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Naïve buying diversification and narrow framing by individual investors
Gathergood, John; Hirshleifer, David; Leake, David; … - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1705-1741
Persistent link: https://www.econbiz.de/10014312053
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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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Uncertainty, time-varying fear, and asset prices
Drechsler, Itamar - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1843-1889
Persistent link: https://www.econbiz.de/10010204841
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Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
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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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Volatility-managed portfolios
Moreira, Alan; Muir, Tyler - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
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Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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Mutual fund performance evaluation : a comparison of benchmarks and benchmark comparisons
Lehmann, Bruce Neal - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 233-265
Persistent link: https://www.econbiz.de/10001047788
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Nonsynchronous data and the covariance-factor structure of returns
Shanken, Jay - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001047789