Asset Prices is the aggregate monetary valuation assigned to financial instruments in equilibrium, reflecting the expected discounted value of their future cash flows under uncertainty.
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2017–2026
535
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3.6K
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
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National Bureau of Economic Research
Cambridge, United States
87 h-index
430 publications
51.8K citations
University of Chicago
Chicago, United States
64 h-index
141 publications
51.1K citations
Centre for Economic Policy Research
London, United Kingdom
53 h-index
177 publications
20.1K citations
New York University
New York, United States
45 h-index
109 publications
26.2K citations
University of Pennsylvania
Philadelphia, United States
44 h-index
101 publications
21.1K citations
Columbia University
New York, United States
42 h-index
99 publications
9.7K citations
Federal Reserve
Washington D.C., United States
41 h-index
121 publications
15.2K citations
University of California, Los Angeles
Los Angeles, United States
39 h-index
96 publications
16K citations
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- The Journal of Finance
239 publications · 91.6K citations
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- SSRN Electronic Journal
Repository · 627 publications · 28.5K citations
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- Journal of Financial Economics
104 publications · 48.2K citations
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- Review of Financial Studies
91 publications · 17.3K citations
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- Econometrica
53 publications · 40.6K citations
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