The DOI matches its Crossref record; 69 of the 69 references it cites were found in a registry or an index.
Intermediary asset pricing: New evidence from many asset classes
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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
A five-factor asset pricing model
Fama, E. F., & French, K. R. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.010 · Cited by 7,852
Liquidity Risk and Expected Stock Returns
Pástor, Ľ., & Stambaugh, R. F. (2003) · Journal of Political Economy · doi:10.1086/374184 · Cited by 5,339
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
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
Market Liquidity and Funding Liquidity
Brunnermeier, M. K., & Pedersen, L. H. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn098 · Cited by 4,835
Agency Costs, Net Worth, And Business Fluctuations
Bernanke, B., Gertler, M., Bernanke, B., & Gertler, M. (1988) · Unknown · doi:10.22004/ag.econ.292693 · Cited by 4,386
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Bansal, R., & Yaron, A. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00670.x · Cited by 4,242
Financial Intermediation, Loanable Funds, and The Real Sector
Holmstrom, B., & Tirole, J. (1997) · The Quarterly Journal of Economics · doi:10.1162/003355397555316 · Cited by 3,889
Liquidation Values and Debt Capacity: A Market Equilibrium Approach
SHLEIFER, A., & VISHNY, R. W. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04661.x · Cited by 2,893
Cited by
Asset Pricing with Omitted Factors
Giglio, S., & Xiu, D. (2021) · Journal of Political Economy · doi:10.1086/714090 · Cited by 355
Factor Models, Machine Learning, and Asset Pricing
Giglio, S., Kelly, B., & Xiu, D. (2022) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-101521-104735 · Cited by 187
Self-citation
Metadata
- Authors
- He, Z., Kelly, B., & Manela, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2017-10
- Volume
- 126
- Issue
- 1
- Pages
- 1-35
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2257048727
- Cited by
- 784
- References
- 69
- FWCI
- 90.07
- Type
- journal article
- Language
- en
- Open access
- green
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- He, Z., Kelly, B., & Manela, A. (2017). Intermediary asset pricing: New evidence from many asset classes. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2017.08.002
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.