Narrow search
Showing 1 - 9 of 9
Cover Image
Changing risk, changing risk premiums, and dividend yield effects
Chen, Nai-fu
Persistent link: https://www.econbiz.de/10001274013
Cover Image
Transaction costs and asset prices : a dynamic equilibrium model
Vayanos, Dimitri - In: The review of financial studies 11 (1998) 1, pp. 1-58
Persistent link: https://www.econbiz.de/10001239347
Cover Image
Mispricing factors
Stambaugh, Robert F.; Yuan, Yu - In: The review of financial studies 30 (2017) 4, pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
Cover Image
Absolving beta of volatility's effects
Liu, Jianan; Stambaugh, Robert F.; Yuan, Yu - In: Journal of financial economics 128 (2018) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Cover Image
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Cover Image
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
Cover Image
Liquidity and asset returns under asymmetric information and imperfect competition
Vayanos, Dimitri; Wang, Jiang - In: The review of financial studies 25 (2012) 5, pp. 1339-1365
Persistent link: https://www.econbiz.de/10009536416
Cover Image
Chapter 19. Market Liquidity—Theory and Empirical Evidence
Vayanos, Dimitri; Wang, Jiang - 2013
basic questions within that model. We review the empirical literature through the lens of the theory, using the theory to …
Persistent link: https://www.econbiz.de/10014025359
Cover Image
Asset management contracts and equilibrium prices
Buffa, Andrea M.; Vayanos, Dimitri; Woolley, Paul - In: Journal of political economy 130 (2022) 12, pp. 3146-3201
Persistent link: https://www.econbiz.de/10013548065