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ECONIS (ZBW)
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1
Selection, leverage, and default in the mortgage market
Gupta, Arpit
;
Hansman, Christopher
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 720-770
Persistent link: https://www.econbiz.de/10012878975
Saved in:
2
Comomentum : inferring arbitrage activity from return correlations
Lou, Dong
;
Polk, Christopher
- In:
The review of financial studies
35
(
2022
)
7
,
pp. 3272-3302
Persistent link: https://www.econbiz.de/10013350042
Saved in:
3
Understanding cash flow risk
Gryglewicz, Sebastian
;
Mancini, Loriano
;
Morellec, Erwan
; …
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3922-3972
Persistent link: https://www.econbiz.de/10013350127
Saved in:
4
Delegation and ambiguity in correlated equilibrium
Grant, Simon
;
Stauber, Ronald
- In:
Games and economic behavior
132
(
2022
),
pp. 487-509
Persistent link: https://www.econbiz.de/10013337378
Saved in:
5
Correlated beliefs : predicting outcomes in 2×2 games
Cason, Timothy N.
;
Sharma, Tridib
;
Vadovič, Radovan
- In:
Games and economic behavior
122
(
2020
),
pp. 256-276
Persistent link: https://www.econbiz.de/10012430442
Saved in:
6
The cross-section of risk and returns
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
Saved in:
7
Limits of correlation in repeated games with bounded memory
Bavly, Gilad
;
Peretz, Ron
- In:
Games and economic behavior
115
(
2019
),
pp. 131-145
Persistent link: https://www.econbiz.de/10012175478
Saved in:
8
On pure-strategy equilibria in games with correlated information
Khan, Ali
;
Zhang, Yongchao
- In:
Games and economic behavior
111
(
2018
),
pp. 289-304
Persistent link: https://www.econbiz.de/10012173802
Saved in:
9
Information diffusion in networks with the Bayesian Peer Influence heuristic
Levy, Gilat
;
Razin, Ronny
- In:
Games and economic behavior
109
(
2018
),
pp. 262-270
Persistent link: https://www.econbiz.de/10012173252
Saved in:
10
Skewness consequences of seeking alpha
Back, Kerry E.
;
Crane, Alan D.
;
Crotty, Kevin
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4720-4761
Persistent link: https://www.econbiz.de/10012005224
Saved in:
11
Implications of incomplete markets for international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
- In:
The review of financial studies
31
(
2018
)
10
,
pp. 4017-4062
Persistent link: https://www.econbiz.de/10011927903
Saved in:
12
Asset prices and risk sharing in open economies
Stathopoulos, Andreas
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 363-415
Persistent link: https://www.econbiz.de/10011746093
Saved in:
13
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
14
Optimal deterministic auctions with correlated priors
Papadimitriou, Christos H.
;
Pierrakos, George
- In:
Games and economic behavior
92
(
2015
),
pp. 430-454
Persistent link: https://www.econbiz.de/10011387516
Saved in:
15
The informational role of stock and bond volume
Back, Kerry E.
;
Crotty, Kevin
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1381-1427
Persistent link: https://www.econbiz.de/10011338200
Saved in:
16
Polynomial-time computation of exact correlated equilibrium in compact games
Jiang, Albert Xin
;
Leyton-Brown, Kevin
- In:
Games and economic behavior
91
(
2015
),
pp. 347-359
Persistent link: https://www.econbiz.de/10011385841
Saved in:
17
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
Saved in:
18
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
Chabakauri, Georgy
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3104-3141
Persistent link: https://www.econbiz.de/10010237370
Saved in:
19
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
20
Communication, correlation and cheap-talk in games with public information
Heller, Yuval
;
Solan, Eilon
;
Tomala, Tristan
- In:
Games and economic behavior
74
(
2012
)
1
,
pp. 222-234
Persistent link: https://www.econbiz.de/10009511279
Saved in:
21
Measuring equity risk with option-implied correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3140
Persistent link: https://www.econbiz.de/10009630175
Saved in:
22
Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui
;
Petkova, Ralitsa
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197
Saved in:
23
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
24
Information linkages and correlated trading
Colla, Paolo
;
Mele, Antonio
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 203-246
Persistent link: https://www.econbiz.de/10003941607
Saved in:
25
A financial-based misvaluation factor and the cross-section of expected returns
Hirshleifer, David
;
Jiang, Danling
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3401-3436
Persistent link: https://www.econbiz.de/10008664112
Saved in:
26
The determinants of stock and bond return comovements
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
- In:
The review of financial studies
23
(
2010
)
6
,
pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
Saved in:
27
Event study testing with cross-sectional correlation of abnormal returns
Kolari, James W.
