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~person:"Engel, Charles"
~person:"Kogan, Leonid"
~subject:"CAPM"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital asset pricing model"
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Engel, Charles
Kogan, Leonid
Zaremba, Adam
63
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
30
Madan, Dilip B.
28
Fabozzi, Frank J.
27
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26
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24
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23
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23
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22
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22
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21
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20
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20
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19
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19
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19
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18
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18
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17
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16
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16
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16
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16
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15
Bali, Turan G.
15
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15
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15
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15
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14
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14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
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14
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14
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14
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ECONIS (ZBW)
12
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1
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
2
Equilibrium analysis of asset prices : lessons from CIR and APT
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011916019
Saved in:
3
Market selection
Kogan, Leonid
;
Ross, Stephen A.
;
Wang, Jiang
; …
- In:
Journal of economic theory
168
(
2017
),
pp. 209-236
Persistent link: https://www.econbiz.de/10011747419
Saved in:
4
Growth opportunities, technology shocks, and asset prices
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 675-718
Persistent link: https://www.econbiz.de/10010372382
Saved in:
5
Displacement risk and asset returns
Garleanu, Nicolae
;
Kogan, Leonid
;
Panageas, Stauros
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 511-522
Persistent link: https://www.econbiz.de/10009666812
Saved in:
6
Durability of output and expected stock returns
Gomes, João F.
;
Kogan, Leonid
;
Yogo, Motohiro
- In:
Journal of political economy
117
(
2009
)
5
,
pp. 941-986
Persistent link: https://www.econbiz.de/10003936676
Saved in:
7
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
;
Makarov, Igor
;
Uppal, Raman
- In:
Mathematics and financial economics
1
(
2007
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003576938
Saved in:
8
The price impact and survival of irrational traders
Kogan, Leonid
;
Ross, Stephen A.
;
Wang, Jiang
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003302322
Saved in:
9
Asset prices and real investment
Kogan, Leonid
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 411-431
Persistent link: https://www.econbiz.de/10002204193
Saved in:
10
Equilibrium cross section of returns
Gomes Neto, João Batista F.
;
Kogan, Leonid
;
Zhang, Lu
- In:
Journal of political economy
111
(
2003
)
4
,
pp. 693-732
Persistent link: https://www.econbiz.de/10001786306
Saved in:
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