Narrow search
Showing 1 - 10 of 177
Cover Image
Model specification and risk premia : evidence from futures options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Cover Image
Electricity forward prices : a high-frequency empirical analysis
Longstaff, Francis A.; Wang, Ashley W. - In: The journal of finance : the journal of the American … 59 (2004) 4, pp. 1877-1900
Persistent link: https://www.econbiz.de/10002190759
Cover Image
How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
Cover Image
Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Cover Image
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Cover Image
The price of correlation risk : evidence from equity options
Driessen, Joost; Maenhout, Pascal J.; Vilkov, Grigory - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Cover Image
Managerial ability, compensation, and the closed-end fund discount
Berk, Jonathan B.; Stanton, Richard - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 529-556
Persistent link: https://www.econbiz.de/10003445018
Cover Image
Liquidity and credit risk
Ericsson, Jan; Renault, Olivier - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2219-2250
Persistent link: https://www.econbiz.de/10003378704
Cover Image
A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
Cover Image
Macroeconomic conditions and the puzzles of credit spreads and capital structure
Chen, Hui - In: The journal of finance : the journal of the American … 65 (2010) 6, pp. 2171-2212
Persistent link: https://www.econbiz.de/10008778261