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~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Moskowitz, Tobias J.
3
Aït-Sahalia, Yacine
2
Pedersen, Lasse Heje
2
Akbas, Ferhat
1
Allen, Franklin
1
Armstrong, Will J.
1
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
96
NBER working paper series
92
NBER Working Paper
70
Finance research letters
42
Discussion paper / Centre for Economic Policy Research
41
International review of financial analysis
35
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33
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32
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22
International journal of economics and finance
21
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21
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17
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17
The European journal of finance
17
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The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
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CESifo working papers
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Europäische Hochschulschriften / 5
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12
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International review of economics & finance : IREF
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1
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
3
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
4
Asset commonality, debt maturity and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 519-534
Persistent link: https://www.econbiz.de/10009622468
Saved in:
5
Fund manager allocation
Fang, Jieyan
;
Kempf, Alexander
;
Gehde-Trapp, Monika
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 661-674
Persistent link: https://www.econbiz.de/10010375908
Saved in:
6
Money and liquidity in financial markets
Nyborg, Kjell G.
;
Östberg, Peter
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 30-52
Persistent link: https://www.econbiz.de/10010375955
Saved in:
7
Pricing the commonality across alternative measures of liquidity
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10003628872
Saved in:
8
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
9
Smart money, dumb money, and capital market anomalies
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin
; …
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 355-382
Persistent link: https://www.econbiz.de/10011480515
Saved in:
10
Equilibrium pricing and portfolio composition in the presence of uncertain parameters
Coles, Jeffrey L.
- In:
Journal of financial economics
2
(
1988
),
pp. 279-303
Persistent link: https://www.econbiz.de/10001061830
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