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subject:"Risk"
~isPartOf:"The review of financial studies"
~person:"Epstein, Larry G."
~person:"Nimalendran, Mahendrarajah"
~person:"Titman, Sheridan"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"Verhaltensökonomik"
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Epstein, Larry G.
Nimalendran, Mahendrarajah
Titman, Sheridan
Başak, Suleyman
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The review of financial studies
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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6
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ECONIS (ZBW)
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1
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
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2
Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.
;
Ji, Shaolin
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
Saved in:
3
Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2687-2717
Persistent link: https://www.econbiz.de/10010225970
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4
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
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5
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
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6
Estimation of the bid-ask spread and its components : a new approach
George, Thomas J.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
Saved in:
7
Portfolio performance evaluation : old issues and new insights
Grinblatt, Mark
- In:
The review of financial studies
2
(
1989
)
3
,
pp. 393-421
Persistent link: https://www.econbiz.de/10001106377
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