|
2022
|
Dissecting green returns
|
Journal of Financial Economics
|
A
|
3
|
|
2021
|
Sustainable investing in equilibrium
|
Journal of Financial Economics
|
A
|
3
|
|
2021
|
Healthy investments and investing in health
|
Review of Asset Pricing Studies
|
B
|
3
|
|
2020
|
Fund tradeoffs
|
Journal of Financial Economics
|
A
|
3
|
|
2019
|
Size and value in China
|
Journal of Financial Economics
|
A
|
3
|
|
2018
|
Absolving beta of volatility’s effects
|
Journal of Financial Economics
|
A
|
3
|
|
2017
|
Do Funds Make More When They Trade More?
|
Journal of Finance
|
A
|
3
|
|
2017
|
Mispricing Factors
|
The Review of Financial Studies
|
A
|
2
|
|
2015
|
Scale and skill in active management
|
Journal of Financial Economics
|
A
|
3
|
|
2015
|
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
|
Journal of Finance
|
A
|
3
|
|
2014
|
Presidential Address: Investment Noise and Trends
|
Journal of Finance
|
A
|
1
|
|
2014
|
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
|
Journal of Financial Economics
|
A
|
3
|
|
2012
|
Are Stocks Really Less Volatile in the Long Run?
|
Journal of Finance
|
A
|
2
|
|
2012
|
On the Size of the Active Management Industry
|
Journal of Political Economy
|
S
|
2
|
|
2012
|
The short of it: Investor sentiment and anomalies
|
Journal of Financial Economics
|
A
|
3
|
|
2009
|
Predictive Systems: Living with Imperfect Predictors
|
Journal of Finance
|
A
|
2
|
|
2006
|
Report of the Editor of The Journal of Finance for the Year 2005
|
Journal of Finance
|
A
|
1
|
|
2005
|
Report of the Editor of The Journal of Finance for the Year 2004
|
Journal of Finance
|
A
|
1
|
|
2004
|
repec:bla:jfinan:v:59:y:2004:i:4:p:1931-1932
|
Journal of Finance
|
A
|
1
|
|
2003
|
Liquidity Risk and Expected Stock Returns
|
Journal of Political Economy
|
S
|
2
|
|
2002
|
Mutual fund performance and seemingly unrelated assets
|
Journal of Financial Economics
|
A
|
2
|
|
2002
|
Investing in equity mutual funds
|
Journal of Financial Economics
|
A
|
2
|
|
2001
|
The Equity Premium and Structural Breaks
|
Journal of Finance
|
A
|
2
|
|
2000
|
Comparing asset pricing models: an investment perspective
|
Journal of Financial Economics
|
A
|
2
|
|
1999
|
Costs of Equity Capital and Model Mispricing
|
Journal of Finance
|
A
|
2
|
|
1999
|
Predictive regressions
|
Journal of Financial Economics
|
A
|
1
|
|
1997
|
Analyzing investments whose histories differ in length
|
Journal of Financial Economics
|
A
|
1
|
|
1996
|
On the Predictability of Stock Returns: An Asset-Allocation Perspective.
|
Journal of Finance
|
A
|
2
|
|
1995
|
Portfolio Inefficiency and the Cross-Section of Expected Returns.
|
Journal of Finance
|
A
|
2
|
|
1995
|
Bayesian Inference and Portfolio Efficiency.
|
The Review of Financial Studies
|
A
|
3
|
|
1994
|
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction.
|
The Review of Financial Studies
|
A
|
2
|
|
1991
|
Asset returns and intertemporal preferences
|
Journal of Monetary Economics
|
A
|
2
|
|
1990
|
Expectations and Volatility of Consumption and Asset Returns.
|
The Review of Financial Studies
|
A
|
2
|
|
1989
|
A Mean-Variance Framework for Tests of Asset Pricing Models.
|
The Review of Financial Studies
|
A
|
2
|
|
1988
|
The information in forward rates : Implications for models of the term structure
|
Journal of Financial Economics
|
A
|
1
|
|
1987
|
Expected stock returns and volatility
|
Journal of Financial Economics
|
A
|
3
|
|
1987
|
Mimicking Portfolios and Exact Arbitrage Pricing.
|
Journal of Finance
|
A
|
3
|
|
1987
|
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas.
|
Journal of Finance
|
A
|
3
|
|
1987
|
On correlations and inferences about mean-variance efficiency
|
Journal of Financial Economics
|
A
|
2
|
|
1986
|
Predicting returns in the stock and bond markets
|
Journal of Financial Economics
|
A
|
2
|
|
1986
|
Does the Stock Market Rationally Reflect Fundamental Values? Discussion.
|
Journal of Finance
|
A
|
1
|
|
1984
|
A Further Investigation of the Weekend Effect in Stock Returns.
|
Journal of Finance
|
A
|
2
|
|
1983
|
Testing the CAPM with broader market indexes : A problem of mean-deficiency
|
Journal of Banking & Finance
|
B
|
1
|
|
1983
|
Arbitrage pricing with information
|
Journal of Financial Economics
|
A
|
1
|
|
1983
|
Biases in computed returns : An application to the size effect
|
Journal of Financial Economics
|
A
|
2
|
|
1982
|
On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis
|
Journal of Financial Economics
|
A
|
1
|
|
1977
|
Inequaltty and social status in successive generations
|
European Economic Review
|
B
|
2
|