Narrow search
Showing 1 - 10 of 651
Cover Image
On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 773-789
Persistent link: https://www.econbiz.de/10001367865
Cover Image
Equilibrium "anomalies"
Ferguson, Michael F.; Shockley, Richard L. - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2549-2580
Persistent link: https://www.econbiz.de/10001845845
Cover Image
Testing the CAPM with time-varying risks and returns
Bodurtha, James N. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1485-1505
Persistent link: https://www.econbiz.de/10001112558
Cover Image
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
Cover Image
Idiosyncratic consumption risk and the cross section of asset returns
Jacobs, Kris; Wang, Kevin Q. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2211-2252
Persistent link: https://www.econbiz.de/10002251494
Cover Image
Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
Cover Image
Uncovering the risk-return relation in the stock market
Guo, Hui; Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1433-1463
Persistent link: https://www.econbiz.de/10003331518
Cover Image
Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Luo, Victor Xi; … - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2861-2904
Persistent link: https://www.econbiz.de/10011738221
Cover Image
Average returns, B/M, and share issues
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2971-2995
Persistent link: https://www.econbiz.de/10003823149
Cover Image
Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207