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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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1
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
2
Macroeconomic influences and the variability of the commodity futures basis
Bailey, Warren
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 555-573
Persistent link: https://www.econbiz.de/10001152172
Saved in:
3
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
4
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
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5
A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335
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6
Risk premia and variance bounds
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1913-1949
Persistent link: https://www.econbiz.de/10001232338
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7
Expected returns, time-varying risk, and risk premia
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 655-679
Persistent link: https://www.econbiz.de/10001169034
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8
Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance : a two-factor approach
Scruggs, John T.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10001240513
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9
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
10
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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