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~isPartOf:"Journal of financial economics"
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The Capital Asset Prising Mode...
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CAPM
324
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156
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156
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143
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143
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105
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Fama, Eugene F.
6
Pedersen, Lasse Heje
6
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5
Bali, Turan G.
5
Chordia, Tarun
5
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5
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4
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4
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3
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3
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3
Kan, Raymond
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3
Langlois, Hugues
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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Journal of financial economics
NBER working paper series
390
Working paper / National Bureau of Economic Research, Inc.
330
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
195
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
127
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Economics letters
115
Pacific-Basin finance journal
104
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98
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97
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96
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
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88
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87
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87
The European journal of finance
86
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
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81
International journal of theoretical and applied finance
80
Applied financial economics
77
The journal of futures markets
77
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77
Journal of monetary economics
75
Finance and stochastics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Discussion papers / CEPR
66
Journal of economic theory
66
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
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57
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ECONIS (ZBW)
324
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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
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2
The impact of regulation on market risk
Grout, Paul A.
;
Zalewska-Mitura, Anna
- In:
Journal of financial economics
80
(
2006
)
1
,
pp. 149-184
Persistent link: https://www.econbiz.de/10003304901
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3
Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li
;
Merton, Robert C.
;
Bodie, Zvi
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003340661
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4
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:
5
On the role of arbitrageurs in rational markets
Başak, Suleyman
;
Croitoru, Benjamin
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10003340670
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6
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
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7
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:
8
Earnings and price momentun
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331363
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9
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
10
Price-based return comovement
Green, Tracy Clifton
;
Hwang, Byoung-hyoun
- In:
Journal of financial economics
93
(
2009
)
1
,
pp. 37-50
Persistent link: https://www.econbiz.de/10003860049
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