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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Capital income
Theory
6,661
Theorie
6,660
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758
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756
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Ferson, Wayne E.
11
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9
Harvey, Campbell R.
9
Diebold, Francis X.
8
Stambaugh, Robert F.
8
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7
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7
Nieuwerburgh, Stijn van
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
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6
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5
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5
Pástor, Ľuboš
5
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4
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4
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4
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4
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4
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3
Ang, Andrew
3
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Gennaioli, Nicola
3
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3
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3
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3
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3
Lewis, Karen K.
3
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3
MacKinlay, Archie Craig
3
Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
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3
Vishny, Robert W.
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Journal of financial markets
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
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Journal of banking & finance
247
Journal of financial economics
232
NBER Working Paper
208
Finance research letters
190
Journal of empirical finance
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International review of financial analysis
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103
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101
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87
The North American journal of economics and finance : a journal of financial economics studies
86
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84
Review of quantitative finance and accounting
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Applied economics letters
79
Pacific-Basin finance journal
77
Economics letters
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73
Journal of international financial markets, institutions & money
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Journal of econometrics
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Research in international business and finance
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International journal of forecasting
56
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55
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53
Journal of international money and finance
52
Quantitative finance
52
The journal of portfolio management : a publication of Institutional Investor
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
305
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1
The disappearing profitability of volatility-managed equity factors
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466364
Saved in:
2
The race to exploit anomalies and the cost of slow trading
Kaplanski, Guy
- In:
Journal of financial markets
62
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014226691
Saved in:
3
Who should buy stocks when volatility spikes?
Schneider, Andrés
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013398019
Saved in:
4
Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef
;
Cooper, Russell W.
;
Sha, Mengli
-
2019
Persistent link: https://www.econbiz.de/10012028264
Saved in:
5
Are mutual fund managers good gamblers?
Stein, Roberto
- In:
Journal of financial markets
64
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466058
Saved in:
6
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
7
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
8
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
9
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro
;
Hsu, Yu-Chin
;
Lin, Hsiou-Wei
- In:
Journal of financial markets
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
Saved in:
10
Friend or foe : on a common shareholder relationship between mutual funds and public companies
Lin, Shu
;
Tian, Shu
;
Lu, Zheng
- In:
Journal of financial markets
58
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013254043
Saved in:
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