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~person:"Fama, Eugene F."
~person:"Pedersen, Lasse Heje"
~person:"Shanken, Jay"
~source:"econis"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Fama, Eugene F.
Pedersen, Lasse Heje
Shanken, Jay
Zaremba, Adam
35
Cakici, Nusret
17
Yang, Chunpeng
11
Zhong, Angel
10
Sehgal, Sanjay
9
Taussig, Roi D.
8
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7
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7
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7
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7
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
2
Foundations and trends in finance
1
Tijdschrift voor economie en management
1
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ECONIS (ZBW)
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1
Generalized recovery
Jensen, Christian Skov
;
Lando, David
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Saved in:
2
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
3
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
4
Liquidity and asset prices
Amihud, Yakov
;
Hendelson, Haim
;
Pedersen, Lasse Heje
-
2005
Persistent link: https://www.econbiz.de/10003306872
Saved in:
5
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:
6
Research themes in finance since the 1960s
Fama, Eugene F.
- In:
Tijdschrift voor economie en management
41
(
1996
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10001198507
Saved in:
7
Efficient capital markets : II
Fama, Eugene F.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1575-1617
Persistent link: https://www.econbiz.de/10001117447
Saved in:
8
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10001020479
Saved in:
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