3

The Conditional CAPM and the Cross-Section of Expected Returns

Year:
1996
Language:
english
File:
PDF, 2.87 MB
english, 1996
5

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Year:
2009
Language:
english
File:
PDF, 211 KB
english, 2009
6

Why do firms use high discount rates?

Year:
2016
Language:
english
File:
PDF, 3.51 MB
english, 2016
8

Reforming the Bookbuilding Process for IPOs

Year:
2005
Language:
english
File:
PDF, 136 KB
english, 2005
9

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Year:
2003
Language:
english
File:
PDF, 246 KB
english, 2003
10

Price Stability and Futures Trading in Commodities

Year:
1990
Language:
english
File:
PDF, 172 KB
english, 1990
11

Assessing Specification Errors in Stochastic Discount Factor Models

Year:
1997
Language:
english
File:
PDF, 686 KB
english, 1997
14

Call options and the risk of underlying securities

Year:
1984
Language:
english
File:
PDF, 571 KB
english, 1984
18

A Firm's Cost of Capital

Year:
2017
Language:
english
File:
PDF, 396 KB
english, 2017
19

Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

Year:
2010
Language:
english
File:
PDF, 696 KB
english, 2010
20

Momentum Trading, Return Chasing and Predictable Crashes

Year:
2014
Language:
english
File:
PDF, 939 KB
english, 2014
21

The Conditional CAPM and the Cross-Section of Expected Returns

Year:
1996
Language:
english
File:
PDF, 1.15 MB
english, 1996
23

The Public Market Equivalent and Private Equity Performance

Year:
2015
Language:
english
File:
PDF, 211 KB
english, 2015
28

Growth Expectations, Dividend Yields, and Future Stock Returns

Year:
2014
Language:
english
File:
PDF, 881 KB
english, 2014
29

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Year:
2003
Language:
english
File:
PDF, 3.59 MB
english, 2003
30

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

Year:
2007
Language:
english
File:
PDF, 4.12 MB
english, 2007
32

Options: Theory, Strategy, and Applicationsby Peter Ritchken

Year:
1989
Language:
english
File:
PDF, 174 KB
english, 1989
33

Market Timing

Year:
2014
Language:
english
File:
PDF, 232 KB
english, 2014
37

Seasonalities in security returns: The case of earnings announcements

Year:
1988
Language:
english
File:
PDF, 1.88 MB
english, 1988
38

Why Do Firms Use High Discount Rates?

Year:
2014
Language:
english
File:
PDF, 543 KB
english, 2014
40

On Frequent Batch Auctions for Stocks

Year:
2020
Language:
english
File:
PDF, 493 KB
english, 2020
42

Cross-Sectional Asset Pricing Tests

Year:
2010
Language:
english
File:
PDF, 1.35 MB
english, 2010
43

Generalized Methods of Moments

Year:
2002
Language:
english
File:
PDF, 272 KB
english, 2002
45

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

Year:
2007
Language:
english
File:
PDF, 214 KB
english, 2007
47

A Note on the Asymptotic Covariance in Fama-MacBeth Regression

Year:
1998
Language:
english
File:
PDF, 185 KB
english, 1998