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~person:"Engel, Charles"
~person:"Kogan, Leonid"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital asset pricing model"
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24
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24
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16
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16
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7
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7
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Engel, Charles
Kogan, Leonid
Zhou, Guofu
Zaremba, Adam
66
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
31
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
25
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Hens, Thorsten
21
Rubio, Gonzalo
21
Fama, Eugene F.
20
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Yang, Chunpeng
17
Zhang, Lu
17
Bali, Turan G.
16
Bossaerts, Peter L.
16
Cochrane, John H.
16
Auer, Benjamin R.
15
Guo, Hui
15
Löffler, Andreas
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
Duffie, Darrell
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
Zhong, Angel
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Journal of financial economics
5
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4
The journal of finance : the journal of the American Finance Association
4
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3
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
34
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34
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
3
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
4
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
5
Equilibrium analysis of asset prices : lessons from CIR and APT
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011916019
Saved in:
6
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
7
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
8
Market selection
Kogan, Leonid
;
Ross, Stephen A.
;
Wang, Jiang
; …
- In:
Journal of economic theory
168
(
2017
),
pp. 209-236
Persistent link: https://www.econbiz.de/10011747419
Saved in:
9
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
10
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
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