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Noise
Black, Fischer - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 529-543
Persistent link: https://www.econbiz.de/10001047830
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Asset growth and the cross-section of stock returns
Cooper, Michael J.; Gulen, Huseyin; Schill, Michael J. - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1609-1651
Persistent link: https://www.econbiz.de/10003821867
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A search-based theory of the on-the-run phenomenon
Vayanos, Dimitri; Weill, Pierre-Olivier - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1361-1398
Persistent link: https://www.econbiz.de/10003822295
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Predictive systems : living with imperfect predictors
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1583-1628
Persistent link: https://www.econbiz.de/10003874422
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Time variation in liquidity : the role of market-maker inventories and revenues
Comerton-Forde, Carole; Hendershott, Terrence; Jones, … - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 259-331
Persistent link: https://www.econbiz.de/10003923943
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Learning in financial markets
Pástor, Ľuboš; Veronesi, Pietro - In: Annual review of financial economics 1 (2009), pp. 361-381
Persistent link: https://www.econbiz.de/10003924505
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Predictive regressions : a present-value approach
Binsbergen, Jules H. van; Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1439-1472
Persistent link: https://www.econbiz.de/10009011025
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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Information sharing in credit markets
Pagano, Marco - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1693-1718
Persistent link: https://www.econbiz.de/10001155973