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Do jumps contribute to the dynamics of the equity premium
Maheu, John M.; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 110 (2013) 2, pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
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News as sources of jumps in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 145 (2022) 2,1, pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
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Do jumps contribute to the dynamics of the equity premium?
Maheu, John M.; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 110 (2013) 2, pp. 457-477
Persistent link: https://www.econbiz.de/10010186208
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The mystery of zero-leverage firms
Strebulaev, Ilya A.; Yang, Baozhong - In: Journal of financial economics 109 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010122966
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Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
Schaefer, Stephen M.; Strebulaev, Ilya A. - In: Journal of financial economics 90 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10008898140
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Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
Schaefer, Stephen M.; Strebulaev, Ilya A. - In: Journal of financial economics 90 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008135187
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Corporate bond default risk : a 150-year perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 102 (2011) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10009310776
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Macroeconomic effects of corporate default crisis: A long-term perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 111 (2014) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10010255519
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Investment busts, reputation, and the temptation to blend in with the crowd
Grenadier, Steven R.; Malenko, Andrey; Strebulaev, Ilya A. - In: Journal of financial economics 111 (2014) 1, pp. 137-157
Persistent link: https://www.econbiz.de/10010255535
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Government policy and ownership of equity securities
Rydqvist, Kristian; Spizman, Joshua; Strebulaev, Ilya A. - In: Journal of financial economics 111 (2014) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10010255540