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CAPM
Arbitrage
3,381
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935
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929
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848
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Vayanos, Dimitri
10
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7
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7
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5
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5
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4
Deng, Xiaotie
4
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4
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4
Lo, Andrew W.
4
Wei, K. C. John
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Xu, Chunlei
4
Zhang, Shunming
4
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3
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3
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Ikeda, Shinsuke
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Lee, Cheng F.
3
Lee, Do
3
Monfort, Alain
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Nam, Kiseok
3
Nimark, Kristoffer P.
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Protter, Philip E.
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Puy, Damien
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Qadan, Mahmoud
3
Rancière, Romain
3
Reisman, Haim
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Subrahmanyam, Avanidhar
3
Wang, Zhenyu
3
Wu, Huihui
3
Yaakoubi, Soumaya
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1
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The journal of finance : the journal of the American Finance Association
11
International review of financial analysis
9
Journal of financial economics
9
Review of quantitative finance and accounting
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Economic modelling
7
Journal of banking & finance
7
Finance and stochastics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The review of financial studies
6
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5
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5
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4
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4
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4
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4
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4
NBER working paper series
4
Pacific-Basin finance journal
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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4
The journal of portfolio management : a publication of Institutional Investor
4
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4
Discussion paper
3
International journal of economics and financial issues : IJEFI
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal de la Société de Statistique de Paris
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
3
Mathematics and financial economics
3
Memo-stencil / Företagsekonomiska Institutionen, Åbo Akademi
3
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3
Quantitative finance
3
Risks : open access journal
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ECONIS (ZBW)
385
RePEc
6
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1
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391
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1
R 2 and idiosyncratic risk are not interchangeable
Li, Bin
;
Rajgopal, Shivaram
;
Venkatachalam, Mohan
- In:
The accounting review : a publication of the American …
89
(
2014
)
6
,
pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
Saved in:
2
Investor sentiment, investor crowded-trade behavior, and limited
arbitrage
in the cross section of stock returns
Zhou, Liyun
;
Yang, Chunpeng
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 437-460
Persistent link: https://www.econbiz.de/10012253231
Saved in:
3
Limits to
arbitrage
, investor sentiment, and factor returns in international government bond markets
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1727-1743
Persistent link: https://www.econbiz.de/10012433862
Saved in:
4
End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther
;
Rangvid, Jesper
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10011327248
Saved in:
5
By force of confidence
Merella, Vincenzo
;
Satchell, Stephen
- In:
European economic review : EER
150
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013474046
Saved in:
6
Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
Saved in:
7
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
8
Behavioural asset pricing : a review
Nanayakkara, N. S.
;
Pulukkuttige Don Nimal
;
Banda, Y. …
- In:
International journal of economics and financial issues …
9
(
2019
)
4
,
pp. 101-108
Persistent link: https://www.econbiz.de/10012150122
Saved in:
9
Idiosyncratic risk and when to tilt toward value
Fink, Jason D.
;
Fink, Kristin E.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10012814367
Saved in:
10
Treasury triplets and the efficiency of the US treasury marketplace
Anderson, Anne M.
;
Kish, Richard J.
- In:
International journal of monetary economics and finance …
14
(
2021
)
5
,
pp. 427-437
Persistent link: https://www.econbiz.de/10012671199
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