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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Illiquidity and price informativeness
Kerr, Jon; Sadka, Gil; Sadka, Ronnie - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 334-351
Persistent link: https://www.econbiz.de/10012156621
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Good and bad variance premia and expected returns
Kilic, Mete; Shaliastovich, Ivan - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2522-2544
Persistent link: https://www.econbiz.de/10012039812
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High discounts and low fundamental surplus : an equivalence result for unemployment fluctuations
Mitra, Indrajit; Seo, Taeuk; Xu, Yu - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4051-4068
Persistent link: https://www.econbiz.de/10014552524
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
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A theory of dissimilarity between stochastic discount factors
Bakshi, Gurdip S.; Gao, Xiaohui; Panayotov, George - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4602-4622
Persistent link: https://www.econbiz.de/10012624646
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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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Global disaster risk matters
Chen, Jian; Yao, Jiaquan; Zhang, Qunzi; Zhu, Xiaoneng - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 576-597
Persistent link: https://www.econbiz.de/10014289679
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878