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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Kapitaleinkommen"
~subject:"Transaktionskosten"
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
Agarwal, Vikas
;
Mullally, Kevin A.
;
Tang, Yuehua
;
Yang, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2733-2776
Persistent link: https://www.econbiz.de/10011411412
Saved in:
4
Size anomalies in US bank stock returns
Gandhi, Priyank
;
Lustig, Hanno
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 733-768
Persistent link: https://www.econbiz.de/10010517165
Saved in:
5
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
6
Country size, currency unions, and international asset returns
Hassan, Tarek A.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2269-2308
Persistent link: https://www.econbiz.de/10010237386
Saved in:
7
Trading complex assets
Carlin, Bruce Ian
;
Kogan, Shimon
;
Lowery, Richard
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1937-1960
Persistent link: https://www.econbiz.de/10010204837
Saved in:
8
Value and momentum everywhere
Asness, Clifford S.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
Saved in:
9
Uncovering hedge fund skill from the portfolio holdings they hide
Agarwal, Vikas
;
Jiang, Wei
;
Tang, Yuehua
;
Yang, Baozhong
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 739-783
Persistent link: https://www.econbiz.de/10009730831
Saved in:
10
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
11
Institutional trade persistence and long-term equity returns
Dasgupta, Amil
;
Prat, Andrea
;
Verardo, Michela
- In:
The journal of finance : the journal of the American …
66
(
2011
)
2
,
pp. 635-653
Persistent link: https://www.econbiz.de/10009240907
Saved in:
12
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
13
Driven to distraction : extraneous events and underreaction to earnings news
Hirshleifer, David
;
Lim, Sonya Seongyeon
;
Teoh, Siew Hong
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2289-2325
Persistent link: https://www.econbiz.de/10003899969
Saved in:
14
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2591-2626
Persistent link: https://www.econbiz.de/10003926410
Saved in:
15
The long-lasting momentum in weekly returns
Gutierrez, Roberto C.
;
Kelley, Eric K.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 415-447
Persistent link: https://www.econbiz.de/10003821631
Saved in:
16
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
Saved in:
17
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
18
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
19
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
20
Does stock return momentum explain the "smart money" effect?
Sapp, Travis
;
Tiwari, Ashish
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2605-2622
Persistent link: https://www.econbiz.de/10002502829
Saved in:
21
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
22
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
Saved in:
23
Can investors profit from the prophets? : Security analyst recommendations and stock returns
Barber, Brad M.
(
contributor
)
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 531-563
Persistent link: https://www.econbiz.de/10001604120
Saved in:
24
Explaining the cross-section of stock returns in Japan : factors of characteristics?
Daniel, Kent
;
Titman, Sheridan
;
Wei, K. C. John
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 743-766
Persistent link: https://www.econbiz.de/10001604137
Saved in:
25
Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation
Xia, Yihong
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 205-246
Persistent link: https://www.econbiz.de/10001575065
Saved in:
26
Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.
;
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
Saved in:
27
Investing for the long run when returns are predictable
Barberis, Nicholas
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
Saved in:
28
International momentum strategies
Rouwenhorst, K. Geert
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001235485
Saved in:
29
Good news for value stocks : further evidence on market efficiency
La Porta, Rafael
;
Lakonishok, Josef
;
Shleifer, Andrei
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
Saved in:
30
Measuring mutual fund performance with characteristic-based benchmarks
Daniel, Kent
;
Grinblatt, Mark
;
Titman, Sheridan
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1035-1058
Persistent link: https://www.econbiz.de/10001225617
Saved in:
31
Returns to buying winners and selling losers : implications for stock market efficiency
Jegadeesh, Narasimhan
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10001141549
Saved in:
32
Long-term market overreaction or biases in computed returns?
Conrad, Jennifer S.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10001141550
Saved in:
33
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh
;
Balachandran, Bala V.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
Saved in:
34
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:
35
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
36
An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
Saved in:
37
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
Saved in:
38
Term structure multiplicity and clientele in markets with transactions costs and taxes
Dermody, Jaime C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 893-911
Persistent link: https://www.econbiz.de/10001073077
Saved in:
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