
4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Wang, Junbo
4
Avramov, Doron
3
Barroso, Pedro
3
Hou, Kewei
3
Kothari, S. P.
3
Langlois, Hugues
3
Novy-Marx, Robert
3
Robotti, Cesare
3
Sadka, Ronnie
3
Santa-Clara, Pedro
3
Timmermann, Allan
3
Wu, Chunchi
3
Zhang, Lu
3
Zhou, Guofu
3
Acharya, Viral V.
2
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Hang
2
Bai, Jennie
2
Bartram, Söhnke M.
2
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
8
NBER working paper series
7
NBER Working Paper
4
Rodney L. White Center for Financial Research
4
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Tuck School of Business working paper / Tuck School of Business at Dartmouth
3
Working paper series / Center for Research in Security Prices
3
Working papers / Rodney L. White Center for Financial Research
3
Discussion paper / Centre for Economic Policy Research
2
Annual review of financial economics
1
CESifo working papers
1
Critical finance review
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial analysts journal : FAJ
1
Journal of monetary economics
1
Journal of political economy
1
Princeton lectures in finance
1
Rock Center for Corporate Governance at Stanford University working paper series
1
The journal of portfolio management : JPM
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
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ECONIS (ZBW)
11
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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
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:
4
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:
5
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:
6
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
7
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
9
Investing in equity mutual funds
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001661701
Saved in:
10
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Saved in:
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