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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Backus, David"
~person:"French, Kenneth Ronald"
~person:"Kogan, Leonid"
~person:"Stambaugh, Robert F."
~subject:"CAPM"
~subject:"Estimation"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
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8
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8
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8
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5
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5
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3
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Backus, David
French, Kenneth Ronald
Kogan, Leonid
Stambaugh, Robert F.
Ferson, Wayne E.
8
Fama, Eugene F.
7
Bansal, Ravi
5
Jagannathan, Ravi
5
Shanken, Jay
5
Cochrane, John H.
4
Harvey, Campbell R.
4
Lo, Andrew W.
4
O'Hara, Maureen
4
Wang, Jiang
4
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3
Elton, Edwin J.
3
Jacobs, Kris
3
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3
Kandel, Shmuel
3
Ross, Stephen A.
3
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3
Viswanathan, S.
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
Driessen, Joost
2
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2
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2
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2
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2
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2
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2
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2
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2
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The journal of finance : the journal of the American Finance Association
NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
15
Journal of financial economics
13
NBER Working Paper
11
Working paper series / Center for Research in Security Prices
6
Working papers / Rodney L. White Center for Financial Research
6
Rodney L. White Center for Financial Research
5
Journal of political economy
4
The review of financial studies
4
Tuck School of Business working paper / Tuck School of Business at Dartmouth
4
Discussion paper / Centre for Economic Policy Research
3
Fama-Miller Working Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
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2
Chicago Booth Research Paper
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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Inflation uncertainty
1
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1
Journal of economic theory
1
Journal of money, credit and banking : JMCB
1
Mathematics and financial economics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Working papers / Department of Economics
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ECONIS (ZBW)
14
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14
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1
Growth opportunities, technology shocks, and asset prices
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 675-718
Persistent link: https://www.econbiz.de/10010372382
Saved in:
2
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
Saved in:
3
Dissecting anomalies
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of finance : the journal of the American …
63
(
2008
)
4
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10003821868
Saved in:
4
The value premium and the CAPM
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2163-2185
Persistent link: https://www.econbiz.de/10003378699
Saved in:
5
The price impact and survival of irrational traders
Kogan, Leonid
;
Ross, Stephen A.
;
Wang, Jiang
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003302322
Saved in:
6
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
7
Value versus growth : the international evidence
Fama, Eugene F.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 1975-1999
Persistent link: https://www.econbiz.de/10001251916
Saved in:
8
Multifactor explanations of asset pricing anomalies
Fama, Eugene F.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10001202205
Saved in:
9
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Saved in:
10
The CAPM is wanted, dead or alive
Fama, Eugene F.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1947-1958
Persistent link: https://www.econbiz.de/10001211757
Saved in:
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