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Learning about CEO ability and stock return volatility
Pan, Yihui; Wang, Tracy Yue; Weisbach, Michael S. - In: The review of financial studies 28 (2015) 6, pp. 1623-1666
Persistent link: https://www.econbiz.de/10011376073
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The real effects of uncertainty on merger activity
Bhagwat, Vineet; Dam, Robert; Harford, Jarrad V. T.; … - In: The review of financial studies 29 (2016) 11, pp. 3000-3034
Persistent link: https://www.econbiz.de/10011619966
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The factor structure in equity options
Christoffersen, Peter F.; Fournier, Mathieu; Jacobs, Kris - In: The review of financial studies 31 (2018) 2, pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
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Illiquidity premia in the equity options market
Christoffersen, Peter F.; Goyenko, Ruslan; Jacobs, Kris; … - In: The review of financial studies 31 (2018) 3, pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
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How management risk affects corporate debt
Pan, Yihui; Wang, Tracy Yue; Weisbach, Michael S. - In: The review of financial studies 31 (2018) 9, pp. 3491-3531
Persistent link: https://www.econbiz.de/10011927861
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The state of corporate governance research
Bebchuk, Lucian A.; Weisbach, Michael S. - In: The review of financial studies 23 (2010) 3, pp. 939-961
Persistent link: https://www.econbiz.de/10003959167
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Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.; Jacobs, Kris; Mimouni, Karim - In: The review of financial studies 23 (2010) 8, pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
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Pricing credit default swaps with observable covariates
Doshi, Hitesh; Ericsson, Jan; Jacobs, Kris; Turnball, … - In: The review of financial studies 26 (2013) 8, pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
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Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: The review of financial studies 26 (2013) 8, pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
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Macroeconomic conditions and capital raising
Erel, Isil; Julio, Brandon; Kim, Woojin; Weisbach, … - In: The review of financial studies 25 (2012) 2, pp. 341-376
Persistent link: https://www.econbiz.de/10009515814