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~person:"Hommes, Cars H."
~person:"Jagannathan, Ravi"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
30
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21
Theory
21
Erwartungsbildung
7
Expectation formation
7
Estimation
5
Experiment
5
Schätzung
5
Begrenzte Rationalität
4
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Hommes, Cars H.
Jagannathan, Ravi
Zaremba, Adam
63
Jarrow, Robert A.
36
Fabozzi, Frank J.
34
Faff, Robert W.
32
Ferson, Wayne E.
31
Cakici, Nusret
30
Madan, Dilip B.
29
Harvey, Campbell R.
28
Hansen, Lars Peter
25
Hens, Thorsten
23
Lee, Cheng F.
23
Sehgal, Sanjay
23
Zhou, Guofu
23
Satchell, Stephen
21
Fama, Eugene F.
20
Rubio, Gonzalo
20
Campbell, John Y.
19
Fletcher, Jonathan
19
Levy, Haim
19
Bossaerts, Peter L.
18
Cochrane, John H.
18
Kan, Raymond
18
Robotti, Cesare
18
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
17
Yang, Chunpeng
17
Duffie, Darrell
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Brennan, Michael J.
15
Guo, Hui
15
Lo, Andrew W.
15
Löffler, Andreas
15
Vaihekoski, Mika
15
Hung, Mao-Wei
14
Li, Bin
14
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Journal of economic dynamics & control
8
The journal of finance : the journal of the American Finance Association
5
Journal of economic behavior & organization : JEBO
3
Journal of financial economics
2
Annual review of financial economics
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Federal Reserve Bank of Minneapolis quarterly review
1
Journal of monetary economics
1
Journal of political economy
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Papers and proceedings / American Finance Association
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Review of asset pricing studies
1
Statistical methods in finance
1
The journal of business : B
1
The review of financial studies
1
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ECONIS (ZBW)
30
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1
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
2
Coordination on bubbles in large-group asset pricing experiments
Te, Bao
;
Hennequin, Myrna
;
Hommes, Cars H.
;
Massaro, …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
Saved in:
3
Market timing
Jagannathan, Ravi
;
Korajczyk, Robert A.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 49-71)
.
2017
Persistent link: https://www.econbiz.de/10011602877
Saved in:
4
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.
;
Veld, Daan in 't
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
Saved in:
5
Path dependent coordination of expectations in asset pricing experiments : a behavioral explanation
Agliari, Anna
;
Hommes, Cars H.
;
Pecora, Nicolò
- In:
Journal of economic behavior & organization : JEBO
121
(
2016
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011583782
Saved in:
6
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:
7
Is more memory in evolutionary selection (de)stabilizing?
Hommes, Cars H.
;
Kiseleva, Tatiana
;
Kuznetsov, Yuri
; …
- In:
Macroeconomic dynamics
16
(
2012
)
3
,
pp. 335-357
Persistent link: https://www.econbiz.de/10009669548
Saved in:
8
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:
9
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:
10
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
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