The following pages link to Journal of Financial Economics (Q63789):
Displaying 19 items.
- Why do term structures in different currencies co-move? (Q63793) (← links)
- The distribution of realized stock return volatility (Q116351) (← links)
- The pricing of commodity contracts (Q124611) (← links)
- Econometric measures of connectedness and systemic risk in the finance and insurance sectors (Q138166) (← links)
- Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆ (Q142144) (← links)
- Predictive regressions with time-varying coefficients (Q148645) (← links)
- An equilibrium characterization of the term structure (Q5363838) (← links)
- The effects of dividend yield and dividend policy on common stock prices and returns (Q5452371) (← links)
- Portfolio theory, job choice and the equilibrium structure of expected wages (Q5452372) (← links)
- Tests of the multiperiod two-parameter model (Q5452374) (← links)
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods (Q5452375) (← links)
- Comment on Merton and Samuelson (Q5452376) (← links)
- A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs (Q5452377) (← links)
- Option pricing when underlying stock returns are discontinuous (Q5452379) (← links)
- Option pricing: A simplified approach (Q5455556) (← links)
- An intertemporal asset pricing model with stochastic consumption and investment opportunities (Q5455557) (← links)
- Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital (Q5455558) (← links)
- Predicting stock price movements from past returns: the role of consistency and tax-loss selling (Q5455559) (← links)
- Common risk factors in the returns on stocks and bonds (Q5455561) (← links)
