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~isPartOf:"Journal of financial economics"
~subject:"Capital income"
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Fama, Eugene F.
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1
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:
2
Composition of wealth, conditioning information, and the cross-section of stock returns
Roussanov, Nikolai
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10010255506
Saved in:
3
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
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4
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
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5
The risk and return of venture capital
Cochrane, John H.
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 3-52
Persistent link: https://www.econbiz.de/10002515937
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6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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7
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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8
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
9
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Saved in:
10
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
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