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Pricing two heterogeneous trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111
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Time-varying return and risk in the corporate bond market
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
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Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
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The value of early exercise in option prices : an empirical investigation
Zivney, Terry L. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 129-138
Persistent link: https://www.econbiz.de/10001102359
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The variation of economic risk premiums
Ferson, Wayne E. - In: Journal of political economy 99 (1991) 2, pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns : an empirical analysis
Epstein, Larry G. - In: Journal of political economy 99 (1991) 2, pp. 263-286
Persistent link: https://www.econbiz.de/10001105913
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A new test of the three-moment capital asset pricing model
Lim, Kian-Guan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001067212
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The seasonal cycle and the business cycle
Barsky, Robert B. - In: Journal of political economy 97 (1989) 3, pp. 503-534
Persistent link: https://www.econbiz.de/10001067329
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Asset pricing in a generalized mean-lower partial moment framework : theory and evidence
Harlow, W. V. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 285-311
Persistent link: https://www.econbiz.de/10001074012
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Measuring business cycle time
Stock, James H. - In: Journal of political economy 95 (1987) 6, pp. 1240-1261
Persistent link: https://www.econbiz.de/10001053480