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~isPartOf:"Journal of financial economics"
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Capital income
501
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318
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313
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247
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Fama, Eugene F.
12
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10
Bali, Turan G.
9
Chordia, Tarun
8
Jacobs, Kris
8
Shanken, Jay
8
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8
Zhou, Guofu
8
Hong, Harrison G.
7
Subrahmanyam, Avanidhar
7
Bakshi, Gurdip S.
6
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6
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6
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6
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6
Timmermann, Allan
6
Yuan, Yu
6
Avramov, Doron
5
Ball, Ray
5
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5
Bollerslev, Tim
5
Boons, Martijn
5
Da, Zhi
5
Ferson, Wayne E.
5
Grinblatt, Mark
5
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5
Keloharju, Matti
5
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5
Lewellen, Jonathan
5
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5
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5
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5
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5
Richardson, Matthew
5
Santa-Clara, Pedro
5
Tamoni, Andrea
5
Yu, Jianfeng
5
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4
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4
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Journal of financial economics
Journal of econometrics
2,427
NBER working paper series
1,695
Economics letters
1,675
NBER Working Paper
1,468
Working paper / National Bureau of Economic Research, Inc.
1,462
Finance research letters
1,337
Journal of banking & finance
1,119
Applied economics
977
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
949
International review of financial analysis
913
Econometric theory
891
Energy economics
865
Applied economics letters
829
Economic modelling
745
International review of economics & finance : IREF
744
Journal of empirical finance
721
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The journal of finance : the journal of the American Finance Association
671
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617
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607
Pacific-Basin finance journal
581
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563
The North American journal of economics and finance : a journal of financial economics studies
554
The journal of futures markets
542
Research in international business and finance
526
European journal of operational research : EJOR
512
CEMMAP working papers / Centre for Microdata Methods and Practice
496
Journal of international financial markets, institutions & money
495
Journal of international money and finance
474
Journal of economic dynamics & control
470
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
460
Journal of financial and quantitative analysis : JFQA
459
The European journal of finance
446
CESifo working papers
428
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
421
Review of quantitative finance and accounting
420
International journal of forecasting
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ECONIS (ZBW)
777
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777
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1
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
2
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:
3
Betting against
beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
4
Is it alpha or
beta
? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
Saved in:
5
Absolving
beta
of
volatility
's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Saved in:
6
The cross-section of expected corporate bond returns : betas or characteristics?
Gebhardt, William R.
;
Hvidkjær, Søren
;
Swaminathan, …
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10002515963
Saved in:
7
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
8
Asset pricing : a tale of two days
Savor, Pavel
;
Wilson, Mungo
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 171-201
Persistent link: https://www.econbiz.de/10010479560
Saved in:
9
Alpha or
beta
in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas
;
Green, Tracy Clifton
;
Ren, Honglin
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Saved in:
10
Roughing up
beta
: continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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