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Return distributions and improved tests of asset pricing models
Vorkink, Keith - In: The review of financial studies 16 (2003) 3, pp. 845-874
Persistent link: https://www.econbiz.de/10001794937
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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen I. - In: The review of financial studies 22 (2009) 9, pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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Return reversals, idiosyncratic risk, and expected returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: The review of financial studies 23 (2010) 1, pp. 147-168
Persistent link: https://www.econbiz.de/10003941602
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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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The market portfolio may be mean/variance efficient after all
Levy, Moshe; Roll, Richard - In: The review of financial studies 23 (2010) 6, pp. 2464-2491
Persistent link: https://www.econbiz.de/10003976067
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Testing asymmetric-information asset pricing models
Kelly, Bryan T.; Ljungqvist, Alexander - In: The review of financial studies 25 (2012) 5, pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
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A new perspective on Gaussian dynamic term structure models
Joslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang - In: The review of financial studies 24 (2011) 3, pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
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Jumps in financial markets : a new nonparametric test and jump dynamics
Lee, Suzanne S.; Mykland, Per A. - In: The review of financial studies 21 (2008) 6, pp. 2535-2563
Persistent link: https://www.econbiz.de/10003805074
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R&D and the incentives from merger and acquisition activity
Phillips, Gordon M.; Zhdanov, Alexei - In: The review of financial studies 26 (2013) 1, pp. 34-78
Persistent link: https://www.econbiz.de/10009717760