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~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~person:"Harvey, Campbell R."
~type_genre:"Article in journal"
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Collin-Dufresne, Pierre
Harvey, Campbell R.
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Journal of banking & finance
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1
How integrated are credit and equity markets? : evidence from index options
Collin-Dufresne, Pierre
;
Junge, Benjamin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 949-992
Persistent link: https://www.econbiz.de/10014535296
Saved in:
2
Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
3
Luck versus skill in the cross section of mutual fund returns : reexamining the evidence
Harvey, Campbell R.
;
Liu, Yan
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1921-1966
Persistent link: https://www.econbiz.de/10013279790
Saved in:
4
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
5
Presidential address : the scientific outlook in financial economics
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1399-1440
Persistent link: https://www.econbiz.de/10011738895
Saved in:
6
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
7
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
8
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
9
Report of the editor of The Journal of Finance for the year 2010
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1439-1452
Persistent link: https://www.econbiz.de/10009267657
Saved in:
10
Identification of maximal affine term structure models
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
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