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~person:"Da, Zhi"
~person:"Lettau, Martin"
~subject:"Capital income"
~type_genre:"Article in journal"
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Da, Zhi
Lettau, Martin
Gupta, Rangan
36
Bali, Turan G.
16
Titman, Sheridan
16
Wohar, Mark E.
16
Lakonishok, Josef
13
Campbell, John Y.
12
Chordia, Tarun
12
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12
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11
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11
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11
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11
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10
Lee, Bong-soo
10
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10
Subrahmanyam, Avanidhar
10
Zhou, Guofu
10
Balcilar, Mehmet
9
Bouri, Elie
9
French, Kenneth Ronald
9
Loughran, Tim
9
Ma, Feng
9
Nguyen, Duc Khuong
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8
Wu, Chunchi
8
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7
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The review of financial studies
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
11
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1
The information in industry-neutral self-financed trades
Barardehi, Yashar H.
;
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 796-829
Persistent link: https://www.econbiz.de/10014520124
Saved in:
2
Fiscal policy, consumption risk, and stock returns : evidence from U.S. states
Da, Zhi
;
Warachka, Mitch
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 109-136
Persistent link: https://www.econbiz.de/10011929408
Saved in:
3
The sum of all FEARS investor sentiment and asset prices
Da, Zhi
;
Engelberg, Joseph
;
Gao, Pengjie
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
Saved in:
4
Frog in the pan : continuous information and momentum
Da, Zhi
;
Gurun, Umit G.
;
Warachka, Mitch
- In:
The review of financial studies
27
(
2014
)
7
,
pp. 2171-2218
Persistent link: https://www.econbiz.de/10010443071
Saved in:
5
Impatient trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 675-720
Persistent link: https://www.econbiz.de/10008934108
Saved in:
6
Reconciling the return predictability evidence
Lettau, Martin
;
Nieuwerburgh, Stijn van
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314
Saved in:
7
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
Saved in:
8
Consumption, aggregate wealth, and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
Saved in:
9
Household production and asset prices
Da, Zhi
;
Wei Yang
;
Yun, Hayong
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
Saved in:
10
A closer look at the short-term return reversal
Da, Zhi
;
Liu, Qianqiu
;
Schaumburg, Ernst
- In:
Management science : journal of the Institute for …
60
(
2014
)
3
,
pp. 658-674
Persistent link: https://www.econbiz.de/10010347906
Saved in:
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