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Proxies for the corporate marginal tax rate
Graham, John R. - In: Journal of financial economics 42 (1996) 2, pp. 187-221
Persistent link: https://www.econbiz.de/10001207478
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen - In: Journal of financial economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
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An ordered probit analysis of transaction stock prices
Hausman, Jerry A. - In: Journal of financial economics 31 (1992) 3, pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I. - In: Journal of financial economics 35 (1994) 2, pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
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Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.; Ju, Nengjiu; Ou-Yang, Hui - In: Journal of financial economics 82 (2006) 1, pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
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A skeptical appraisal of asset pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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Liquidity biases in asset pricing tests
Asparouhova, Elena; Bessembinder, Hendrik; Kalcheva, Ivalina - In: Journal of financial economics 96 (2010) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
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Simple formulas for standard errors that cluster by both firm and time
Thompson, Samuel B. - In: Journal of financial economics 99 (2011) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009241579