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~person:"Drew, Michael E."
~person:"Jagannathan, Ravi"
~type_genre:"Article in journal"
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CAPM
21
Theorie
11
Theory
11
Capital income
10
Kapitaleinkommen
10
Estimation
6
Schätzung
6
Portfolio selection
5
Portfolio-Management
5
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4
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4
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Drew, Michael E.
Jagannathan, Ravi
Zaremba, Adam
63
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
30
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
24
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Fama, Eugene F.
20
Rubio, Gonzalo
20
Satchell, Stephen
20
Fletcher, Jonathan
19
Levy, Haim
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Bossaerts, Peter L.
16
Cochrane, John H.
16
Yang, Chunpeng
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Guo, Hui
15
Löffler, Andreas
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
Duffie, Darrell
14
Guesmi, Khaled
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
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The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
2
Review of Pacific Basin financial markets and policies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annual review of financial economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Federal Reserve Bank of Minneapolis quarterly review
1
Investment management and financial innovations
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of political economy
1
Journal of the Asia Pacific economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Papers and proceedings / American Finance Association
1
Review of asset pricing studies
1
The journal of business : B
1
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ECONIS (ZBW)
21
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1
Risk factors in Australian bond returns
Bianchi, Robert
;
Drew, Michael E.
;
Roca, Eduardo
; …
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
Saved in:
2
The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert
;
Drew, Michael E.
;
Whittaker, Timothy
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
Saved in:
3
Price-dividend ratio factor proxies for long-run risks
Jagannathan, Ravi
;
Marakani, Srikant
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10011318437
Saved in:
4
Calendar cycles, infrequent decisions, and the cross section of stock returns
Jagannathan, Ravi
;
Marakani, Srikant
;
Takehara, Hitoshi
; …
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 507-522
Persistent link: https://www.econbiz.de/10009525275
Saved in:
5
CAPM
for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi
;
Guo, Re-Jin
;
Jagannathan, Ravi
- In:
Journal of financial economics
103
(
2012
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
Saved in:
6
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
7
The death of the overreaction anomal? : a multifactor explanation of contrarian returns
Clements, Adam
;
Drew, Michael E.
;
Reedman, Evan M.
; …
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003917408
Saved in:
8
Does idiosyncratic volatility matter? : New Zealand evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 289-308
Persistent link: https://www.econbiz.de/10003611777
Saved in:
9
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:
10
Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Journal of emerging market finance
5
(
2006
)
2
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003390740
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