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United States
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Campbell, John Y.
80
Gupta, Rangan
77
Stulz, René M.
67
Caporale, Guglielmo Maria
59
Fabozzi, Frank J.
52
Warnock, Francis E.
49
Poterba, James M.
47
Diebold, Francis X.
42
Gil-Alaña, Luis A.
42
Madura, Jeff
41
Lakonishok, Josef
38
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36
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34
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34
Mairesse, Jacques
34
Pástor, Ľuboš
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Bollerslev, Tim
32
Guidolin, Massimo
32
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Titman, Sheridan
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31
Subrahmanyam, Avanidhar
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Timmermann, Allan
31
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31
Guo, Hui
30
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30
Ang, Andrew
29
Lettau, Martin
29
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28
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28
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28
Schwert, George William
28
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28
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27
Lo, Andrew W.
27
Balcilar, Mehmet
26
Bordo, Michael D.
26
Prescott, Edward C.
26
McAleer, Michael
25
Andersen, Torben
24
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Rodney L. White Center for Financial Research
24
Federal Reserve Bank of St. Louis
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Maxwell Graduate School of Citizenship and Public Affairs
15
University of Chicago / Center for Research in Security Prices
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The Wharton Financial Institutions Center
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New York Stock Exchange
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USA / General Accounting Office
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Federal Reserve Bank of New York
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Internationales Arbeitsamt
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Centre d'Etudes de Populations, de Pauvreté et de Politiques Socio-Economiques <Differdingen>
7
Edward Elgar Publishing
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Institut für Weltwirtschaft
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Princeton University Press
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Internationaler Währungsfonds / Research Department
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Nomos Verlagsgesellschaft
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Stiftung Wissenschaft und Politik
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
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Österreichisches Institut für Wirtschaftsforschung
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Association for Investment Management and Research
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Chambre de commerce et d'industrie de Paris
4
Directorate for Education, Organisation de Coopération et de Développement Économiques (OCDE)
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of Cleveland
4
Federal Reserve System / Division of Research and Statistics
4
Institute for Research in the Behavioral, Economic, and Management Sciences
4
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Working paper / National Bureau of Economic Research, Inc.
764
The journal of finance : the journal of the American Finance Association
658
The review of financial studies
520
Journal of financial and quantitative analysis : JFQA
357
Journal of financial economics
285
Discussion paper / Centre for Economic Policy Research
224
Journal of banking & finance
217
Applied financial economics
192
The journal of futures markets
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
167
The journal of business : B
136
The journal of real estate finance and economics
136
Quarterly journal of business and economics : QJBE
125
International review of financial analysis
120
Journal of economics and finance
118
The financial review : the official publication of the Eastern Finance Association
117
NBER working paper series
116
Review of quantitative finance and accounting
107
Journal of empirical finance
102
Applied economics
101
Journal of economics & business
98
International review of economics & finance : IREF
97
Working paper
95
Finance and economics discussion series
93
The journal of financial research
90
The American economic review
88
The journal of portfolio management : a publication of Institutional Investor
88
Finance research letters
86
Journal of international money and finance
79
Real estate economics : journal of the American Real Estate and Urban Economics Association
78
Global finance journal
76
Review of financial economics : RFE
70
The North American journal of economics and finance : a journal of financial economics studies
70
Economics letters
69
Journal of international financial markets, institutions & money
68
Fisher College of Business working paper series
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
The review of economics and statistics
63
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62
The journal of real estate research
61
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ECONIS (ZBW)
20,637
RePEc
81
EconStor
18
USB Cologne (EcoSocSci)
12
BASE
8
ArchiDok
2
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1
Momentum effect in US stocks : an exponential effect
Alhenawi, Yasser
- In:
The empirical economics letters : a monthly …
12
(
2013
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10010363139
Saved in:
2
Do environmental, social and governance practices affect portfolio returns? : evidence from the US stock market from 2002 to 2020
Dreyer, Johannes Kabderian
;
Moreira, Mateus
;
Smith, …
- In:
Review of accounting & finance
22
(
2023
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10014245777
Saved in:
3
Is there a banking risk premium in the US stock market?
Zeng, Liujing
;
Au Yong, Hue Hwa
;
Sirimon Treepongkaruna
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011949651
Saved in:
4
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2009
.K., Japan,
France
, Germany, Canada, Italy, Spain, Switzerland,
Australia
, the Netherlands, Sweden, Belgium, Ireland, Denmark …
Persistent link: https://www.econbiz.de/10014488074
Saved in:
5
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Saved in:
6
Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets
Mollet, Janick Christian
;
Ziegler, Andreas
- In:
Review of financial economics : RFE
23
(
2014
)
4
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010442562
Saved in:
7
The Constrained Asset Share Estimation (Case) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market
Engel, Charles M.
-
2010
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in relatively unrestricted ways. The data estimate reasonably the price of risk, and, in some cases, the MVE...
Persistent link: https://www.econbiz.de/10012763456
Saved in:
8
Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob
;
Zheng, Fangze
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
Saved in:
9
The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian
;
Ecker, Frank
;
Werner, Jan
-
2017
Persistent link: https://www.econbiz.de/10011921132
Saved in:
10
The Constrained Asset Share Estimation (CASE) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market
Engel, Charles
-
1993
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in relatively unrestricted ways. The data estimate reasonably the price of risk, and, in some cases, the MVE...
Persistent link: https://www.econbiz.de/10012474666
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