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The recovery theorem
Ross, Stephen A. - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 615-648
Persistent link: https://www.econbiz.de/10010517170
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Local does as local is : information content of the geography of individual investors common stock investments
Ivković, Zoran; Weisbenner, Scott J. - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 267-306
Persistent link: https://www.econbiz.de/10002645668
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Are stocks really less volatile in the long run?
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 431-478
Persistent link: https://www.econbiz.de/10009534006
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Predictive regressions : a present-value approach
Binsbergen, Jules H. van; Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1439-1472
Persistent link: https://www.econbiz.de/10009011025
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Neighbors matter : causal community effects and stock market participation
Brown, Jeffrey R.; Ivković, Zoran; Smith, Paul A.; … - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1509-1531
Persistent link: https://www.econbiz.de/10003822310
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Misspecified recovery
Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2493-2544
Persistent link: https://www.econbiz.de/10011737692
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Limited arbitrage in equity markets
Mitchell, Mark; Pulvino, Todd; Stafford, Erik - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 551-584
Persistent link: https://www.econbiz.de/10001684718
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In search of distress risk
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2899-2939
Persistent link: https://www.econbiz.de/10003823141
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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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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