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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Börsenkurs"
~subject:"CAPM"
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Cochrane, John H.
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Finance and stochastics
10
Journal of economic dynamics & control
9
Journal of mathematical economics
9
The review of financial studies
9
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8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research paper series / Swiss Finance Institute
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3
CORE discussion paper : DP
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
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ECONIS (ZBW)
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1
Income inequality and asset prices under redistributive taxation
Pástor, Ľuboš
;
Veronesi, Pietro
-
2015
Persistent link: https://www.econbiz.de/10011416955
Saved in:
2
A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih
-
2009
Persistent link: https://www.econbiz.de/10003874365
Saved in:
3
One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
-
2014
Persistent link: https://www.econbiz.de/10010346668
Saved in:
4
The market price of aggregate risk and the wealth distribution
Lustig, Hanno
-
2005
Persistent link: https://www.econbiz.de/10002619676
Saved in:
5
Firm value and hedging : evidence from US oil and gas producers
Jin, Yanbo
;
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 893-919
Persistent link: https://www.econbiz.de/10003307174
Saved in:
6
Limited arbitrage in equity markets
Mitchell, Mark
;
Pulvino, Todd
;
Stafford, Erik
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 551-584
Persistent link: https://www.econbiz.de/10001684718
Saved in:
7
Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
Saved in:
8
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
Saved in:
9
Understanding equilibrium models with a small and a large number of agents
Den Haan, Wouter J.
-
1996
Persistent link: https://www.econbiz.de/10000609277
Saved in:
10
Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
-
1996
Persistent link: https://www.econbiz.de/10000584807
Saved in:
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