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The impact of risk and uncertainty on expected returns
Anderson, Ewan W.; Ghysels, Eric; Juergens, Jennifer L. - In: Journal of financial economics 94 (2009) 2, pp. 233-263
Persistent link: https://www.econbiz.de/10003906349
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Discount window stigma during the 2007-2008 financial crisis
Armantier, Olivier; Ghysels, Eric; Sarkar, Asani; … - In: Journal of financial economics 118 (2015) 2, pp. 317-335
Persistent link: https://www.econbiz.de/10011480509
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There is a risk-return trade-off after all
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen I. - In: Journal of financial economics 76 (2005) 3, pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
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A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458
Persistent link: https://www.econbiz.de/10001483311