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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - In: The review of financial studies 14 (2001) 2, pp. 529-554
Persistent link: https://www.econbiz.de/10001570580
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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - In: The review of financial studies 30 (2017) 4, pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
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Pricing kernel monotonicity and conditional information
Linn, Matthew; Shive, Sophie; Shumway, Tyler - In: The review of financial studies 31 (2018) 2, pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
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Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.; Polson, Nicholas G.; Stroud, … - In: The review of financial studies 22 (2009) 7, pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
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Learning from prices and the dispersion in beliefs
Banerjee, Snehal - In: The review of financial studies 24 (2011) 9, pp. 3025-3068
Persistent link: https://www.econbiz.de/10009373070
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A simple robust link between American puts and credit protection
Carr, Peter; Wu, Liuren - In: The review of financial studies 24 (2011) 2, pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
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Does risk seeking drive stock prices? : A stochastic dominance analysis of aggregate investor preferences and beliefs
Post, Thierry; Levy, Haim - In: The review of financial studies 18 (2005) 3, pp. 925-954
Persistent link: https://www.econbiz.de/10003133543