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Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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Can costs of consumption adjustment explain asset pricing puzzles?
Marshall, David A.; Parekh, Nayan G. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 623-654
Persistent link: https://www.econbiz.de/10001367858
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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Why option prices lag stock prices : a trading-based explanation
Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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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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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
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Options on leveraged equity : theory and empirical tests
Toft, Klaus Bjerre - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1151-1180
Persistent link: https://www.econbiz.de/10001225608
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632