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The idiosyncratic volatility puzzle : time trend or speculative episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2010) 2, pp. 863-899
Persistent link: https://www.econbiz.de/10003943125
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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2013) 2, pp. 863-862
Persistent link: https://www.econbiz.de/10010113705
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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2010) 2, pp. 863-863
Persistent link: https://www.econbiz.de/10008370233
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A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
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What does equity sector orderflow tell us about the economy?
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730
Persistent link: https://www.econbiz.de/10009381415
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Flight-to-quality or flight-to-liquidity? : evidence from the Euro-area bond market
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 22 (2009) 3, pp. 925-957
Persistent link: https://www.econbiz.de/10003827624
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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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Taxes and corporate finance : a review
Graham, John R. - In: The review of financial studies 16 (2003) 4, pp. 1075-1129
Persistent link: https://www.econbiz.de/10001824055
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Liquidity management and corporate investment during a financial crisis
Campello, Murillo; Giambona, Erasmo; Graham, John R.; … - In: The review of financial studies 24 (2011) 6, pp. 1944-1979
Persistent link: https://www.econbiz.de/10009155230
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Managerial attributes and executive compensation
Graham, John R.; Li, Si; Qiu, Jiaping - In: The review of financial studies 25 (2012) 1, pp. 144-186
Persistent link: https://www.econbiz.de/10009515878