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Comovement revisited
Chen, Honghui; Singal, Vijay; Whitelaw, Robert F. - In: Journal of financial economics 121 (2016) 3, pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - In: Journal of financial economics 122 (2016) 3, pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - In: Journal of financial economics 118 (2015) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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Time-varying inflation risk and stock returns
Boons, Martijn; Duarte, Fernando; Roon, Frans de; … - In: Journal of financial economics 136 (2020) 2, pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
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Salience theory and stock prices : empirical evidence
Cosemans, Mathijs; Frehen, Rik - In: Journal of financial economics 140 (2021) 2, pp. 460-483
Persistent link: https://www.econbiz.de/10012650457
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Psychological barrier and cross-firm return predictability
Huang, Shiyang; Lin, Tse-Chun; Xiang, Hong - In: Journal of financial economics 142 (2021) 1, pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
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Common shocks in stocks and bonds
Cieślak, Anna; Pang, Hao - In: Journal of financial economics 142 (2021) 2, pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
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Estimating the anomaly base rate
Chinco, Alex; Neuhierl, Andreas; Weber, Michael - In: Journal of financial economics 140 (2021) 1, pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843