The DOI matches its Crossref record; 40 of the 40 references it cites were found in a registry or an index.
The impact of risk and uncertainty on expected returns☆
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Citations
Cites
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
Conditional Heteroskedasticity in Asset Returns: A New Approach
Nelson, D. B. (1991) · Econometrica · doi:10.2307/2938260 · Cited by 10,236
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
GLOSTEN, L. R., JAGANNATHAN, R., & RUNKLE, D. E. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb05128.x · Cited by 9,008
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
The general theory of employment
Keynes, J. M. (1937) · The Quarterly Journal of Economics · doi:10.2307/1882087 · Cited by 5,173
The Cross‐Section of Volatility and Expected Returns
ANG, A., HODRICK, R. J., XING, Y., & ZHANG, X. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00836.x · Cited by 4,508
Expected stock returns and volatility
French, K. R., Schwert, G. W., & Stambaugh, R. F. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90026-2 · Cited by 4,107
On estimating the expected return on the market
Merton, R. C. (1980) · Journal of Financial Economics · doi:10.1016/0304-405x(80)90007-0 · Cited by 2,806
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J., & Shiller, R. (1986) · National Bureau of Economic Research · doi:10.3386/w2100 · Cited by 2,425
Cited by
ESG Rating Disagreement and Stock Returns
Gibson Brandon, R., Krueger, P., & Schmidt, P. S. (2021) · Financial Analysts Journal · doi:10.1080/0015198x.2021.1963186 · Cited by 768
You, W., Guo, Y., Zhu, H., & Tang, Y. (2017) · Energy Economics · doi:10.1016/j.eneco.2017.09.007 · Cited by 304
Fear of the Unknown: Familiarity and Economic Decisions
Cao, H. H., Han, B., Hirshleifer, D., & Zhang, H. H. (2011) · Review of Finance · doi:10.1093/rof/rfp023 · Cited by 221
Metadata
- Authors
- Anderson, E. W., Ghysels, E., & Juergens, J. L.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2009-11
- Volume
- 94
- Issue
- 2
- Pages
- 233-263
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2044683838
- Cited by
- 408
- References
- 40
- FWCI
- 39.22
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Anderson, E. W., Ghysels, E., & Juergens, J. L. (2009). The impact of risk and uncertainty on expected returns☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2008.11.001
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.
