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G12 - Asset Pricing; Trading volume; Bond Interest Rates
Citations 1-10 of 286 total displayed.
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Most recent content
(1 Sep 2008):
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- Articles
Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
- Robert F. Dittmar and Kathy Yuan
Rev. Financ. Stud. 2008; 21: 1983-2014.
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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
- Hanno Lustig and Stijn Van Nieuwerburgh
Rev. Financ. Stud. 2008; 21: 2097-2137.
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Habit Formation, Incomplete Markets, and the Significance of Regional Risk for Expected Returns
- George M. Korniotis
Rev. Financ. Stud. 2008; 21: 2139-2172.
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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
- K.J. Martijn Cremers, Joost Driessen, and Pascal Maenhout
Rev. Financ. Stud. 2008; 21: 2209-2242.
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A Bayesian Analysis of Return Dynamics with Lévy Jumps
- Haitao Li, Martin T. Wells, and Cindy L. Yu
Rev. Financ. Stud. 2008; 21: 2345-2378.
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Past content
(since Jan 1991):
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- Articles
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
- Ivo Welch and Amit Goyal
Rev. Financ. Stud. 2008; 21: 1455-1508.
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The Dog That Did Not Bark: A Defense of Return Predictability
- John H. Cochrane
Rev. Financ. Stud. 2008; 21: 1533-1575.
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The Myth of Long-Horizon Predictability
- Jacob Boudoukh, Matthew Richardson, and Robert F. Whitelaw
Rev. Financ. Stud. 2008; 21: 1577-1605.
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The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
- Martin Lettau, Sydney C. Ludvigson, and Jessica A. Wachter
Rev. Financ. Stud. 2008; 21: 1653-1687.
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The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications
- Jefferson Duarte
Rev. Financ. Stud. 2008; 21: 1689-1731.
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