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Long-lived private information and imperfect competition
Holden, Craig W. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 247-270
Persistent link: https://www.econbiz.de/10001124507
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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
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Heterogeneous beliefs, speculation, and the equity premium
David, Alexander - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 41-83
Persistent link: https://www.econbiz.de/10003821520
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Sticks or carrots? : optimal CEO compensation when managers are loss averse
Dittmann, Ingolf; Maug, Ernst; Spalt, Oliver - In: The journal of finance : the journal of the American … 65 (2010) 6, pp. 2015-2050
Persistent link: https://www.econbiz.de/10008778266
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Rational inattention and portfolio selection
Huang, Lixin; Liu, Hong - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1999-2040
Persistent link: https://www.econbiz.de/10003522425
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First-order risk aversion, heterogeneity, and asset market outcomes
Chapman, David A.; Polkovnichenko, Valery - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1863-1887
Persistent link: https://www.econbiz.de/10003874460
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Information quality and long-run risk : asset pricing implications
Ai, Hengjie - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1333-1368
Persistent link: https://www.econbiz.de/10009011027
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Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
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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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Risk in dynamic arbitrage : the price effects of convergence trading
Kondor, Péter - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 631-655
Persistent link: https://www.econbiz.de/10003828373