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Gomes, Joao F; Kogan, Leonid; Zhang, Lu - C.E.P.R. Discussion Papers - 2002

intertemporal CAPM with the market portfolio as the only factor, size and book-to-market play separate roles in describing the cross …-section of stock returns is not necessarily inconsistent with a single-factor conditional CAPM model. …

Persistent link: https://www.econbiz.de/10005123908

Market selection

Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; … - In: Journal of economic theory 168 (2017), pp. 209-236

Persistent link: https://www.econbiz.de/10011747419

Equilibrium analysis of asset prices : lessons from CIR and APT

Kogan, Leonid; Papanikolaou, Dimitris - In: The journal of portfolio management : a publication of … 44 (2018) 6, pp. 59-69

Persistent link: https://www.econbiz.de/10011916019

The price impact and survival of irrational traders

Kogan, Leonid; Ross, Stephen L.; Wang, Jiang; … - 2003

Persistent link: https://www.econbiz.de/10001731216

The equity risk premium and the riskfree rate in an economy with borrowing constraints

Kogan, Leonid (contributor); Makarov, Igor (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777044

A simple theory of asset pricing under model uncertainty

Kogan, Leonid (contributor); Wang, Tan (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001714112

Equilibrium cross section of returns

Gomes Neto, João Batista F.; Kogan, Leonid; Zhang, Lu - In: Journal of political economy 111 (2003) 4, pp. 693-732

Persistent link: https://www.econbiz.de/10001786306

Asset prices and real investment

Kogan, Leonid - In: Journal of financial economics 73 (2004) 3, pp. 411-431

Persistent link: https://www.econbiz.de/10002204193

Equilibrium cross-section of returns

Gomes, Joao (contributor); Kogan, Leonid (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002006966

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