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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
2
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
3
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
4
IPO underpricing over the very long run
Chambers, David
;
Dimson, Elroy
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1407-1443
Persistent link: https://www.econbiz.de/10003871958
Saved in:
5
Estimating the intertemporal risk-return tradeoff using the implied cost of capital
Pástor, Ľuboš
;
Sinhā, Mīnākshī
;
Swaminathan, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2859-2897
Persistent link: https://www.econbiz.de/10003823138
Saved in:
6
Share issuance and cross-sectional returns
Pontiff, Jeffrey
;
Woodgate, Artemiza
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 921-945
Persistent link: https://www.econbiz.de/10003822783
Saved in:
7
Underreaction to dividend reductions and omissions?
Yi, Liu
;
Szewczyk, Samuel Hideyo
;
Zantout, Zaher Z.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 987-1020
Persistent link: https://www.econbiz.de/10003822788
Saved in:
8
Predicting returns with managerial decision variables : is there a small-sample bias?
Baker, Malcolm
;
Taliaferro, Ryan
;
Wurgler, Jeffrey
- In:
The journal of finance : the journal of the American …
61
(
2006
)
4
,
pp. 1711-1730
Persistent link: https://www.econbiz.de/10003357787
Saved in:
9
Evidence of information spillovers in the production of investment banking services
Benveniste, Lawrence M.
(
contributor
)
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 577-608
Persistent link: https://www.econbiz.de/10001750580
Saved in:
10
Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
Saved in:
11
Momentum, business cycle, and time-varying expected returns
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 985-1019
Persistent link: https://www.econbiz.de/10001684740
Saved in:
12
Empirical analysis of the yield curve : the information in the data viewed through the window of Cox, Ingersoll, and Ross
Lamoureux, Christopher G.
;
Witte, H. Douglas
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1479-1520
Persistent link: https://www.econbiz.de/10001685013
Saved in:
13
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
Saved in:
14
Order flow, transaction clock, and normality of asset returns
Ané, Thierry
;
Geman, Hélyette
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
Saved in:
15
Hostility in takeovers : in the eyes of the beholder?
Schwert, George William
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2599-2640
Persistent link: https://www.econbiz.de/10001537338
Saved in:
16
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 565-613
Persistent link: https://www.econbiz.de/10001497269
Saved in:
17
Mean reversion across national stock markets and parametric contrarian investment strategies
Balvers, Ronald J.
;
Wu, Yangru
;
Gilliland, Erik
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 745-772
Persistent link: https://www.econbiz.de/10001497286
Saved in:
18
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
19
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
20
What is the intrinsic value of the Dow?
Lee, Charles M. C.
;
Myers, James
;
Swaminathan, Bhaskaran
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1693-1741
Persistent link: https://www.econbiz.de/10001430865
Saved in:
21
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
22
One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
Saved in:
23
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Saved in:
24
Testing for linear and nonlinear Granger causality in the stock price-volume relation
Hiemstra, Craig
- In:
The journal of finance : the journal of the American …
49
(
1994
)
5
,
pp. 1639-1664
Persistent link: https://www.econbiz.de/10001175170
Saved in:
25
Time-series variation in dividend pricing
Eades, Kenneth M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
5
,
pp. 1617-1638
Persistent link: https://www.econbiz.de/10001175171
Saved in:
26
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
27
The effect of money shocks on interest rates in the presence of conditional heteroskedasticity
Grier, Kevin
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10001152106
Saved in:
28
A semiautoregression approach to the arbitrage pricing theory
Mei, Jianping
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 599-620
Persistent link: https://www.econbiz.de/10001152171
Saved in:
29
Causal relations among stock returns, interest rates, real activity, and inflation
Lee, Bong-soo
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1591-1603
Persistent link: https://www.econbiz.de/10001133680
Saved in:
30
Simple technical trading rules and the stochastic properties of stock returns
Brock, William A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
Saved in:
31
Measuring the information content of stock trades
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
46
(
1991
)
1
,
pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
Saved in:
32
A variance-ratio test of random walks in foreign exchange rates
Liu, Christina Y.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 773-785
Persistent link: https://www.econbiz.de/10001108666
Saved in:
33
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
34
Heteroskedasticity in stock returns
Schwert, George William
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1129-1155
Persistent link: https://www.econbiz.de/10001098069
Saved in:
35
Heteroskedasticity in stock return data : volume versus GARCH effects
Lamoureux, Christopher G.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 221-229
Persistent link: https://www.econbiz.de/10001084196
Saved in:
36
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
37
Empirical tests of the consumption-oriented CAPM
Breeden, Douglas T.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001072951
Saved in:
38
Is the real interest rate stable?
Rose, Andrew
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10001073016
Saved in:
39
The interrelation of stock and options market trading-volume data
Anthony, Joseph H.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 949-964
Persistent link: https://www.econbiz.de/10001073072
Saved in:
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