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Bond illiquidity and excess volatility
Bao, Jack; Pan, Jun - In: The review of financial studies 26 (2013) 12, pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
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Is default risk negatively related to stock returns?
Chava, Sudheer; Purnanandam, Amiyatosh - In: The review of financial studies 23 (2010) 6, pp. 2523-2599
Persistent link: https://www.econbiz.de/10003976077
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Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo; Shu, Tao; Yan, Hong - In: The review of financial studies 21 (2008) 6, pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
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Survivorship bias in performance studies
Brown, Stephen J. (contributor) - In: The review of financial studies 5 (1992) 4, pp. 553-580
Persistent link: https://www.econbiz.de/10001137842
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Mean reversion in short-horizon expected returns
Conrad, Jennifer S. - In: The review of financial studies 2 (1989) 2, pp. 225-240
Persistent link: https://www.econbiz.de/10001106372
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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Labor income and predictable stock returns
Santos, Tano; Veronesi, Pietro - In: The review of financial studies 19 (2006) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
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Market frictions, price delay, and the cross-section of expected returns
Hou, Kewei; Moskowitz, Tobias J. - In: The review of financial studies 18 (2005) 3, pp. 981-1020
Persistent link: https://www.econbiz.de/10003133579
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The skewness of the stock market over long horizons
Neuberger, Anthony; Payne, Richard - In: The review of financial studies 34 (2021) 3, pp. 1572-1616
Persistent link: https://www.econbiz.de/10012434851