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Real options, volatility, and stock returns
Grullon, Gustavo; Lyandres, Evgeny; Zhdanov, Alexei - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
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Economic links and predictable returns
Cohen, Lauren; Frazzini, Andrea - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1977-2011
Persistent link: https://www.econbiz.de/10003822117
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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Industry concentration and average stock returns
Hou, Kewei; Robinson, David T. - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1927-1956
Persistent link: https://www.econbiz.de/10003357822
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Uncovering the risk-return relation in the stock market
Guo, Hui; Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1433-1463
Persistent link: https://www.econbiz.de/10003331518
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Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
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Information uncertainty and stock returns
Zhang, X. Frank - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 105-137
Persistent link: https://www.econbiz.de/10003302315
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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Idiosyncratic consumption risk and the cross section of asset returns
Jacobs, Kris; Wang, Kevin Q. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2211-2252
Persistent link: https://www.econbiz.de/10002251494
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Collars and renegotiation in mergers and acquisitions
Officer, Micah S. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2719-2744
Persistent link: https://www.econbiz.de/10002503539