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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Auerbach, Alan J."
~person:"Ferson, Wayne E."
~person:"Katz, Lawrence F."
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Asymmetric information"
~subject:"Börsenkurs"
~subject:"Dividende"
~subject:"Generationengerechtigkeit"
~subject:"Konjunktur"
~subject:"Marktliquidität"
~subject:"Neighbourhood"
~subject:"Share price"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Asymmetric information
Börsenkurs
Dividende
Generationengerechtigkeit
Konjunktur
Marktliquidität
Neighbourhood
Share price
USA
United States
11
CAPM
7
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6
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6
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1
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11
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Collection of articles of several authors
Non-commercial literature
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11
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1
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English
11
Author
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Auerbach, Alan J.
Ferson, Wayne E.
Katz, Lawrence F.
Polk, Christopher
Wu, Chunchi
Michaely, Roni
12
Titman, Sheridan
12
Fama, Eugene F.
11
French, Kenneth Ronald
11
O'Hara, Maureen
11
Whaley, Robert E.
11
Lakonishok, Josef
10
Schultz, Paul H.
10
Graham, John R.
9
Longstaff, Francis A.
9
Travlos, Nickolaos G.
9
Stulz, René M.
8
Harris, Jeffrey H.
7
Hong, Harrison G.
7
Kaplan, Steven N.
7
Lemmon, Michael L.
7
Lerner, Joshua
7
McConnell, John J.
7
Rajan, Raghuram Govind
7
Ritter, Jay
7
Schwartz, Eduardo S.
7
Stein, Jeremy C.
7
Ang, Andrew
6
Battalio, Robert H.
6
Campbell, John Y.
6
Chordia, Tarun
6
Conrad, Jennifer S.
6
Corwin, Shane Anthony
6
Elton, Edwin J.
6
Goetzmann, William N.
6
Hasbrouck, Joel
6
Jagannathan, Ravi
6
James, Christopher M.
6
Lee, Charles M. C.
6
Ljungqvist, Alexander
6
Moskowitz, Tobias J.
6
Phillips, Gordon M.
6
Pástor, Ľuboš
6
Schwert, George William
6
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
110
The American economic review
22
Brookings papers on economic activity : BPEA
12
The quarterly journal of economics
9
Journal of financial economics
8
Tax policy and the economy
8
The journal of economic perspectives : EP ; a journal of the American Economic Association
8
The review of financial studies
8
International review of economics & finance : IREF
7
National tax journal
7
Discussion paper series / Harvard Institute of Economic Research
6
NBER working paper series
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series / IZA
4
ILR review : the journal of work and policy
4
Journal of economic literature
4
Journal of labor economics
4
Journal of political economy
4
The journal of business : B
4
American economic journal : a journal of the American Economic Association
3
Asian economic policy review : AEPR
3
Discussion paper / LSE Financial Markets Group
3
Economic review
3
Review of Pacific Basin financial markets and policies
3
Review of asset pricing studies
3
Review of quantitative finance and accounting
3
The journal of fixed income
3
A National Bureau of Economic Research conference report
2
Advances in Pacific Basin business, economics, and finance
2
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
CESifo working papers
2
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
2
Discussion paper
2
Faculty research working paper series / John F. Kennedy School of Government, Harvard University
2
IMF economic review
2
Journal of financial intermediation
2
Journal of financial markets
2
Journal of public economics
2
OECD journal: economic studies
2
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ECONIS (ZBW)
11
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1
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
2
General tests of latent variable models and mean-variance spanning
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
Saved in:
3
Seasonality and consumption-based asset pricing
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
Saved in:
4
Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
Saved in:
5
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
Saved in:
6
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
7
The value spread
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 609-641
Persistent link: https://www.econbiz.de/10001750583
Saved in:
8
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Saved in:
9
The price is (almost) right
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2739-2782
Persistent link: https://www.econbiz.de/10003926424
Saved in:
10
Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331
Saved in:
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