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~isPartOf:"The review of financial studies"
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Stulz, René M.
14
Ljungqvist, Alexander
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Lu, Zheng
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91
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
92
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
Saved in:
93
Time-varying risk premiums and the output gap
Cooper, Ilan
;
Priestley, Richard
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2801-2833
Persistent link: https://www.econbiz.de/10003866874
Saved in:
94
On loan sales, loan contracting, and lending relationships
Drucker, Steven
;
Puri, Manju
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2835-2872
Persistent link: https://www.econbiz.de/10003866875
Saved in:
95
Corruption, political connections, and municipal finance
Butler, Alexander W.
;
Fauver, Larry
;
Mortal, Sandra
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2873-2905
Persistent link: https://www.econbiz.de/10003866877
Saved in:
96
How active is your fund manager? : a new measure that predicts performance
Cremers, Martijn
;
Petajisto, Antti
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3329-3365
Persistent link: https://www.econbiz.de/10003885669
Saved in:
97
On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
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98
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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99
Institutional investors and the informational efficiency of prices
Boehmer, Ekkehart
;
Kelley, Eric K.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3563-3594
Persistent link: https://www.econbiz.de/10003885721
Saved in:
100
Theory-based illiquidity and asset pricing
Chordia, Tarun
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3629-3668
Persistent link: https://www.econbiz.de/10003885723
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