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Estimating oil risk factors using information from equity and derivatives markets
Chiang, I-Hsuan Ethan; Hughen, W. Keener; Sagi, Jacob Shimon - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 769-804
Persistent link: https://www.econbiz.de/10010517163
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Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn; Halling, Michael; Weinbaum, David - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
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Ex ante skewness and expected stock returns
Conrad, Jennifer S.; Dittmar, Robert F.; Ghysels, Eric - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
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Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
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An anatomy of commodity futures risk premia
Szymanowska, Marta; Roon, Frans de; Nijman, Theodore E.; … - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
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Asset pricing with dynamic margin constraints
Ryčkov, Oleg - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 405-452
Persistent link: https://www.econbiz.de/10010372413
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Biased beliefs, asset prices, and investment : a structural approach
Alti, Aydoǧan; Tetlock, Paul C. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 325-361
Persistent link: https://www.econbiz.de/10010372418
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Labor mobility : implications for asset pricing
Donangelo, Andrés - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1321-1346
Persistent link: https://www.econbiz.de/10010373327
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The cross-section of managerial ability, incentives, and risk preferences
Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1051-1098
Persistent link: https://www.econbiz.de/10010373347
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CEO ownership, stock market performance, and managerial discretion
Lilienfeld-Toal, Ulf von; Ruenzi, Stefan - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1013-1050
Persistent link: https://www.econbiz.de/10010373351