Narrow search
Showing 1 - 10 of 14
Cover Image
Measuring "dark matter" in asset pricing models
Chen, Hui; Dou, Winston Wei; Kogan, Leonid - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 843-902
Persistent link: https://www.econbiz.de/10014535289
Cover Image
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Cover Image
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1705-1765
Persistent link: https://www.econbiz.de/10001505429
Cover Image
Foundations of technical analysis: discussion
Jegadeesh, Narasimhan - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1765-1770
Persistent link: https://www.econbiz.de/10001505431
Cover Image
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - In: The journal of finance : the journal of the American … 49 (1994) 3, pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
Cover Image
Implementing option pricing models when asset returns are predictable
Lo, Andrew W. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
Cover Image
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Cover Image
The Economics of Financial Markets
Campbell, John Y.; Lo, Andrew W.; Mackinlay, Craig A.; … - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 803-805
Persistent link: https://www.econbiz.de/10007359216
Cover Image
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Ai͏̈t-Sahalia, Yacine; Lo, Andrew W. - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-548
Persistent link: https://www.econbiz.de/10007359229
Cover Image
ARTICLES - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1705-1764
Persistent link: https://www.econbiz.de/10006568788