-
1
-
-
0001918323
-
Risk premia and term premia in general equilibrium
-
Abel, A. B. 1999. Risk Premia and Term Premia in General Equilibrium. Journal of Monetary Economics 43:3-33.
-
(1999)
Journal of Monetary Economics
, vol.43
, pp. 3-33
-
-
Abel, A.B.1
-
2
-
-
34547689672
-
Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
-
Acharya, V. V., S. T. Bharath, and A. Srinivasan. 2007. Does Industry-Wide Distress Affect Defaulted Firms? Evidence from Creditor Recoveries. Journal of Financial Economics 85:787-821.
-
(2007)
Journal of Financial Economics
, vol.85
, pp. 787-821
-
-
Acharya, V.V.1
Bharath, S.T.2
Srinivasan, A.3
-
3
-
-
36649034710
-
The risk-adjusted cost of financial distress
-
Almeida, H., and T. Philippon. 2007. The Risk-Adjusted Cost of Financial Distress. Journal of Finance 62:2557-2586
-
(2007)
Journal of Finance
, vol.62
, pp. 2557-2586
-
-
Almeida, H.1
Philippon, T.2
-
4
-
-
0033270858
-
Are there economies of scale in underwriting fees? Evidence of rising external financing costs
-
Altinkilic, O., and R. S. Hansen. 2000. Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs. Review of Financial Studies 13:191-218.
-
(2000)
Review of Financial Studies
, vol.13
, pp. 191-218
-
-
Altinkilic, O.1
Hansen, R.S.2
-
6
-
-
0001393537
-
Efficiency, equilibrium, and asset pricing with risk of default
-
Alvarez, F., and U. J. Jermann. 2000. Efficiency, Equilibrium, and Asset Pricing with Risk of Default. Econometrica 68:775-797
-
(2000)
Econometrica
, vol.68
, pp. 775-797
-
-
Alvarez, F.1
Jermann, U.J.2
-
7
-
-
36448949838
-
Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility
-
Andersen, T. G., T. Bollerslev, and F. X. Diebold. 2007. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility. Review of Economics and Statistics 84:701-720
-
(2007)
Review of Economics and Statistics
, vol.84
, pp. 701-720
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
-
8
-
-
0038465465
-
How costly is financial (not economic) distress? Evidence from highly leveraged transactions that became distressed
-
Andrade, G., and S. N. Kaplan. 1998. How Costly Is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions That Became Distressed. Journal of Finance 53:1443-1493 (Pubitemid 128344228)
-
(1998)
Journal of Finance
, vol.53
, Issue.5
, pp. 1443-1493
-
-
Andrade, G.1
Kaplan, S.N.2
-
9
-
-
0002246180
-
Intertemporal substitution, risk aversion and the euler equation for consumption
-
Attanasio, O. P., and G. Weber. 1989. Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption. Economic Journal 99:59-73.
-
(1989)
Economic Journal
, vol.99
, pp. 59-73
-
-
Attanasio, O.P.1
Weber, G.2
-
10
-
-
23944484942
-
Consumption, dividends, and the cross-section of equity returns
-
Bansal, R., R. F. Dittmar, and C. T. Lundblad. 2005. Consumption, Dividends, and the Cross-Section of Equity Returns. Journal of Finance 60:1639-1672
-
(2005)
Journal of Finance
, vol.60
, pp. 1639-1672
-
-
Bansal, R.1
Dittmar, R.F.2
Lundblad, C.T.3
-
11
-
-
4344674622
-
Risks for the long run: A potential resolution of asset pricing puzzles
-
Bansal, R., and A. Yaron. 2004. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. Journal of Finance 59:1481-1509.
-
(2004)
Journal of Finance
, vol.59
, pp. 1481-1509
-
-
Bansal, R.1
Yaron, A.2
-
12
-
-
0007980113
-
Optimal investment, growth options, and security returns
-
Berk, J. B., R. C. Green, and V. Naik. 1999. Optimal Investment, Growth Options, and Security Returns. Journal of Finance 54:1553-1607.
-
(1999)
Journal of Finance
, vol.54
, pp. 1553-1607
-
-
Berk, J.B.1
Green, R.C.2
Naik, V.3
-
13
-
-
33846006135
-
-
Unpublished Working Paper
-
Berndt, A., R. Douglas, D. Duffie, M. Ferguson, and D. Schranz. 2005. Measuring Default Risk Premia from Default Swap Rates and EDF's. Unpublished Working Paper.