;
Pynnönen, Seppo
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3996-4025
Persistent link: https://www.econbiz.de/10008759865
Saved in:
28
A difficulty in implementing correlated equilibrium distributions
Kar, Anirban
;
Ray, Indrajit
;
Serrano, Roberto
- In:
Games and economic behavior
69
(
2010
)
1
,
pp. 189-193
Persistent link: https://www.econbiz.de/10008656798
Saved in:
29
All-stage strong correlated equilibrium
Heller, Yuval
- In:
Games and economic behavior
69
(
2010
)
1
,
pp. 184-188
Persistent link: https://www.econbiz.de/10008656800
Saved in:
30
The relationship between quantum and classical correlation in games
Brandenburger, Adam
- In:
Games and economic behavior
69
(
2010
)
1
,
pp. 175-183
Persistent link: https://www.econbiz.de/10008656802
Saved in:
31
Minority-proof cheap-talk protocol
Heller, Yuval
- In:
Games and economic behavior
69
(
2010
)
2
,
pp. 394-400
Persistent link: https://www.econbiz.de/10008657365
Saved in:
32
Correlated equilibria, incomplete information and coalitional deviations
Bloch, Francis
;
Dutta, Bhaskar
- In:
Games and economic behavior
66
(
2009
)
2
,
pp. 721-728
Persistent link: https://www.econbiz.de/10003871655
Saved in:
33
Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
Saved in:
34
Consistency of beliefs and epistemic conditions for Nash and correlated equilibria
Barelli, Paulo
- In:
Games and economic behavior
67
(
2009
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10003909184
Saved in:
35
Informed principal with correlation
Cella, Michela
- In:
Games and economic behavior
64
(
2008
)
2
,
pp. 433-456
Persistent link: https://www.econbiz.de/10003799376
Saved in:
36
Excess comovement of stock returns : evidence from cross-sectional variation in Nikkei 225 weights
Greenwood, Robin
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1153-1186
Persistent link: https://www.econbiz.de/10003742224
Saved in:
37
Learning correlated equilibria in games with compact sets of strategies
Stoltz, Gilles
;
Lugosi, Gábor
- In:
Games and economic behavior
59
(
2007
)
1
,
pp. 187-208
Persistent link: https://www.econbiz.de/10003452154
Saved in:
38
The replicator dynamics does not lead to correlated equilibria
Viossat, Yannick
- In:
Games and economic behavior
59
(
2007
)
2
,
pp. 397-407
Persistent link: https://www.econbiz.de/10003483438
Saved in:
39
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
40
Sunspots, correlation and competition
Polemarchakis, Heraklis M.
;
Ray, Indrajit
- In:
Games and economic behavior
56
(
2006
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10003340016
Saved in:
41
Correlated equilibrium in evolutionary models with subpopulations
Lenzo, Justin
;
Sarver, Todd
- In:
Games and economic behavior
56
(
2006
)
2
,
pp. 271-284
Persistent link: https://www.econbiz.de/10003344065
Saved in:
42
Dynamic yardstick mechanisms
Faure-Grimaud, Antoine
;
Reiche, Soenje
- In:
Games and economic behavior
54
(
2006
)
2
,
pp. 316-335
Persistent link: https://www.econbiz.de/10003291185
Saved in:
43
An analysis of covariance risk and pricing anomalies
Moskowitz, Tobias J.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 417-457
Persistent link: https://www.econbiz.de/10001764235
Saved in:
44
The newsvendor game has a nonempty core
Müller, Alfred
;
Scarsini, Marco
;
Shaked, Moshe
- In:
Games and economic behavior
38
(
2002
)
1
,
pp. 118-126
Persistent link: https://www.econbiz.de/10001645931
Saved in:
45
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
Saved in:
46
Correlated equilibrium in stochastic games
Solan, Eilon
;
Vieille, Nicolas
- In:
Games and economic behavior
38
(
2002
)
2
,
pp. 362-399
Persistent link: https://www.econbiz.de/10001643831
Saved in:
47
An analysis of default correlations and multiple defaults
Zhou, Chunsheng
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 555-576
Persistent link: https://www.econbiz.de/10001570582
Saved in:
48
The determinants of asymmetric volatility
Wu, Guojun
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 837-859
Persistent link: https://www.econbiz.de/10001602980
Saved in:
49
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
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