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~isPartOf:"Journal of financial economics"
~isPartOf:"NBER Working Paper"
~subject:"Allgemeines Gleichgewicht"
~subject:"CAPM"
~subject:"Risiko"
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Allgemeines Gleichgewicht
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Fullerton, Don
11
Campbell, John Y.
10
Stambaugh, Robert F.
10
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8
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7
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6
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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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4
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4
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4
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Giglio, Stefano
4
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4
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4
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4
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4
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288
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ECONIS (ZBW)
683
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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
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:
3
Dynamic liquidity in endowment economies
Johnson, Tim
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 531-562
Persistent link: https://www.econbiz.de/10003331354
Saved in:
4
Investor attention, overconfidence and category learning
Peng, Lin
;
Xiong, Wei
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 563-602
Persistent link: https://www.econbiz.de/10003331356
Saved in:
5
Firm-specific attributes and the cross-section of momentum
Sagi, Jacob Shimon
;
Seasholes, Mark S.
- In:
Journal of financial economics
84
(
2007
)
2
,
pp. 389-434
Persistent link: https://www.econbiz.de/10003464191
Saved in:
6
Disagreement, tastes, and asset prices
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 667-689
Persistent link: https://www.econbiz.de/10003439380
Saved in:
7
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
8
Liquidity biases in asset pricing tests
Asparouhova, Elena
;
Bessembinder, Hendrik
;
Kalcheva, Ivalina
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Saved in:
9
Risk and CEO turnover
Bushman, Robert M.
;
Dai, Zhonglan
;
Wang, Xue
- In:
Journal of financial economics
96
(
2010
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10003991255
Saved in:
10
Inter-temporal variation in the illiquidity premium
Jensen, Gerald R.
;
Moorman, Theodore
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 338-358
Persistent link: https://www.econbiz.de/10008826325
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