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Economic significance of predictable variations in stock index returns
Breen, William - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1177-1189
Persistent link: https://www.econbiz.de/10001080363
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
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Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi; Ma, Tongshu - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
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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
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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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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
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A note on the asymptotic covariance in Fama-MacBeth regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-801
Persistent link: https://www.econbiz.de/10001238217
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An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
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On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 157-184
Persistent link: https://www.econbiz.de/10001178302