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~isPartOf:"Journal of political economy"
~subject:"CAPM"
~subject:"Capital income"
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CAPM
Capital income
USA
689
United States
680
Theorie
190
Theory
190
Estimation
76
Schätzung
76
Business cycle
31
Konjunktur
31
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29
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Campbell, John Y.
4
Heaton, John
2
Kogan, Leonid
2
Veronesi, Pietro
2
Yogo, Motohiro
2
Beason, Tyler
1
Bekaert, Geert
1
Brav, Alon
1
Bronars, Stephen G.
1
Chochrane, John Howland
1
Cochrane, John H.
1
David, Alexander
1
Engstrom, Eric
1
Epstein, Larry G.
1
Famulari, Melissa
1
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1
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1
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1
Giglio, Stefano
1
Giovannini, Alberto
1
Gomes, João F.
1
Géczy, Christopher
1
Hansen, Lars Peter
1
Harvey, Campbell R.
1
Herrenbrueck, Lucas
1
Julliard, Christian
1
Keane, Michael P.
1
Kocherlakota, Narayana Rao
1
Koijen, Ralph S. J.
1
Kōnstantinidēs, Giōrgos
1
Labadie, Pamela
1
Lamont, Owen A.
1
Lee, Sukjoon
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Li, Nan
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Liu, Laura Xiaolei
1
Ljungqvist, Lars
1
Lucas, Deborah J.
1
Luttmer, Erzo G. J.
1
Menzly, Lior
1
Panageas, Stauros
1
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Journal of political economy
The journal of finance : the journal of the American Finance Association
327
Working paper / National Bureau of Economic Research, Inc.
327
The review of financial studies
287
Journal of financial and quantitative analysis : JFQA
135
Journal of financial economics
133
Journal of banking & finance
110
The journal of real estate finance and economics
91
Applied financial economics
81
Review of quantitative finance and accounting
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International review of financial analysis
64
Journal of empirical finance
62
The journal of business : B
61
The journal of futures markets
59
Discussion paper / Centre for Economic Policy Research
58
The financial review : the official publication of the Eastern Finance Association
56
Quarterly journal of business and economics : QJBE
55
Journal of economics & business
50
Finance and economics discussion series
49
Journal of economics and finance
47
Real estate economics : journal of the American Real Estate and Urban Economics Association
47
International review of economics & finance : IREF
46
Finance research letters
45
The journal of financial research
43
The journal of portfolio management : a publication of Institutional Investor
42
The journal of corporate finance : contracting, governance and organization
39
Working paper
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of international financial markets, institutions & money
36
The European journal of finance
36
The journal of real estate research
35
NBER working paper series
34
The journal of fixed income
33
Applied economics
32
Fisher College of Business working paper series
32
Journal of international money and finance
32
Global finance journal
29
Review of financial economics : RFE
29
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ECONIS (ZBW)
29
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1
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
- In:
Journal of political economy
117
(
2009
)
3
,
pp. 555-590
Persistent link: https://www.econbiz.de/10003862798
Saved in:
2
Durability of output and expected stock returns
Gomes, João F.
;
Kogan, Leonid
;
Yogo, Motohiro
- In:
Journal of political economy
117
(
2009
)
5
,
pp. 941-986
Persistent link: https://www.econbiz.de/10003936676
Saved in:
3
Investment-based expected stock returns
Liu, Laura Xiaolei
;
Whited, Toni Marion
;
Zhang, Lu
- In:
Journal of political economy
117
(
2009
)
6
,
pp. 1105-1139
Persistent link: https://www.econbiz.de/10003936687
Saved in:
4
What ties return volatilities to price valuations and fundamentals?
David, Alexander
;
Veronesi, Pietro
- In:
Journal of political economy
121
(
2013
)
4
,
pp. 682-746
Persistent link: https://www.econbiz.de/10010246905
Saved in:
5
Consumption strikes back? : measuring long-run risk
Hansen, Lars Peter
;
Heaton, John
;
Li, Nan
- In:
Journal of political economy
116
(
2008
)
2
,
pp. 260-302
Persistent link: https://www.econbiz.de/10003721384
Saved in:
6
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
7
Consumption risk and the cross section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
- In:
Journal of political economy
113
(
2005
)
1
,
pp. 185-222
Persistent link: https://www.econbiz.de/10002632172
Saved in:
8
Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon
;
Kōnstantinidēs, Giōrgos
;
Géczy, Christopher
- In:
Journal of political economy
110
(
2002
)
4
,
pp. 793-824
Persistent link: https://www.econbiz.de/10001688151
Saved in:
9
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
;
Thaler, Richard H.
- In:
Journal of political economy
111
(
2003
)
2
,
pp. 227-268
Persistent link: https://www.econbiz.de/10001758538
Saved in:
10
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
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