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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"ita"
~language:"lit"
~subject:"Announcement effect"
~subject:"CAPM"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Announcement effect
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508
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508
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5
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The journal of finance : the journal of the American Finance Association
Journal of financial economics
412
Journal of banking & finance
410
The review of financial studies
329
Finance research letters
324
International review of financial analysis
237
Journal of financial and quantitative analysis : JFQA
220
Journal of empirical finance
208
Review of quantitative finance and accounting
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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165
International review of economics & finance : IREF
162
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
144
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Applied financial economics
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The European journal of finance
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The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Applied economics letters
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Journal of monetary economics
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Journal of economics & business
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International journal of economics and finance
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Finance and stochastics
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Global finance journal
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Journal of financial markets
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
380
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1
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1
Front-page news : the effect of news positioning on financial markets
Fedyk, Anastassia
- In:
The journal of finance : the journal of the American …
79
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014486366
Saved in:
2
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
3
Attention spillover in asset pricing
Chen, Xin
;
An, Li
;
Wang, Zhengwei
;
Yu, Jianfeng
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3515-3559
Persistent link: https://www.econbiz.de/10014437707
Saved in:
4
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
5
Macroeconomic news in asset pricing and reality
Duffee, Greg
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1499-1543
Persistent link: https://www.econbiz.de/10014312036
Saved in:
6
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
Saved in:
7
Pledgeability and asset prices : evidence from the Chinese corporate bond markets
Chen, Hui
;
Chen, Zhuo
;
He, Zhiguo
;
Liu, Jinyu
;
Xie, Rengming
- In:
The journal of finance : the journal of the American …
78
(
2023
)
5
,
pp. 2563-2620
Persistent link: https://www.econbiz.de/10014380954
Saved in:
8
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
9
Are analyst short-term trade ideas valuable?
Birru, Justin
;
Gokkaya, Sinan
;
Liu, Xi
;
Stulz, René M.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1829-1875
Persistent link: https://www.econbiz.de/10013279779
Saved in:
10
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
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