Standout Papers

Predicting returns with financial ratios 2004 2026 2011 2018 813
  1. Predicting returns with financial ratios (2004)
    Jonathan Lewellen Journal of Financial Economics
  2. The conditional CAPM does not explain asset-pricing anomalies☆ (2006)
    Jonathan Lewellen, Stefan Nagel Journal of Financial Economics
  3. A skeptical appraisal of asset pricing tests☆ (2009)
    Jonathan Lewellen, Stefan Nagel et al. Journal of Financial Economics

Immediate Impact

12 by Nobel laureates 1 from Science/Nature 100 standout
Sub-graph 1 of 7

Citing Papers

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116 intermediate papers

Works of Jonathan Lewellen being referenced

A skeptical appraisal of asset pricing tests☆
2009 Standout
The conditional CAPM does not explain asset-pricing anomalies☆
2006 Standout
and 14 more

Author Peers

Author Last Decade Papers Cites
Jonathan Lewellen 3848 1904 2225 32 4.5k
Mark J. Ready 4786 3007 2248 28 5.2k
Joseph Chen 5603 3344 3077 23 6.5k
Leonid Kogan 2641 1760 2777 71 4.7k
Jennifer Conrad 4270 2307 2636 52 4.8k
Marshall E. Blume 4813 2620 2755 62 5.7k
Michael R. Gibbons 3922 1126 2690 15 4.5k
Lawrence Harris 6272 3062 3548 43 6.9k
Thomas E. Copeland 3984 2400 2354 57 5.3k
Louis K.C. Chan 4979 4179 2542 38 6.4k
Clifford S. Asness 4015 1720 2407 63 4.4k

All Works

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2026