-
(2005)
Measuring Default Risk Premia from Default Swap Rates and EDF's
-
-
Berndt, A.1
Douglas, R.2
Duffie, D.3
Ferguson, M.4
Schranz, D.5
-
16
-
-
0030243487
-
Consumption and equilibrium asset pricing: An empirical assessment
-
Bonomo, M., and R. Garcia. 1996. Consumption and Equilibrium Asset Pricing: An Empirical Assessment. Journal of Empirical Finance 3:239-265
-
(1996)
Journal of Empirical Finance
, vol.3
, pp. 239-265
-
-
Bonomo, M.1
Garcia, R.2
-
18
-
-
0036022601
-
Multifractality in asset returns: Theory and evidence
-
---. 2002. Multifractality in Asset Returns: Theory and Evidence. Review of Economics and Statistics 84:381-406.
-
(2002)
Review of Economics and Statistics
, vol.84
, pp. 381-406
-
-
-
19
-
-
34548538549
-
Multifrequency news and stock returns
-
---. 2007. Multifrequency News and Stock Returns. Journal of Financial Economics 86:178-212.
-
(2007)
Journal of Financial Economics
, vol.86
, pp. 178-212
-
-
-
20
-
-
36649002415
-
Multifrequency jump-diffusions: An equilibrium approach
-
---.2008. Multifrequency Jump-Diffusions: An Equilibrium Approach. Journal of Mathematical Economics 44:207-226
-
(2008)
Journal of Mathematical Economics
, vol.44
, pp. 207-226
-
-
-
21
-
-
0344839169
-
Stock returns and the term structure
-
Campbell, J. Y. 1987. Stock Returns and the Term Structure. Journal of Financial Economics 18:373-399
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 373-399
-
-
Campbell, J.Y.1
-
22
-
-
77956771554
-
Asset prices, consumption, and the business cycle
-
---.1999. Asset Prices, Consumption, and the Business Cycle. Handbook of Macroeconomics 1,1231-1303.
-
(1999)
Handbook of Macroeconomics
, vol.1
, pp. 1231-1303
-
-
-
23
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell, J. Y., and J. H. Cochrane. 1999. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy 107:205-251
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
24
-
-
0000007521
-
The dividend-price ratio and expectations of future dividends and discount factors
-
Campbell, J. Y., and R. J. Shiller. 1988. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. Review of Financial Studies 1:195-228.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
25
-
-
0344153911
-
Equity volatility and corporate bond yields
-
Campbell, J. Y., and G. B. Taksler. 2003. Equity Volatility and Corporate Bond Yields. Journal of Finance 69:2321-2349
-
(2003)
Journal of Finance
, vol.69
, pp. 2321-2349
-
-
Campbell, J.Y.1
Taksler, G.B.2
-
26
-
-
76549098594
-
Default and recovery rates of corporate bond issuers
-
Cantor, R., F. Emery, K. Kim, S. Ou, and J. Tennant. 2008. Default and Recovery Rates of Corporate Bond Issuers. Moody's Investors Service, Global Credit Research.
-
(2008)
Moody's Investors Service, Global Credit Research
-
-
Cantor, R.1
Emery, F.2
Kim, K.3
Ou, S.4
Tennant, J.5
-
27
-
-
4344650584
-
Corporate investment and asset price dynamics: Implications for the cross-section of returns
-
Carlson, M., A. J. Fisher, and R. M. Giammarino. 2004. Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns. Journal of Finance 59:2577-2603.
-
(2004)
Journal of Finance
, vol.59
, pp. 2577-2603
-
-
Carlson, M.1
Fisher, A.J.2
Giammarino, R.M.3
-
29
-
-
23444456732
-
Asset prices and default-free term structure in an equilibrium model of default
-
Chan, G., and S. M. Sundaresan. 2005. Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default. Journal of Business 78:997-1021.
-
(2005)
Journal of Business
, vol.78
, pp. 997-1021
-
-
Chan, G.1
Sundaresan, S.M.2
-
31
-
-
71949092664
-
On the relation between the credit spread puzzle and the equity premium puzzle
-
Chen, L., P. Collin-Dufresne, and R. S. Goldstein. 2009. On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle. Review of Financial Studies 22:3367-3409.
