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~isPartOf:"Journal of economic issues : jei"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~subject:"CAPM"
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CAPM
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Ferson, Wayne E.
2
Hong, Harrison G.
2
Hwang, Byoung-hyoun
2
Kapadia, Nishad
2
Longstaff, Francis A.
2
Pástor, Ľuboš
2
Reinganum, Marc R.
2
Sadka, Ronnie
2
Stambaugh, Robert F.
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2
Amin, Kaushik I.
1
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1
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1
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Journal of economic issues : jei
Journal of financial economics
The journal of economic perspectives : EP ; a journal of the American Economic Association
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial and quantitative analysis : JFQA
35
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
Journal of empirical finance
18
Discussion paper / Centre for Economic Policy Research
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper
17
Journal of international money and finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The journal of real estate finance and economics
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The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
The journal of portfolio management : a publication of Institutional Investor
13
Quarterly journal of business and economics : QJBE
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
The journal of financial research
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Applied financial economics
11
International review of financial analysis
10
Journal of monetary economics
10
Macroeconomic dynamics
10
The European journal of finance
10
The journal of fixed income
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Advances in quantitative analysis of finance and accounting : a research annual
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Journal of economics & business
9
NBER working paper series
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Working papers / Rodney L. White Center for Financial Research
9
American journal of agricultural economics
8
Applied economics
8
Finance and economics discussion series
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Momentum and post-earnings-announcement drift anomalies : the role of liquidity risk
Sadka, Ronnie
- In:
Journal of financial economics
80
(
2006
)
2
,
pp. 309-349
Persistent link: https://www.econbiz.de/10003324530
Saved in:
2
The impact of regulation on market risk
Grout, Paul A.
;
Zalewska-Mitura, Anna
- In:
Journal of financial economics
80
(
2006
)
1
,
pp. 149-184
Persistent link: https://www.econbiz.de/10003304901
Saved in:
3
Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li
;
Merton, Robert C.
;
Bodie, Zvi
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003340661
Saved in:
4
Cross-sectional forecasts of the equity premium
Polk, Christopher
;
Thompson, Samuel B.
;
Vuolteenaho, Tuomo
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
Saved in:
5
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
6
Price-based return comovement
Green, Tracy Clifton
;
Hwang, Byoung-hyoun
- In:
Journal of financial economics
93
(
2009
)
1
,
pp. 37-50
Persistent link: https://www.econbiz.de/10003860049
Saved in:
7
Share restrictions and asset pricing : evidence from the hedge fund industry
Aragon, George O.
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10003410355
Saved in:
8
The risk return tradeoff in the long run : 1836 - 2003
Lundblad, Christian
- In:
Journal of financial economics
85
(
2007
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003485184
Saved in:
9
Firm-specific risk and equity market development
Brown, Gregory W.
;
Kapadia, Nishad
- In:
Journal of financial economics
84
(
2007
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10003464183
Saved in:
10
Do industries lead stock markets?
Hong, Harrison G.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 367-396
Persistent link: https://www.econbiz.de/10003425449
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