The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.
The empirical risk–return relation: A factor analysis approach☆
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
Lintner, J. (1965) · The Journal of Finance · doi:10.1111/j.1540-6261.1965.tb02930.x · Cited by 2,452
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
Hodrick, R. J. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.3.351 · Cited by 1,523
Cited by
Transition Modeling and Econometric Convergence Tests
Phillips, P. C. B., & Sul, D. (2007) · Econometrica · doi:10.1111/j.1468-0262.2007.00811.x · Cited by 1,451
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Market expectations in the cross-section of present values
KELLY, B., & PRUITT, S. (2013) · The Journal of Finance · doi:10.1111/jofi.12060 · Cited by 584
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Andreou, E., Ghysels, E., & Kourtellos, A. (2013) · Journal of Business & Economic Statistics · doi:10.1080/07350015.2013.767199 · Cited by 331
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Gagliardini, P., Ossola, E., & Scaillet, O. (2016) · Econometrica · doi:10.3982/ecta11069 · Cited by 278
Metadata
- Authors
- Ludvigson, S. C., & Ng, S.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2007-01
- Volume
- 83
- Issue
- 1
- Pages
- 171-222
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3125239845
- Cited by
- 666
- References
- 5
- FWCI
- 18.73
- Type
- journal article
- Language
- en
- Open access
- closed
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- Ludvigson, S. C., & Ng, S. (2007). The empirical risk–return relation: A factor analysis approach☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2005.12.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.