-
(2009)
Review of Financial Studies
, vol.22
, pp. 3367-3409
-
-
Chen, L.1
Collin-Dufresne, P.2
Goldstein, R.S.3
-
32
-
-
33846222304
-
Corporate yield spreads and bond liquidity
-
Chen, L., D. A. Lesmond, and J. Z.Wei. 2007. Corporate Yield Spreads and Bond Liquidity. Journal of Finance 62:119-149
-
(2007)
Journal of Finance
, vol.62
, pp. 119-149
-
-
Chen, L.1
Lesmond, D.A.2
Wei, J.Z.3
-
35
-
-
0344685284
-
Stock return predictability: A bayesian model selection perspective
-
Cremers, K. J. M. 2002. Stock Return Predictability: A Bayesian Model Selection Perspective. Review of Financial Studies 15:1223-1249
-
(2002)
Review of Financial Studies
, vol.15
, pp. 1223-1249
-
-
Cremers, K.J.M.1
-
36
-
-
52649119776
-
Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model
-
Cremers, K. J. M., J. Driessen, and P. Maenhout. 2008. Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model. Review of Financial Studies 21:2209-2242
-
(2008)
Review of Financial Studies
, vol.21
, pp. 2209-2242
-
-
Cremers, K.J.M.1
Driessen, J.2
Maenhout, P.3
-
37
-
-
33846252686
-
Common failings: How corporate defaults are correlated
-
Das, S. R., D. J. Duffie, N. Kapadia, and L. Saita. 2008. Common Failings: How Corporate Defaults Are Correlated. Journal of Finance 62:93-117.
-
(2008)
Journal of Finance
, vol.62
, pp. 93-117
-
-
Das, S.R.1
Duffie, D.J.2
Kapadia, N.3
Saita, L.4
-
38
-
-
57349125901
-
Inflation uncertainty, asset valuations, and credit risk
-
David, A. 2008. Inflation Uncertainty, Asset Valuations, and Credit Risk. Review of Financial Studies 21:2487-2534.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 2487-2534
-
-
David, A.1
-
40
-
-
36649008564
-
Strategic actions and credit spreads: An empirical investigation
-
Davydenko, S., and I. A. Strebulaev. 2007. Strategic Actions and Credit Spreads: An Empirical Investigation. Journal of Finance 62:2633-2671
-
(2007)
Journal of Finance
, vol.62
, pp. 2633-2671
-
-
Davydenko, S.1
Strebulaev, I.A.2
-
42
-
-
0011603540
-
The relation between treasuryyields and corporate bondyield spreads
-
Duffee, G. R. 1998. The Relation between TreasuryYields and Corporate BondYield Spreads. Journal of Finance 53:2225-2241
-
(1998)
Journal of Finance
, vol.53
, pp. 2225-2241
-
-
Duffee, G.R.1
-
43
-
-
0001143199
-
Stochastic differential utility
-
Duffie, D., and L. G. Epstein. 1992. Stochastic Differential Utility. Econometrica 60:353-394
-
(1992)
Econometrica
, vol.60
, pp. 353-394
-
-
Duffie, D.1
Epstein, L.G.2
-
44
-
-
33847186611
-
Multi-period corporate default prediction with stochastic covariates
-
Duffie, J. D., L. Saita, and K.Wang. 2007. Multi-Period Corporate Default Prediction with Stochastic Covariates. Journal of Financial Economics 83:635-665
-
(2007)
Journal of Financial Economics
, vol.83
, pp. 635-665
-
-
Duffie, J.D.1
Saita, L.2
Wang, K.3
-
46
-
-
4344615968
-
Structural models of corporate bond pricing: An empirical analysis
-
Eom, Y. H., J. Helwege, and J.-Z. Huang. 1999. Structural Models of Corporate Bond Pricing: An Empirical Analysis. Review of Financial Studies 17:499-544.
-
(1999)
Review of Financial Studies
, vol.17
, pp. 499-544
-
-
Eom, Y.H.1
Helwege, J.2
Huang, J.-Z.3
-
47
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A Theoretical framework
-
Epstein, L. G., and S. E. Zin. 1989. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. Econometrica 57:937-969
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.G.1
Zin, S.E.2
-
50
-
-
34250890715
-
Business conditions and expected returns on stocks and bonds
-
Fama, E. F., and K. R. French. 1989. Business Conditions and Expected Returns on Stocks and Bonds. Journal of Financial Economics 25:23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-49
-
-
Fama, E.F.1
French, K.R.2
-
51
-
-
38549147867
-
Common risk factors in the returns on stock and bonds
-
---. 1993. Common Risk Factors in the Returns on Stock and Bonds. Journal of Financial Economics 33:3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
-
52
-
-
84977723030
-
Dynamic capital structure choice: Theory and tests
-
Fischer, E. O., R. Heinkel, and J. Zechner. 1989. Dynamic Capital Structure Choice: Theory and Tests. Journal of Finance 44:19-40.
