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Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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What drives firm-level stock returns?
Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10001650379
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Idiosyncratic cash flows and systematic risk
Babenko, Ilona; Boguth, Oliver; Tserlukevich, Yuri - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 425-456
Persistent link: https://www.econbiz.de/10011561933
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Dynamic asset allocation with event risk
Liu, Jun; Longstaff, Francis A.; Pan, Jun - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 231-260
Persistent link: https://www.econbiz.de/10001737272
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Luo, Victor Xi; … - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2861-2904
Persistent link: https://www.econbiz.de/10011738221
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460
Persistent link: https://www.econbiz.de/10011738413
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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
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Momentum investing and business cycle risk : evidence from pole to pole
Griffin, John M.; Ji, Xiuqing; Martin, J. Spencer - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2515-2548
Persistent link: https://www.econbiz.de/10001845840
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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922