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Theorie
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Korajczyk, Robert A.
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Connor, Gregory
5
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2
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Sadka, Ronnie
2
Ferson, Wayne E.
1
Kamara, Avraham
1
Kim, Soohun
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Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Asymmetric information, corporate finance, and investment
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
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2
A test for the number of factors in an approximate factor model
Connor, Gregory
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158
Saved in:
3
Understanding stock price behavior around the time of equity issues
Korajczyk, Robert A.
- In:
Asymmetric information, corporate finance, and investment
,
(pp. 257-277)
.
1990
Persistent link: https://www.econbiz.de/10001276525
Saved in:
4
Capital structure choice : macroeconomic conditions and financial constraints
Korajczyk, Robert A.
;
Levy-Livermore, Amnon
- In:
Journal of financial economics
68
(
2003
)
1
,
pp. 75-109
Persistent link: https://www.econbiz.de/10001746503
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5
The effect of information releases on the pricing and timing of equity issues
Korajczyk, Robert A.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 685-708
Persistent link: https://www.econbiz.de/10001120544
Saved in:
6
The attributes, behavior, and performance of US mutual funds
Connor, Gregory
- In:
Review of quantitative finance and accounting
1
(
1991
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001102485
Saved in:
7
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
8
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
9
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
Saved in:
10
Horizon pricing
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 1769-1793
Persistent link: https://www.econbiz.de/10011654674
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