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Duration-driven returns
Gormsen, Niels; Lazarus, Eben - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
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Improved methods for tests of long-run abnormal stock returns
Lyon, John D.; Barber, Brad M.; Tsai, Chih-Ling - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
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Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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Stock return predictability and the role of monetary policy
Patelis, Alex D. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1951-1972
Persistent link: https://www.econbiz.de/10001232337
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International portfolio investment flows
Brennan, Michael J. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1851-1880
Persistent link: https://www.econbiz.de/10001232341
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Evidence on price stabilization and underpricing in early IPO returns
Asquith, Daniel - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1759-1773
Persistent link: https://www.econbiz.de/10001248610
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Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
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Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance : a two-factor approach
Scruggs, John T. - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10001240513
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Rational momentum effects
Johnson, Timothy C. - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 585-608
Persistent link: https://www.econbiz.de/10001684720