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Economic significance of predictable variations in stock index returns
Breen, William - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1177-1189
Persistent link: https://www.econbiz.de/10001080363
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1779-1802
Persistent link: https://www.econbiz.de/10006603626
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Is the electronic open limit order book inevitable?
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1127-1161
Persistent link: https://www.econbiz.de/10001171970
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Components of the bid-ask spread and the statistical properties of transaction prices
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1293-1307
Persistent link: https://www.econbiz.de/10001055472
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Lazy investors, discretionary consumption, and the cross-section of stock returns
Jagannathan, Ravi; Wang, Yong - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1623-1661
Persistent link: https://www.econbiz.de/10003522397
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Do hot hands exist among hedge fund managers? : an empirical evaluation
Jagannathan, Ravi; Malachov, Aleksej; Novikov, Dmitry - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 217-255
Persistent link: https://www.econbiz.de/10003923941
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The stock market's reaction to unemployment news : why bad news is usually good for stocks
Boyd, John H.; Hu, Jian; Jagannathan, Ravi - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 649-672
Persistent link: https://www.econbiz.de/10002730292
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Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi; Ma, Tongshu - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442