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The conditional CAPM and the c...
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22
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18
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16
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91
Econometric evaluation of asset pricing models
Ferson, Wayne E.
;
Jagannathan, Ravi
-
1996
Persistent link: https://www.econbiz.de/10000933195
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92
Econometric evaluation of asset pricing models
Ferson, Wayne E.
-
1996
Persistent link: https://www.econbiz.de/10001320275
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93
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
- In:
Journal of financial economics
47
(
1998
)
2
,
pp. 161-188
Persistent link: https://www.econbiz.de/10001234965
Saved in:
94
Valuing the reload features of executive stock options
Huddart{{}}, Steven
;
Jagannathan, Ravi
;
Saly, Jane
-
1999
Persistent link: https://www.econbiz.de/10001376937
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95
Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 319-347
Persistent link: https://www.econbiz.de/10001247516
Saved in:
96
A contingent claim approach to performance evaluation
Glosten, Lawrence R.
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 133-160
Persistent link: https://www.econbiz.de/10001158658
Saved in:
97
Why should older people invest less in stocks than younger people?
Jagannathan, Ravi
- In:
Federal Reserve Bank of Minneapolis quarterly review
20
(
1996
)
3
,
pp. 11-23
Persistent link: https://www.econbiz.de/10001211844
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98
Implications of security market data for models of dynamic economies
Hansen, Lars Peter
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 225-262
Persistent link: https://www.econbiz.de/10001105914
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99
Seasonalities in security returns : the case of earnings announcements
Chari, Varadarajan V.
- In:
Journal of financial economics
1
(
1988
),
pp. 101-121
Persistent link: https://www.econbiz.de/10001051358
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100
Economic significance of predictable variations in stock index returns
Breen, William
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1177-1189
Persistent link: https://www.econbiz.de/10001080363
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