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Limited arbitrage in mergers and acquisitions

Baker, Malcolm; Savaşoglu, Serkan - In: Journal of financial economics 64 (2002) 1, pp. 91-115

Persistent link: https://www.econbiz.de/10001670894

The maturity of debt issues and predictable variation in bond returns

Baker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey - In: Journal of financial economics 70 (2003) 2, pp. 261-291

Persistent link: https://www.econbiz.de/10001820221

A multivariate model of strategic asset allocation

Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - In: Journal of financial economics 67 (2003) 1, pp. 41-80

Persistent link: https://www.econbiz.de/10001728943

Bank CEO incentives and the credit crisis

Fahlenbrach, Rüdiger; Stulz, René M. - In: Journal of financial economics 99 (2011) 1, pp. 11-26

Persistent link: https://www.econbiz.de/10009241560

Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60

Persistent link: https://www.econbiz.de/10003340663

Leverage, investment, and firm growth

Lang, Larry H. P. - In: Journal of financial economics 40 (1996) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10001192324

Why has idiosyncratic risk been historically low in recent years?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2018

Since 1965, average idiosyncratic risk (IR) has never been lower than in recent years. In contrast to the high IR in the late 1990s that has drawn considerable attention in the literature, average market-model IR is 44% lower in 2013-2017 than in 1996-2000. Macroeconomic variables help explain...

Persistent link: https://www.econbiz.de/10011969105