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~isPartOf:"Staff report / Research Department, Federal Reserve Bank of Minneapolis"
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PRICE MOMENTUM IN STOCKS: INSI...
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Jagannathan, Ravi
11
Glosten, Lawrence R.
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Wang, Zhenyu
3
Runkle, David E.
2
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Chari, Varadarajan V.
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Staff report / Research Department, Federal Reserve Bank of Minneapolis
Journal of econometrics
53
CIRANO Working Papers
49
NBER working paper series
40
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37
Working paper / National Bureau of Economic Research, Inc.
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
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29
Working paper / National Bureau of Economic Research, Inc
24
Journal of Econometrics
23
Journal of Business & Economic Statistics
22
Journal of Finance
17
Journal of financial economics
14
The review of financial studies
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Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
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Cahier / Département de Sciences Économiques, Université de Montréal
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Econometric theory
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7
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Journal of Financial Economics
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Journal of Empirical Finance
5
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Ex-dividend price behavior of common stocks
Boyd, John H.
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000893109
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2
A contingent claim approach to performance evaluation
Glosten, Lawrence R.
;
Jagannathan, Ravi
-
1993
Persistent link: https://www.econbiz.de/10000870605
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3
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
4
Seasonalities in security returns : the case of earnings announcements
Chari, Varadarajan V.
;
Jagannathan, Ravi
;
Ofer, Aharon R.
-
1987
Persistent link: https://www.econbiz.de/10000737836
Saved in:
5
The CAPM is alive and well
Jagannathan, Ravi
;
Wang, Zhenyu
-
1993
Persistent link: https://www.econbiz.de/10000881167
Saved in:
6
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
7
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
8
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
-
1997
Persistent link: https://www.econbiz.de/10000962219
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9
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1995
Persistent link: https://www.econbiz.de/10000933194
Saved in:
10
Econometric evaluation of asset pricing models
Ferson, Wayne E.
;
Jagannathan, Ravi
-
1996
Persistent link: https://www.econbiz.de/10000933195
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