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Regulatory arbitrage or random errors? : implications of race prediction algorithms in fair lending analysis
Greenwald, Daniel L.; Howell, Sabrina T.; Li, Cangyuan; … - In: Journal of financial economics 157 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015072365
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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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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Does realized skewness predict the cross-section of equity returns?
Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
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Long-term discount rates do not vary across firms
Keloharju, Matti; Linnainmaa, Juhani; Nyberg, Peter - In: Journal of financial economics 141 (2021) 3, pp. 946-967
Persistent link: https://www.econbiz.de/10012873077
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Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 142 (2021) 3, pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
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Treasury yield implied volatility and real activity
Cremers, Martijn; Fleckenstein, Matthias; Gandhi, Priyank - In: Journal of financial economics 140 (2021) 2, pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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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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Spectral factor models
Bandi, Federico M.; Chaudhuri, Shomesh E.; Lo, Andrew W.; … - In: Journal of financial economics 142 (2021) 1, pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
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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