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~person:"Bakshi, Gurdip S."
~person:"Gârleanu, Nicolae"
~person:"Linnainmaa, Juhani"
~person:"Pástor, Ľuboš"
~subject:"Share price"
~subject:"United States"
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Search: subject_exact:"CAPM"
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Share price
United States
CAPM
51
Theorie
37
Theory
37
Capital income
29
Kapitaleinkommen
29
USA
17
Portfolio selection
16
Portfolio-Management
16
Estimation
15
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15
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9
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7
Discounting
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1926-1996
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English
21
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Bakshi, Gurdip S.
Gârleanu, Nicolae
Linnainmaa, Juhani
Pástor, Ľuboš
Zaremba, Adam
42
Campbell, John Y.
31
Harvey, Campbell R.
28
Cakici, Nusret
27
Ferson, Wayne E.
26
Guo, Hui
23
Bekaert, Geert
22
Polk, Christopher
21
Stambaugh, Robert F.
21
Bansal, Ravi
20
Longstaff, Francis A.
17
Bali, Turan G.
15
Cochrane, John H.
15
Zhou, Guofu
15
Jagannathan, Ravi
14
Jarrow, Robert A.
14
Yogo, Motohiro
14
Fama, Eugene F.
13
Zhang, Lu
13
Frankel, Jeffrey A.
12
Ludvigson, Sydney C.
12
Timmermann, Allan
12
Vuolteenaho, Tuomo
12
Zhong, Angel
12
Dumas, Bernard
11
Faff, Robert W.
11
Guidolin, Massimo
11
Lo, Andrew W.
11
Mei, Jianping
11
Nitschka, Thomas
11
Stulz, René M.
11
Yang, Chunpeng
11
Brennan, Michael J.
10
Cotter, John
10
Engstrom, Eric
10
Ghysels, Eric
10
Tang, Yi
10
Adam, Klaus
9
Chiah, Mardy
9
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Rodney L. White Center for Financial Research
3
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3
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Journal of financial economics
5
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3
Working paper series / Center for Research in Security Prices
3
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3
Rodney L. White Center for Financial Research
2
Discussion paper / Centre for Economic Policy Research
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Journal of political economy
1
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1
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1
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ECONIS (ZBW)
21
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1
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21
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1
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris
;
Henslee, Forrest
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 144-163
Persistent link: https://www.econbiz.de/10012802492
Saved in:
2
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
Saved in:
3
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
4
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
Saved in:
5
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
Saved in:
6
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001609805
Saved in:
7
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
-
1999
Persistent link: https://www.econbiz.de/10001390251
Saved in:
8
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
Saved in:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
10
Investing in equity mutual funds
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001661701
Saved in:
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