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~person:"Cakici, Nusret"
~person:"Jagannathan, Ravi"
~person:"Lettau, Martin"
~subject:"USA"
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Search: subject_exact:"Capital asset pricing model"
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133
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73
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Cakici, Nusret
Jagannathan, Ravi
Lettau, Martin
Campbell, John Y.
21
Ferson, Wayne E.
19
Guo, Hui
18
Pástor, Ľuboš
17
Stambaugh, Robert F.
17
Polk, Christopher
12
Vuolteenaho, Tuomo
11
Harvey, Campbell R.
10
Lo, Andrew W.
10
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10
Bansal, Ravi
8
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8
Lustig, Hanno
8
Zhang, Lu
8
Daniel, Kent
7
Engel, Charles
7
Fama, Eugene F.
7
Frankel, Jeffrey A.
7
French, Kenneth Ronald
7
Hodrick, Robert J.
7
Kōnstantinidēs, Giōrgos
7
Lee, Cheng F.
7
Nieuwerburgh, Stijn van
7
Parker, Jonathan A.
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Robotti, Cesare
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Wang, Jiang
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Yogo, Motohiro
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6
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The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
3
Working paper / National Bureau of Economic Research, Inc.
3
The journal of real estate finance and economics
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2274-2325
Persistent link: https://www.econbiz.de/10012244735
Saved in:
2
Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret
;
Erol, Isil
;
Tırtıroğlu, Doğan
- In:
The journal of real estate finance and economics
48
(
2014
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
Saved in:
3
Consumption risk and the cost of equity capital
Jagannathan, Ravi
;
Wang, Yong
-
2005
Persistent link: https://www.econbiz.de/10002527282
Saved in:
4
Tail risk in momentum strategy returns
Daniel, Kent
;
Jagannathan, Ravi
;
Kim, Soohun
-
2012
Persistent link: https://www.econbiz.de/10009562288
Saved in:
5
Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
-
2001
Persistent link: https://www.econbiz.de/10001548712
Saved in:
6
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
Saved in:
7
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
8
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
Saved in:
9
Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
Saved in:
10
Pricing stock index futures with stochastic interest rates
Cakici, Nusret
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
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