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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital income"
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Capital income
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Rouwenhorst, K. Geert
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The journal of finance : the journal of the American Finance Association
Finance research letters
176
Journal of banking & finance
162
International review of financial analysis
158
Journal of empirical finance
145
Journal of financial economics
144
International review of economics & finance : IREF
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NBER working paper series
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Applied economics
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
64
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of risk and financial management : JRFM
51
International journal of economics and finance
47
International journal of finance & economics : IJFE
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Working paper
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Research paper series / Swiss Finance Institute
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Energy economics
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Journal of financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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CESifo working papers
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International journal of forecasting
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The review of financial studies
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Cogent economics & finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
2
Local return factors and turnover in emerging stock markets
Rouwenhorst, K. Geert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1439-1464
Persistent link: https://www.econbiz.de/10001395777
Saved in:
3
The number of factors in security returns
Brown, Stephen J.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10001080360
Saved in:
4
Contagion as a wealth effect
Kyle, Albert S.
;
Xiong, Wei
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1401-1440
Persistent link: https://www.econbiz.de/10001662223
Saved in:
5
Extreme
correlation
of international equity markets
Longin, François M.
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
Saved in:
6
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
7
The price of
correlation
risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
8
Levered returns
Gomes, João
;
Schmid, Lukas
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 467-494
Persistent link: https://www.econbiz.de/10003962230
Saved in:
9
Connected stocks
Antón, Miguel
;
Polk, Christopher
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1099-1127
Persistent link: https://www.econbiz.de/10010373344
Saved in:
10
Massively confused investors making conspicuously ignorant choices (MCI-MCIC)
Rashes, Michael S.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1911-1927
Persistent link: https://www.econbiz.de/10001615437
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