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On the origins of risk-taking in financial markets
Black, Sandra E.; Devereux, Paul J.; Lundborg, Petter; … - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2229-2278
Persistent link: https://www.econbiz.de/10011764445
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Do individual investors have asymmetric information based on work experience?
Døskeland, Trond M.; Hvide, Hans K. - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 1011-1041
Persistent link: https://www.econbiz.de/10009160327
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Inflation risk in corporate bonds
Kang, Johnny; Pflueger, Carolin E. - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 115-162
Persistent link: https://www.econbiz.de/10010501941
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FX trading and exchange rate dynamics
Evans, Martin D. D. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2405-2447
Persistent link: https://www.econbiz.de/10001721527
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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Equity premia as low as three percent? : Evidence from analysts' earnings forecasts for domestic and international stock markets
Claus, James; Thomas, Jacob - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1629-1666
Persistent link: https://www.econbiz.de/10001615421
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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Dividends, taxes, and signaling : evidence from Germany
Amihud, Yakov - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 397-408
Persistent link: https://www.econbiz.de/10001217785
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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 467-509
Persistent link: https://www.econbiz.de/10001128131