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~isPartOf:"Journal of monetary economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Monetary policy"
~subject:"USA"
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Search: subject_exact:"Capital asset pricing"
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Monetary policy
USA
CAPM
325
Theorie
212
Theory
212
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121
Capital income
84
Kapitaleinkommen
84
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51
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51
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47
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47
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Ferson, Wayne E.
6
Fama, Eugene F.
5
French, Kenneth Ronald
5
Harvey, Campbell R.
3
Jagannathan, Ravi
3
Bansal, Ravi
2
Cochrane, John H.
2
Dittmar, Robert F.
2
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2
Elton, Edwin J.
2
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2
Knez, Peter J.
2
Lewis, Karen K.
2
Lo, Andrew W.
2
Mark, Nelson C.
2
Michaely, Roni
2
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2
Richardson, Matthew
2
Titman, Sheridan
2
Torous, Walter N.
2
Wang, Jiang
2
Wang, Kevin Q.
2
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1
Aiyagari, Sudhakar Rao
1
Allen, Franklin
1
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1
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1
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1
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1
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1
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1
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1
Beltratti, Andrea
1
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1
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1
Bodurtha, James N.
1
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1
Bossaerts, Peter L.
1
Boudoukh, Jacob
1
Breeden, Douglas T.
1
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Journal of monetary economics
The journal of finance : the journal of the American Finance Association
The review of financial studies
106
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial economics
46
Journal of financial and quantitative analysis : JFQA
35
Journal of banking & finance
29
The journal of futures markets
29
Advances in futures and options research : a research annual
21
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21
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20
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19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
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18
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15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The journal of real estate finance and economics
14
The financial review : the official publication of the Eastern Finance Association
13
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Finance and economics discussion series
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The journal of fixed income
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Advances in quantitative analysis of finance and accounting : a research annual
9
Journal of economic dynamics & control
9
Journal of economics & business
9
NBER working paper series
9
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9
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9
American journal of agricultural economics
8
Applied economics
8
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8
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
125
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1
A new test of risk factor relevance
Chinco, Alex
;
Hartzmark, Samuel M.
;
Sussman, Abigail B.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
Saved in:
2
Stock market and no-dividend stocks
Atmaz, Adem
;
Başak, Suleyman
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Saved in:
3
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
Saved in:
4
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
5
Long-run risk : is it there?
Liu, Yukun
;
Matthies, Ben
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1587-1633
Persistent link: https://www.econbiz.de/10013279745
Saved in:
6
Testing disagreement models
Chang, Yen-Cheng
;
Hsiao, Pei-Jie
;
Ljungqvist, Alexander
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2239-2285
Persistent link: https://www.econbiz.de/10013279813
Saved in:
7
A labor capital asset pricing model
Kuehn, Lars-Alexander
;
Simutin, Mikhail
;
Wang, Jessie Jiaxu
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2131-2178
Persistent link: https://www.econbiz.de/10011764351
Saved in:
8
Asset pricing without garbage
Kroencke, Tim-Alexander
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 47-98
Persistent link: https://www.econbiz.de/10011738335
Saved in:
9
Learning about consumption dynamics
Johannes, Michael
;
Lochstoer, Lars A.
;
Mou, Yiqun
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 551-600
Persistent link: https://www.econbiz.de/10011482334
Saved in:
10
Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Cederburg, Scott
;
O'Doherty, Michael
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 737-774
Persistent link: https://www.econbiz.de/10011482347
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