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Are stocks really less volatile in the long run?
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 431-478
Persistent link: https://www.econbiz.de/10009534006
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Neighbors matter : causal community effects and stock market participation
Brown, Jeffrey R.; Ivković, Zoran; Smith, Paul A.; … - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1509-1531
Persistent link: https://www.econbiz.de/10003822310
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Predictive regressions : a present-value approach
Binsbergen, Jules H. van; Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1439-1472
Persistent link: https://www.econbiz.de/10009011025
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Local does as local is : information content of the geography of individual investors common stock investments
Ivković, Zoran; Weisbenner, Scott J. - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 267-306
Persistent link: https://www.econbiz.de/10002645668
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The variability of IPO initial returns
Lowry, Michelle; Officer, Micah S.; Schwert, George William - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 425-465
Persistent link: https://www.econbiz.de/10003962177
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Trading complex assets
Carlin, Bruce Ian; Kogan, Shimon; Lowery, Richard - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1937-1960
Persistent link: https://www.econbiz.de/10010204837
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Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
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Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625