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~person:"Chordia, Tarun"
~person:"Ludvigson, Sydney C."
~subject:"1973-1997"
~subject:"Capital income"
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AN ASSESSMENT OF THE COMMUNITY...
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1973-1997
Capital income
USA
97
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94
Kapitaleinkommen
29
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25
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24
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24
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Chordia, Tarun
Ludvigson, Sydney C.
Gupta, Rangan
47
Campbell, John Y.
36
Diebold, Francis X.
25
Warnock, Francis E.
25
Caporale, Guglielmo Maria
22
Poterba, James M.
22
Ang, Andrew
21
Guo, Hui
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Timmermann, Allan
19
McGrattan, Ellen R.
18
Ferson, Wayne E.
17
Goetzmann, William N.
17
Lettau, Martin
17
Wohar, Mark E.
17
Guidolin, Massimo
16
Lamont, Owen A.
16
Fama, Eugene F.
15
Bali, Turan G.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Jensen, Gerald R.
14
Pástor, Ľuboš
14
Chan, Louis K. C.
13
Harvey, Campbell R.
13
Miller, Stephen M.
13
Pierdzioch, Christian
13
Prescott, Edward C.
13
Schwert, George William
13
Bekaert, Geert
12
Hodrick, Robert J.
12
Jegadeesh, Narasimhan
12
Metrick, Andrew
12
Stambaugh, Robert F.
12
Subrahmanyam, Avanidhar
12
Whitelaw, Robert F.
12
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Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
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5
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4
Stock market liquidity : implications for market microstructure and asset pricing
2
The review of financial studies
2
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1
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
2
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
3
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
Saved in:
4
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
5
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
6
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:
7
Momentum, business cycle, and time-varying expected returns
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 985-1019
Persistent link: https://www.econbiz.de/10001684740
Saved in:
8
Trading activity and expected stock returns
Chordia, Tarun
;
Subrahmanyam, Avanidhar
;
Anshuman, V. Ravi
- In:
Journal of financial economics
59
(
2001
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10001540927
Saved in:
9
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
-
2004
Persistent link: https://www.econbiz.de/10001927181
Saved in:
10
Trading volume and cross-autocorrelations in stock returns
Chordia, Tarun
;
Swaminathan, Bhaskaran
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 913-935
Persistent link: https://www.econbiz.de/10001497303
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