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CAPM
Capital market returns
1,204
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1,204
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484
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484
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Zaremba, Adam
16
Long, Huaigang
6
Cakici, Nusret
5
Czapkiewicz, Anna
3
Demirer, Rıza
3
Guo, Hui
3
Maio, Paulo
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2
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Da, Zhi
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Fieberg, Christian
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Ge, Yao
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Han, Bing
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Hou, Kewei
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2
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The review of financial studies
25
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12
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10
International review of financial analysis
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
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7
Journal of empirical finance
7
The journal of finance : the journal of the American Finance Association
7
Finance research letters
6
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5
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
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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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ECONIS (ZBW)
224
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1
Market pricing of longevity-linked securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
2
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
3
Using stocks or portfolios in tests of factor models
Ang, Andrew
;
Liu, Jun
;
Schwarz, Krista
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 709-750
Persistent link: https://www.econbiz.de/10012195614
Saved in:
4
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
5
Dissecting value-growth strategies conditioned on expectation errors
Memis, Halil I.
;
Wessels, Ulrich
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 155-163
Persistent link: https://www.econbiz.de/10014494641
Saved in:
6
The sustainability factor in asset pricing : empirical evidence from the Indian market
Mohanasundaram, S.
;
Kasilingam, R.
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 206-213
Persistent link: https://www.econbiz.de/10014494670
Saved in:
7
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
8
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
9
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
10
Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna
;
Chan, Kam Fong
;
Malik, Ihtisham
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
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