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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
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Why do discount rates vary?
Kozak, Serhiy; Santosh, Shrihari - In: Journal of financial economics 137 (2020) 3, pp. 740-751
Persistent link: https://www.econbiz.de/10012588361
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
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GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond; Zhang, Chu - In: Journal of financial economics 54 (1999) 1, pp. 103-127
Persistent link: https://www.econbiz.de/10001407070
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Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten; Menner, Marco - In: Journal of financial economics 137 (2020) 3, pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
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The cross-sectional variation of volatility risk premia
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of financial economics 119 (2016) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin; Maggiori, Matteo; Weber, Michael - In: Journal of financial economics 114 (2014) 2, pp. 107-225
Persistent link: https://www.econbiz.de/10010532263