Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 19 results in range #1 to #19.

The distribution of realized stock return volatility: Label: en
Why do term structures in different currencies co-move?: Label: en
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆: Label: en
Predictive regressions with time-varying coefficients: Label: en
The pricing of commodity contracts: Label: en
Econometric measures of connectedness and systemic risk in the finance and insurance sectors: Label: en
Common risk factors in the returns on stocks and bonds: Label: en
Predicting stock price movements from past returns: the role of consistency and tax-loss selling: Label: en
Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital: Label: en
An intertemporal asset pricing model with stochastic consumption and investment opportunities: Label: en
Option pricing: A simplified approach: Label: en
Option pricing when underlying stock returns are discontinuous: Label: en
A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs: Label: en
Comment on Merton and Samuelson: Label: en
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods: Label: en
Tests of the multiperiod two-parameter model: Label: en
Portfolio theory, job choice and the equilibrium structure of expected wages: Label: en
The effects of dividend yield and dividend policy on common stock prices and returns: Label: en
An equilibrium characterization of the term structure: Label: en