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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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Risk aversion sensitive real business cycles
Chen, Zhanhui; Cooper, Ilan; Ehling, Paul; Xiouros, Costas - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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Unfiltered market access and liquidity : evidence from the SEC Rule 15c3-5
Chakrabarty, Bidisha; Jain, Pankaj K.; Shkilko, Andriy; … - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1183-1198
Persistent link: https://www.econbiz.de/10012505403
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Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: Management science : journal of the Institute for … 55 (2009) 12, pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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Impossible frontiers
Brennan, Thomas J.; Lo, Andrew W. - In: Management science : journal of the Institute for … 56 (2010) 6, pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
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A case-based model of probability and pricing judgments : biases in buying and selling uncertainty
Brenner, Lyle A.; Griffin, Dale W.; Koehler, Derek J. - In: Management science : journal of the Institute for … 58 (2012) 1, pp. 159-178
Persistent link: https://www.econbiz.de/10009502484
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Calendar cycles, infrequent decisions, and the cross section of stock returns
Jagannathan, Ravi; Marakani, Srikant; Takehara, Hitoshi; … - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 507-522
Persistent link: https://www.econbiz.de/10009525275
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Securitization and real investment in incomplete markets
Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G. - In: Management science : journal of the Institute for … 57 (2011) 12, pp. 2180-2196
Persistent link: https://www.econbiz.de/10009428252