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Duration-driven returns
Gormsen, Niels; Lazarus, Eben - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
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Industry-specific human capital, idiosyncratic risk, and the cross-section of expected stock returns
Eiling, Esther - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 43-84
Persistent link: https://www.econbiz.de/10009719762
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Caveat compounder : a warning about using the daily CRSP equal-weighted index to compute long-run excess returns
Canina, Linda; Michaely, Roni; Thaler, Richard H.; … - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 403-422
Persistent link: https://www.econbiz.de/10001235475
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No contagion, only interdependence measuring stock market comovements
Forbes, Kristin; Rigobón, Roberto - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2223-2262
Persistent link: https://www.econbiz.de/10001709429
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Improved methods for tests of long-run abnormal stock returns
Lyon, John D.; Barber, Brad M.; Tsai, Chih-Ling - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
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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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Measuring and testing the impact of news on volatility
Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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Stock return predictability and the role of monetary policy
Patelis, Alex D. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1951-1972
Persistent link: https://www.econbiz.de/10001232337
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International portfolio investment flows
Brennan, Michael J. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1851-1880
Persistent link: https://www.econbiz.de/10001232341
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Evidence on price stabilization and underpricing in early IPO returns
Asquith, Daniel - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1759-1773
Persistent link: https://www.econbiz.de/10001248610