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On equilibrium asset price processes
He, Hua - In: The review of financial studies 6 (1993) 3, pp. 593-617
Persistent link: https://www.econbiz.de/10001159892
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General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak - In: The review of financial studies 3 (1990) 4, pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
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The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter - In: The review of financial studies 3 (1990) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W. - In: The review of financial studies 3 (1990) 3, pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
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Nonnegative wealth, absence of arbitrage, and feasible consumption plans
Dybvig, Philip H. - In: The review of financial studies 1 (1988) 4, pp. 377-401
Persistent link: https://www.econbiz.de/10001106332
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Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B. - In: The review of financial studies 10 (1997) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
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Expected investment and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 172 (2018), pp. 43-49
Persistent link: https://www.econbiz.de/10012021975
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Financial markets with trade on risk and return
Smith, Kevin - In: The review of financial studies 32 (2019) 10, pp. 4042-4078
Persistent link: https://www.econbiz.de/10012108175