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~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"CAPM"
~type_genre:"Article in journal"
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CAPM
Theorie
880
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880
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837
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837
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481
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481
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454
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Fama, Eugene F.
6
Pedersen, Lasse Heje
6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
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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3
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3
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3
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2
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2
Amihud, Yakov
2
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2
Bai, Hang
2
Bai, Jennie
2
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2
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Journal of financial economics
Journal of banking & finance
277
The journal of finance : the journal of the American Finance Association
240
The review of financial studies
221
Journal of economic dynamics & control
173
Finance research letters
170
Journal of empirical finance
162
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
123
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
107
Pacific-Basin finance journal
100
Applied economics
93
International review of economics & finance : IREF
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Economic modelling
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
82
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
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77
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75
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
65
Annals of finance
60
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
The journal of real estate finance and economics
53
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Advances in futures and options research : a research annual
50
Applied economics letters
49
Review of finance : journal of the European Finance Association
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
319
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81
Show me the money : the monetary policy risk premium
Ozdagli, Ali
;
Velikov, Mihail
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 320-339
Persistent link: https://www.econbiz.de/10012543081
Saved in:
82
Shrinking the cross-section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10012542990
Saved in:
83
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
Saved in:
84
Turning alphas into betas : arbitrage and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
85
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
86
When low beats high : riding the sales seasonality premium
Grullon, Gustavo
;
Kaba, Yamil
;
Núñez-Torres, Alexander
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 572-591
Persistent link: https://www.econbiz.de/10012653098
Saved in:
87
Why do discount rates vary?
Kozak, Serhiy
;
Santosh, Shrihari
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 740-751
Persistent link: https://www.econbiz.de/10012588361
Saved in:
88
An anatomy of the market return
Schneider, Paul
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 325-350
Persistent link: https://www.econbiz.de/10012136886
Saved in:
89
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
90
Bear beta
Lu, Zhongijn
;
Murray, Scott
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 736-760
Persistent link: https://www.econbiz.de/10012133542
Saved in:
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