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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Backus, David"
~person:"Kogan, Leonid"
~person:"Lo, Andrew W."
~subject:"CAPM"
~subject:"Estimation"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
Estimation
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7
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7
Capital income
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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Backus, David
Kogan, Leonid
Lo, Andrew W.
Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
Bansal, Ravi
5
Jagannathan, Ravi
5
Shanken, Jay
5
Cochrane, John H.
4
Harvey, Campbell R.
4
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4
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4
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4
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3
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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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The journal of finance : the journal of the American Finance Association
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
NBER Working Paper
10
Journal of financial economics
5
Journal of political economy
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in economics and econometrics ; Vol. 2
1
Applications
1
Econometric methods and financial time series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
FAME research paper series
1
FRB International Finance Discussion Paper
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1
IFA working paper
1
Inflation uncertainty
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1
Journal of econometrics
1
Journal of economic theory
1
Journal of investment management : JOIM
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
MIT Sloan Research Paper
1
Mathematics and financial economics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Technical working paper / National Bureau of Economic Research
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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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ECONIS (ZBW)
8
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date (oldest first)
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
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:
4
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
5
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
6
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
Saved in:
7
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
Saved in:
8
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Saved in:
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