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person:"Zhang, Lu"
~isPartOf:"Journal of financial economics"
~person:"Ang, Andrew"
~person:"Jiraporn, Pornsit"
~source:"econis"
~subject:"Capital income"
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Capital income
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Zhang, Lu
Ang, Andrew
Jiraporn, Pornsit
Fama, Eugene F.
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Journal of financial economics
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ECONIS (ZBW)
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1
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
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2
High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003813173
Saved in:
3
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
4
Is value riskier than growth?
Petkova, Ralitsa
;
Zhang, Lu
- In:
Journal of financial economics
78
(
2005
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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