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PRICE MOMENTUM IN STOCKS: INSI...
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CAPM
Theorie
202
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200
Estimation
87
Schätzung
87
Prognoseverfahren
81
Forecasting model
80
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78
United States
76
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23
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Regression analysis
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Regressionsanalyse
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Großbritannien
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19
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English
73
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Jagannathan, Ravi
53
Ghysels, Eric
22
Hansen, Lars Peter
9
Wang, Zhenyu
9
Da, Zhi
6
Wang, Yong
6
Andreou, Elena
5
Guo, Re-Jin
5
Kim, Soohun
4
Marakani, Srikant
4
Santa-Clara, Pedro
4
Takehara, Hitoshi
4
Guérin, Pierre
3
Marcellino, Massimiliano
3
Meier, Iwan
3
Anderson, Ewan W.
2
Daniel, Kent
2
Daniel, Kent D.
2
Ferson, Wayne E.
2
Frank, Murray Z.
2
Garcia, René
2
Juergens, Jennifer L.
2
Korajczyk, Robert A.
2
Kubota, Keiichi
2
Schaumburg, Ernst
2
Valkanov, Rossen
2
Valkanov, Rossen I.
2
Zhou, Guofu
2
Basak, Gopal
1
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Gagliardini, Patrick
1
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1
Guo, Re-jin
1
Hall, Alastair R.
1
Jasiak, Joann
1
Kichian, Maral
1
McGrattan, Ellen R.
1
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NBER Working Paper
9
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7
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7
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6
The journal of finance : the journal of the American Finance Association
6
Journal of financial economics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
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1
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1
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1
Statistical methods in finance
1
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1
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UIC College of Business Administration Research Paper
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ECONIS (ZBW)
74
RePEc
1
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1
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
2
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
3
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
Saved in:
4
The CAPM is alive and well
Jagannathan, Ravi
;
Wang, Zhenyu
-
1993
Persistent link: https://www.econbiz.de/10000881167
Saved in:
5
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
6
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
-
1997
Persistent link: https://www.econbiz.de/10000962219
Saved in:
7
CAPM for estimating the cost of equity capital : interpreting the empirical evidence
Da, Zhi
;
Guo, Re-jin
;
Jagannathan, Ravi
-
2009
Persistent link: https://www.econbiz.de/10003835774
Saved in:
8
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
9
Calendar cycles, infrequent decisions and the cross-section of stock returns
Jagannathan, Ravi
;
Takehara, Hitoshi
;
Wang, Yong
-
2007
Persistent link: https://www.econbiz.de/10003681335
Saved in:
10
Lazy investors, discretionary consumption, and the cross-section of stock returns
Jagannathan, Ravi
;
Wang, Yong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1623-1661
Persistent link: https://www.econbiz.de/10003522397
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