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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
210
Working paper / National Bureau of Economic Research, Inc.
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IMF Working Papers
196
NBER working paper series
192
NBER Working Paper
141
International journal of theoretical and applied finance
111
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109
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104
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The review of financial studies
98
The journal of finance : the journal of the American Finance Association
95
Finance and stochastics
88
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International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Policy Research Working Paper Series
63
Research paper series / Swiss Finance Institute
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Journal of mathematical economics
57
Journal of financial and quantitative analysis : JFQA
54
The journal of fixed income
53
Finance research letters
51
Discussion papers / CEPR
50
Journal of international financial markets, institutions & money
49
Discussion Paper Series / HWWA Institut für Wirtschaftsforschung
47
Applied mathematical finance
46
Working paper
46
Working Paper
45
Journal of economic dynamics & control
44
Staff Papers / Charles H. Dyson School of Applied Economics and Management, Cornell University
44
MPRA Paper
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Staff Papers / Department of Agricultural, Food and Resource Economics, Michigan State University
43
Staff Paper
42
Swiss Finance Institute Research Paper
41
International review of economics & finance : IREF
39
Journal of empirical finance
39
The journal of computational finance
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ECONIS (ZBW)
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1
Generalized stochastic
arbitrage
opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
2
Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
Saved in:
3
Complexity and the character of stock returns : empirical evidence and a model of asset prices based on complex investor learning
Linn, Scott C.
;
Tay, Nicholas S. P.
- In:
Management science : journal of the Institute for …
53
(
2007
)
7
,
pp. 1165-1180
Persistent link: https://www.econbiz.de/10003519375
Saved in:
4
Individual vs. aggregate preferences : the case of a small fish in a big pond
Blackburn, Doglas W.
;
Ukhov, Andrey
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 470-484
Persistent link: https://www.econbiz.de/10009713854
Saved in:
5
Costly interpretation of asset prices
Mondria, Jordi
;
Vives, Xavier
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10012821032
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6
Explaining momentum and value simultaneously
Li, Jun
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4239-4260
Persistent link: https://www.econbiz.de/10011921516
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7
Asset pricing implications of short-sale constraints in imperfectly competitive markets
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4422-4439
Persistent link: https://www.econbiz.de/10012118588
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8
Valuing thinly traded assets
Longstaff, Francis A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
Saved in:
9
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
10
The leverage factor : credit cycles and asset returns
Davis, Joshua M.
;
Taylor, Alan M.
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7350-7361
Persistent link: https://www.econbiz.de/10013546030
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