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The TIPS-Treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2151-2197
Persistent link: https://www.econbiz.de/10010489671
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Risk in dynamic arbitrage : the price effects of convergence trading
Kondor, Péter - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 631-655
Persistent link: https://www.econbiz.de/10003828373
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Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Gabaix, Xavier; Krishnamurthy, Arvind; Vigneron, Olivier - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 557-595
Persistent link: https://www.econbiz.de/10003445022
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Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory
Burmeister, Edwin; McElroy, Marjorie B. - In: The journal of finance : the journal of the American … 43 (1988) 3, pp. 721-733
Persistent link: https://www.econbiz.de/10003506580
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Tax clienteles and asset pricing
Dybvig, Philip H. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 751-762
Persistent link: https://www.econbiz.de/10001047815
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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Corporate financial policy and the value of cash
Faulkender, Michael; Wang, Rong - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1957-1990
Persistent link: https://www.econbiz.de/10003357824
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A consumption-based explanation of expected stock returns
Yogo, Motohiro - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 539-580
Persistent link: https://www.econbiz.de/10003305057
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Market valuation of tax-timing options : evidence from capital gains distributions
Chay, J. B.; Choi, Dosoung; Pontiff, Jeffrey - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 837-865
Persistent link: https://www.econbiz.de/10003307158