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~isPartOf:"Journal of financial economics"
~person:"Santa-Clara, Pedro"
~subject:"1947-2007"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Exchange rate"
~subject:"Theorie"
~subject:"Volatility"
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1947-2007
Asset pricing models
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4
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3
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Santa-Clara, Pedro
Harvey, Campbell R.
11
Shleifer, Andrei
10
Morellec, Erwan
9
Zhou, Guofu
9
Bakshi, Gurdip S.
8
Chordia, Tarun
8
Fama, Eugene F.
8
Longstaff, Francis A.
8
Pedersen, Lasse Heje
8
Subrahmanyam, Avanidhar
8
Acharya, Viral V.
7
Stambaugh, Robert F.
7
Stulz, René M.
7
Bali, Turan G.
6
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6
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6
French, Kenneth Ronald
6
Hong, Harrison G.
6
Jacobs, Kris
6
Kelly, Bryan T.
6
Lo, Andrew W.
6
Shanken, Jay
6
Vishny, Robert W.
6
Almeida, Heitor
5
Ang, Andrew
5
Bollerslev, Tim
5
Chernov, Mikhail
5
Christoffersen, Peter F.
5
Ferson, Wayne E.
5
Grenadier, Steven R.
5
Johnson, Shane A.
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Linnainmaa, Juhani
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Malamud, Semyon
5
Moskowitz, Tobias J.
5
Parlour, Christine A.
5
Wang, Jiang
5
Wang, Neng
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Allen, Franklin
4
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Journal of financial economics
Journal of Financial Economics
1
Journal of monetary economics
1
NBER Working Paper
1
NBER working paper series
1
The journal of fixed income
1
The review of economics and statistics
1
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
6
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
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