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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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Contagion as a wealth effect
Kyle, Albert S.; Xiong, Wei - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1401-1440
Persistent link: https://www.econbiz.de/10001662223
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Common risk factors in cryptocurrency
Liu, Yukun; Tsyvinski, Aleh; Wu, Xi - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 1133-1177
Persistent link: https://www.econbiz.de/10013190484
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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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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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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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The performance of hedge funds : risk, return, and incentives
Ackermann, Carl; MacEnally, Richard; Ravenscraft, David … - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 823-874
Persistent link: https://www.econbiz.de/10001395651
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Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation
Xia, Yihong - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 205-246
Persistent link: https://www.econbiz.de/10001575065
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Investing for the long run when returns are predictable
Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
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Stock market volatility and learning
Adam, Klaus; Marcet, Albert; Nicolini, Juan Pablo - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 33-82
Persistent link: https://www.econbiz.de/10011561878