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~subject:"Capital income"
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Capital income
Estimation
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88
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Fama, Eugene F.
3
French, Kenneth Ronald
3
Liu, Yan
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Journal of financial economics
Finance research letters
181
Journal of banking & finance
162
International review of financial analysis
158
Journal of empirical finance
145
International review of economics & finance : IREF
131
NBER working paper series
125
Applied economics
120
Working paper / National Bureau of Economic Research, Inc.
114
Applied financial economics
99
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
94
Economic modelling
91
Journal of international financial markets, institutions & money
84
Research in international business and finance
84
The European journal of finance
83
Pacific-Basin finance journal
79
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69
Review of quantitative finance and accounting
64
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Journal of international money and finance
60
Economics letters
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of risk and financial management : JRFM
51
Energy economics
50
The journal of finance : the journal of the American Finance Association
50
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47
International journal of finance & economics : IJFE
46
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Research paper series / Swiss Finance Institute
43
Journal of financial markets
42
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
International journal of forecasting
40
Journal of forecasting
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The review of financial studies
38
Cogent economics & finance
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ECONIS (ZBW)
144
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1
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
2
Is momentum really momentum?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
Saved in:
3
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
4
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
5
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
6
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
7
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
Saved in:
8
Style investing, comovement and return predictability
Wahal, Sunil
;
Yavuz, Deniz M.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
Saved in:
9
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
Saved in:
10
Liquidity risk of corporate bond returns : conditional approach
Acharya, Viral V.
;
Amihud, Yakov
;
Bharath, Sreedhar T.
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
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