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How good are standard debt contracts? : Stochastic versus nonstochastic monitoring in a costly state verification environment
Boyd, John H. - In: The journal of business : B 67 (1994) 4, pp. 539-561
Persistent link: https://www.econbiz.de/10001172770
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Assessing the market timing performance of managed portfolios
Jagannathan, Ravi - In: The journal of business : B 59 (1986) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001010465
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Correcting for heteroscedasticity in tests for market timing ability
Breen, William - In: The journal of business : B 59 (1986) 4, pp. 585-598
Persistent link: https://www.econbiz.de/10001014975
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Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi - In: The journal of business : B 71 (1998) 3, pp. 319-347
Persistent link: https://www.econbiz.de/10001247516
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How Good Are Standard Debt Contracts? Stochastic versus Nonstochastic Monitoring in a Costly State Verification Environment
Boyd, John H.; Smith, Bruce D. - In: The journal of business : B 67 (1994) 4, pp. 539-562
Persistent link: https://www.econbiz.de/10006071767
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Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market
Jagannathan, Ravi; Kubota, Keiichi; Takehara, Hitoshi - In: The journal of business : B 71 (1998) 3, pp. 319-348
Persistent link: https://www.econbiz.de/10007352267