The following pages link to The Journal of Finance (Q63784):
Displayed 11 items.
- Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (Q63788) (← links)
- A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (Q109046) (← links)
- A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices (Q109049) (← links)
- Portfolio Selection (Q117312) (← links)
- ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (Q140558) (← links)
- PORTFOLIO SELECTION* (Q148961) (← links)
- Liquidity, Information, and Infrequently Traded Stocks (Q153383) (← links)
- Empirical Performance of Alternative Option Pricing Models (Q154727) (← links)
- Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology (Q5978577) (← links)
- Assessing Specification Errors in Stochastic Discount Factor Models (Q5978581) (← links)
- Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (Q5980040) (← links)