G12 - Asset Pricing

Citations 1-10 of 24 total displayed.

Most recent content (1 Nov 2007):

Articles
Turning over Turnover

K. J. Martijn Cremers and Jianping Mei
Rev. Financ. Stud. 2007; 20: 1749-1782. [Abstract] [Full text] [PDF]  

Articles
Liquidity and Expected Returns: Lessons from Emerging Markets

Geert Bekaert, Campbell R. Harvey, and Christian Lundblad
Rev. Financ. Stud. 2007; 20: 1783-1831. [Abstract] [Full text] [PDF]  

Articles
Valuation in Over-the-Counter Markets

Darrell Duffie, Nicolae Gârleanu, and Lasse Heje Pedersen
Rev. Financ. Stud. 2007; 20: 1865-1900. [Abstract] [Full text] [PDF]  

Articles
Underpricing in the Corporate Bond Market

Nianyun (Kelly) Cai, Jean Helwege, and Arthur Warga
Rev. Financ. Stud. 2007; 20: 2021-2046. [Abstract] [Full text] [PDF]  

Past content (since Dec 2006):

Articles
Governance Mechanisms and Bond Prices

K.J. Martijn Cremers, Vinay B. Nair, and Chenyang Wei
Rev. Financ. Stud. 2007; 20: 1359-1388. [Abstract] [Full text] [PDF]  

Articles
An Equilibrium Model of Investment Under Uncertainty

Robert Novy-Marx
Rev. Financ. Stud. 2007; 20: 1461-1502. [Abstract] [Full text] [PDF]  

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
When Does Extra Risk Strictly Increase an Option's Value?

Eric Rasmusen
Rev. Financ. Stud. 2007; 20: 1647-1667. [Abstract] [Full text] [PDF]  

Articles
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

Qiang Dai, Kenneth J. Singleton, and Wei Yang
Rev. Financ. Stud. 2007; 20: 1669-1706. [Abstract] [Full text] [PDF]  

Articles
Industry Information Diffusion and the Lead-lag Effect in Stock Returns

Kewei Hou
Rev. Financ. Stud. 2007; 20: 1113-1138. [Abstract] [Full text] [PDF]  

[Next page] Pages: 1 2 3