-
(1989)
Journal of Finance
, vol.44
, pp. 19-40
-
-
Fischer, E.O.1
Heinkel, R.2
Zechner, J.3
-
53
-
-
38249003514
-
Variations in economic uncertainty and risk premiums on capital assets
-
Gennotte, G., and T. A.Marsh. 1993. Variations in Economic Uncertainty and Risk Premiums on Capital Assets. European Economic Review 37:1021-1041
-
(1993)
European Economic Review
, vol.37
, pp. 1021-1041
-
-
Gennotte, G.1
Marsh, T.A.2
-
54
-
-
18044403859
-
An EBIT-based model of dynamic capital structure
-
DOI 10.1086/322893
-
Goldstein, R., N. Ju, and H. Leland. 2001. An EBIT-Based Model of Dynamic Capital Structure. Journal of Business 74:483-512. (Pubitemid 33357091)
-
(2001)
Journal of Business
, vol.74
, Issue.4
, pp. 483-512
-
-
Goldstein, R.1
Ju, N.2
Leland, H.3
-
56
-
-
33748951016
-
Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective
-
Guvenen, F. 2006. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. Journal of Monetary Economics 53:1451-1472
-
(2006)
Journal of Monetary Economics
, vol.53
, pp. 1451-1472
-
-
Guvenen, F.1
-
58
-
-
33751234796
-
Capital structure, credit risk and macroeconomic conditions
-
Hackbarth, D., J. Miao, and E. Morellec. 2006. Capital Structure, Credit Risk and Macroeconomic Conditions. Journal of Financial Economics 82:519-550
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 519-550
-
-
Hackbarth, D.1
Miao, J.2
Morellec, E.3
-
59
-
-
84936526550
-
Intertemporal substitution in consumption
-
Hall, R. E. 1988. Intertemporal Substitution in Consumption. Journal of Political Economy 96:339-357
-
(1988)
Journal of Political Economy
, vol.96
, pp. 339-357
-
-
Hall, R.E.1
-
60
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton, J. D. 1989. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica 57:357-384
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
61
-
-
85017108575
-
Generalized instrumental variables estimation of nonlinear rational expectations models
-
Hansen, L. P., and K. J. Singleton. 1982. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. Econometrica 50:1269-1286
-
(1982)
Econometrica
, vol.50
, pp. 1269-1286
-
-
Hansen, L.P.1
Singleton, K.J.2
-
62
-
-
0009894603
-
How much of the corporate-treasury yield spread is due to credit risk?
-
Unpublished Working Paper
-
Huang, J., and M. Huang. 2003. How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? A New Calibration Approach. Unpublished Working Paper.
-
(2003)
A New Calibration Approach
-
-
Huang, J.1
Huang, M.2
-
63
-
-
33748876273
-
Merton's model, credit risk, and volatility skews
-
Hull, J. C., I. Nelken, and A. D. White. 2004. Merton's Model, Credit Risk, and Volatility Skews. Journal of Credit Risk 1:1-27.
-
(2004)
Journal of Credit Risk
, vol.1
, pp. 1-27
-
-
Hull, J.C.1
Nelken, I.2
White, A.D.3
-
64
-
-
0010962742
-
The conditional CAPM and the cross-section of expected returns
-
Jagannathan, R., and Z.Wang. 1996. The Conditional CAPM and the Cross-Section of Expected Returns. Journal of Finance 51:3-53. (Pubitemid 126314153)
-
(1996)
Journal of Finance
, vol.51
, Issue.1
, pp. 3-53
-
-
Jagannathan, R.1
Wang, Z.2
-
68
-
-
0037375927
-
Capital structure choice: Macroeconomic conditions and financial constraints
-
Korajczyk, R. A., and A. Levy. 2003. Capital Structure Choice: Macroeconomic Conditions and Financial Constraints. Journal of Financial Economics 68:75-109.
-
(2003)
Journal of Financial Economics
, vol.68
, pp. 75-109
-
-
Korajczyk, R.A.1
Levy, A.2
-
70
-
-
28244478078
-
Do firms rebalance their capital structures?
-
Leary, M. T., and M. R. Roberts. 2005. Do Firms Rebalance Their Capital Structures? Journal of Finance 60:2575-2619.
-
(2005)
Journal of Finance
, vol.60
, pp. 2575-2619
-
-
Leary, M.T.1
Roberts, M.R.2
-
71
-
-
84993608428
-
Corporate debt value, bond covenants, and optimal capital structure
-
Leland, H. E. 1994. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. Journal of Finance 49:1213-1252
-
(1994)
Journal of Finance
, vol.49
, pp. 1213-1252
-
-
Leland, H.E.1
-
72
-
-
47749124164
-
Back to the beginning: Persistence and the cross-section of corporate capital structure
-
Lemmon, M. L.,M. R. Roberts, and J. F. Zender. 2008. Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure. Journal of Finance 63:1575-1608.
