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The "out-of-sample" performance of long run risk models
Ferson, Wayne E.; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
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CEO wage dynamics : estimates from a learning model
Taylor, Lucian A. - In: Journal of financial economics 108 (2013) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10009746560
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Dynamic debt runs and financial fragility : evidence from the 2007 ABCP crisis
Schroth, Enrique; Suárez, Gustavo A.; Taylor, Lucian A. - In: Journal of financial economics 112 (2014) 2, pp. 164-189
Persistent link: https://www.econbiz.de/10010410723
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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E. - In: Journal of financial economics 29 (1991) 2, pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
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Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E. - In: Journal of financial economics 36 (1994) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
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Dissecting bankruptcy frictions
Dou, Winston Wei; Taylor, Lucian A.; Wang, Wei; Wang, Wenyu - In: Journal of financial economics 142 (2021) 3, pp. 975-1000
Persistent link: https://www.econbiz.de/10012873283
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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Inefficiencies and externalities from opportunistic acquirers
Li, Di; Taylor, Lucian A.; Wang, Wenyu - In: Journal of financial economics 130 (2018) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10012051311