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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
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324
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1
A new test of risk factor relevance
Chinco, Alex
;
Hartzmark, Samuel M.
;
Sussman, Abigail B.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
Saved in:
2
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
;
Scaillet, Olivier
;
Wermers, Russ
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10003923940
Saved in:
3
Do tests of capital structure theory mean what they say?
Strebulaev, Ilya S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1747-1787
Persistent link: https://www.econbiz.de/10003522408
Saved in:
4
Bids and allocations in European IPO bookbuilding
Jenkinson, Tim
;
Jones, Howard
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2309-2338
Persistent link: https://www.econbiz.de/10002251541
Saved in:
5
Asset pricing with conditioning information : a new test
Wang, Kevin Q.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10001737268
Saved in:
6
Empirical tests for stochastic dominance efficiency
Post, Thierry
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1905-1931
Persistent link: https://www.econbiz.de/10001797763
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7
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
Saved in:
8
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 721-742
Persistent link: https://www.econbiz.de/10001604133
Saved in:
9
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
10
Expected return, realized return, and asset pricing tests
Elton, Edwin J.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1199-1220
Persistent link: https://www.econbiz.de/10001395746
Saved in:
11
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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