-
(2008)
Journal of Finance
, vol.63
, pp. 1575-1608
-
-
Roberts, M.L.1
Roberts, M.R.2
Zender, J.F.3
-
73
-
-
25844492645
-
Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market
-
Longstaff, F. A., S. Mithal, and E. Neis. 2005. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market. Journal of Finance 60:2213-2253
-
(2005)
Journal of Finance
, vol.60
, pp. 2213-2253
-
-
Longstaff, F.A.1
Mithal, S.2
Neis, E.3
-
75
-
-
0000808665
-
On the pricing of corporate debt: The risk structure of interest rates
-
Merton, R. C. 1974. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Journal of Finance 29:449-470
-
(1974)
Journal of Finance
, vol.29
, pp. 449-470
-
-
Merton, R.C.1
-
76
-
-
53649091105
-
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
-
Schaefer, S. M., and I. A. Strebulaev. 2008. Structural Models of Credit Risk Are Useful: Evidence from Hedge Ratios on Corporate Bonds. Journal of Financial Economics 90:1-19.
-
(2008)
Journal of Financial Economics
, vol.90
, pp. 1-19
-
-
Schaefer, S.M.1
Strebulaev, I.A.2
-
77
-
-
0001968456
-
Optimal consumption and portfolio selection with stochastic differential utility
-
Schroder, M., and C. Skiadas. 1999. Optimal Consumption and Portfolio Selection with Stochastic Differential Utility. Journal of Economic Theory 89:68-126.
-
(1999)
Journal of Economic Theory
, vol.89
, pp. 68-126
-
-
Schroder, M.1
Skiadas, C.2
-
78
-
-
34547872054
-
Do tests of capital structure theorymean what they say?
-
Strebulaev, I. 2007. Do Tests of Capital Structure TheoryMean What They Say? Journal of Finance 62:1747-1787
-
(2007)
Journal of Finance
, vol.62
, pp. 1747-1787
-
-
Strebulaev, I.1
-
79
-
-
33646733844
-
Macroeconomic conditions, firm characteristics and credit spread dynamics
-
Tan, D., and H. Yan. 2006. Macroeconomic Conditions, Firm Characteristics and Credit Spread Dynamics. Journal of Financial Services Research 29:177-210.
-
(2006)
Journal of Financial Services Research
, vol.29
, pp. 177-210
-
-
Tan, D.1
Yan, H.2
-
81
-
-
0034363463
-
Bankruptcy auctions: Costs, debt recovery, and firm survival
-
Thorburn, K. S. 2000. Bankruptcy Auctions: Costs, Debt Recovery, and Firm Survival. Journal of Financial Economics 58:337-368
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 337-368
-
-
Thorburn, K.S.1
-
82
-
-
0036692994
-
Limited assetmarket participation and the elasticity of intertemporal substitution
-
Vissing-Jorgensen, A. 2002. Limited AssetMarket Participation and the Elasticity of Intertemporal Substitution. Journal of Political Economy 110:825-853
-
(2002)
Journal of Political Economy
, vol.110
, pp. 825-853
-
-
Vissing-Jorgensen, A.1
-
83
-
-
0001926061
-
Nonexpected utility in macroeconomics
-
Weil, P. 1990. Nonexpected Utility in Macroeconomics. Quarterly Journal of Economics 105:29-42.
-
(1990)
Quarterly Journal of Economics
, vol.105
, pp. 29-42
-
-
Weil, P.1
-
84
-
-
1842842960
-
Capital structure and stock returns
-
Welch, I. 2004. Capital Structure and Stock Returns. Journal of Political Economy 112:106-131
-
(2004)
Journal of Political Economy
, vol.112
, pp. 106-131
-
-
Welch, I.1
-
85
-
-
84993911684
-
Time variations and covariations in the expectation and volatility of stock market returns
-
Whitelaw, R. F. 1994. Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns. Journal of Finance 49:515-541
-
(1994)
Journal of Finance
, vol.49
, pp. 515-541
-
-
Whitelaw, R.F.1
-
87
-
-
12344316275
-
The value premium
-
Zhang, L. 2005. The Value Premium. Journal of Finance 60:67-103.
-
(2005)
Journal of Finance
, vol.60
, pp. 67-103
-
-
Zhang, L.1
|