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Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
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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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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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Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance : a two-factor approach
Scruggs, John T. - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10001240513
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Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu; Jacobs, Kris; Orłowski, Piotr - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
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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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Investor sentiment and the cross-section of stock returns
Baker, Malcolm; Wurgler, Jeffrey - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1645-1680
Persistent link: https://www.econbiz.de/10003357784
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Stock returns in mergers and acquisitions
Hackbarth, Dirk; Morellec, Erwan - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1213-1252
Persistent link: https://www.econbiz.de/10003822274
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Average returns, B/M, and share issues
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2971-2995
Persistent link: https://www.econbiz.de/10003823149