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Volatility, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
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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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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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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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Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott; Priebsch, Marcel; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
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A consumption-based explanation of expected stock returns
Yogo, Motohiro - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 539-580
Persistent link: https://www.econbiz.de/10003305057
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Private equity performance and liquidity risk
Franzoni, Francesco; Nowak, Eric; Phalippou, Ludovic - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2341-2374
Persistent link: https://www.econbiz.de/10009716473
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Market expectations in the cross-section of present values
Kelly, Bryan T.; Pruitt, Seth - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
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Buyout activity : the impact of aggregate discount rates
Haddad, Valentin; Loualiche, Erik; Plosser, Matthew - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
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Rational momentum effects
Johnson, Timothy C. - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 585-608
Persistent link: https://www.econbiz.de/10001684720