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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Fama, Eugene F."
~person:"Moskowitz, Tobias J."
~person:"Schultz, Paul H."
~person:"Stambaugh, Robert F."
~type_genre:"Article in journal"
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Fama, Eugene F.
Moskowitz, Tobias J.
Schultz, Paul H.
Stambaugh, Robert F.
Titman, Sheridan
25
Longstaff, Francis A.
17
Shleifer, Andrei
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The journal of finance : the journal of the American Finance Association
Journal of financial economics
49
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5
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ECONIS (ZBW)
52
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1
Beyond basis basics : liquidity demand and deviations from the law of one price
Hazelkorn, Todd M.
;
Moskowitz, Tobias J.
;
Vasudevan, Kaushik
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 301-345
Persistent link: https://www.econbiz.de/10014311359
Saved in:
2
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
3
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
4
Presidential address : investment noise and trends
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1415-1453
Persistent link: https://www.econbiz.de/10010412350
Saved in:
5
The effects of stock lending on security prices : an experiment
Kaplan, Steven N.
;
Moskowitz, Tobias J.
;
Sensoy, Berk A.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1891-1936
Persistent link: https://www.econbiz.de/10010204839
Saved in:
6
Value and momentum everywhere
Asness, Clifford S.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
Saved in:
7
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 431-478
Persistent link: https://www.econbiz.de/10009534006
Saved in:
8
A simple way to estimate bid-ask spreads from daily high and low prices
Corwin, Shane Anthony
;
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 719-759
Persistent link: https://www.econbiz.de/10009533992
Saved in:
9
Regulatory uncertainty and market liquidity : the 2008 short sale ban's impact on equity option markets
Battalio, Robert H.
;
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2013-2053
Persistent link: https://www.econbiz.de/10009514111
Saved in:
10
Luck versus skill in the cross-section of mutual fund returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1915-1947
Persistent link: https://www.econbiz.de/10008668109
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