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Pearson, Neil D.
19
Chapman, David A.
10
Poteshman, Allen M.
4
Kandel, Eugene
3
Lakonishok, Josef
2
Lee, Inmoo
2
Linsmeier, Thomas J.
2
Almazan, Andres
1
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1
Brandt, Michael W.
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Carlson, Murray
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Journal of financial economics
6
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
3
Financial analysts' journal : FAJ
2
Accounting horizons : a quarterly publication of the American Accounting Association
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Journal of political economy
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Review of economic dynamics
1
Review of financial economics : RFE
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
ECONIS (ZBW)
105
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USB Cologne (EcoSocSci)
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Using Proxies for the Short Rate: When Are Three Months Like an Instant?
Chapman, David A.
;
Long Jr, John B.
;
Pearson, Neil D.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 763-806
Persistent link: https://www.econbiz.de/10007055451
Saved in:
2
VALUATION - Recent Advances in Estimating Term-Structure Models - What have we learned from 10 years of estimating term-structure models?
Chapman, David A.
;
Pearson, Neil D.
- In:
Financial analysts' journal : FAJ
57
(
2001
)
4
,
pp. 77-95
Persistent link: https://www.econbiz.de/10006274308
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3
ARTICLES - Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10006571129
Saved in:
4
ARTICLES - Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10006571149
Saved in:
5
NOTES AND COMMENTS - Habit Formation and Aggregate Consumption
Chapman, David A.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1223-1230
Persistent link: https://www.econbiz.de/10006787993
Saved in:
6
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?
Chapman, David A.
- In:
Review of economic dynamics
5
(
2002
)
3
,
pp. 618-645
Persistent link: https://www.econbiz.de/10007662685
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7
The cyclical properties of consumption growth and the real term structure
Chapman, David A.
- In:
Journal of monetary economics
39
(
1997
)
2
,
pp. 145-172
Persistent link: https://www.econbiz.de/10007701659
Saved in:
8
Why constrain your mutual fund manager?
Almazan, Andres
;
Brown, Keith C.
;
Carlson, Murray
; …
- In:
Journal of financial economics
73
(
2004
)
2
,
pp. 289-322
Persistent link: https://www.econbiz.de/10006503861
Saved in:
9
LINEAR APPROXIMATIONS AND TESTS OF CONDITIONAL PRICING MODELS
Brandt, Michael W.
;
Chapman, David A.
-
2006
Persistent link: https://www.econbiz.de/10007302155
Saved in:
10
Approximating the Asset Pricing Kernel
Chapman, David A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1383-1410
Persistent link: https://www.econbiz.de/10007368126
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