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~isPartOf:"Journal of financial economics"
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Longstaff, Francis A.
4
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3
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3
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3
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
2,868
Discussion paper / Centre for Economic Policy Research
721
Discussion paper series / IZA
589
The American economic review
478
Applied economics
400
NBER working paper series
368
The review of economics and statistics
359
Working paper
355
European journal of operational research : EJOR
342
CESifo working papers
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Finance and economics discussion series
305
The journal of finance : the journal of the American Finance Association
295
The review of financial studies
292
American journal of agricultural economics
283
Economics letters
269
IZA Discussion Papers
245
Journal of political economy
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
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242
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166
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158
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158
International journal of production research
148
Journal of financial and quantitative analysis : JFQA
145
Journal of labor economics
145
International economic review
143
Journal of public economics
138
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
158
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1
News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria
- In:
Journal of financial economics
68
(
2003
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10001746502
Saved in:
2
In search of ideas : technological innovation and executive pay inequality
Frydman, Carola
;
Papanikolaou, Dimitris
- In:
Journal of financial economics
130
(
2018
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012051272
Saved in:
3
Market price of risk specifications for affine models :
theory
and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
4
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Saved in:
5
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
Saved in:
6
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
7
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
Saved in:
8
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
9
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
10
Simulated likelihood
estimation
of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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