The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆
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Citations
Cites
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
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
Breitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
The Econometrics of Financial Markets
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (2012) · Princeton University Press eBooks · doi:10.2307/j.ctt7skm5 · Cited by 5,875
Casella, G., & Berger, R. (2024) · Chapman & Hall/CRC eBooks · doi:10.1201/9781003456285 · Cited by 5,711
Booth, D. E. (1997) · Technometrics · doi:10.1080/00401706.1997.10485448 · Cited by 3,201
Politis, D. N., & Romano, J. P. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476870 · Cited by 2,649
A Reality Check for Data Snooping
White, H. (2000) · Econometrica · doi:10.1111/1468-0262.00152 · Cited by 1,851
Optimal Investment, Growth Options, and Security Returns
Berk, J. B., Green, R. C., & Naik, V. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00161 · Cited by 1,475
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
Lettau, M., & Ludvigson, S. (2001) · Journal of Political Economy · doi:10.1086/323282 · Cited by 1,443
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Non-Standard Errors in Portfolio Sorts
Walter, D., Weber, R., & Weiss, P. (2022) · SSRN Electronic Journal · doi:10.2139/ssrn.4164117 · Cited by 12
Metadata
- Authors
- Patton, A. J., & Timmermann, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2010-12
- Volume
- 98
- Issue
- 3
- Pages
- 605-625
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2002840180
- Cited by
- 280
- References
- 32
- FWCI
- 28.21
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆. https://app.cochat.ai/papers/10.1016/j.jfineco.2010.06.006
- The paper
- Patton, A. J., & Timmermann, A. (2010). Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2010.06.006
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.
