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There are 18741 results for: content related to: On the Cross-Sectional Relation between Expected Returns, Betas, and Size

  1. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383

  2. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  3. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  4. Speculative Betas

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2095–2144, HARRISON HONG and DAVID A. SRAER

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12431

  5. A Labor Capital Asset Pricing Model

    The Journal of Finance

    LARS-ALEXANDER KUEHN, MIKHAIL SIMUTIN and JESSIE JIAXU WANG

    Version of Record online : 5 JUN 2017, DOI: 10.1111/jofi.12504

  6. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  7. Dividend Dynamics and the Term Structure of Dividend Strips

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1115–1160, FREDERICO BELO, PIERRE COLLIN-DUFRESNE and ROBERT S. GOLDSTEIN

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12242

  8. Growth Opportunities, Technology Shocks, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 675–718, LEONID KOGAN and DIMITRIS PAPANIKOLAOU

    Version of Record online : 17 MAR 2014, DOI: 10.1111/jofi.12136

  9. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  10. The WACC Fallacy: The Real Effects of Using a Unique Discount Rate

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1253–1285, PHILIPP KRÜGER, AUGUSTIN LANDIER and DAVID THESMAR

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12250

  11. Good-Specific Habit Formation and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1699–1732, JULES H. VAN BINSBERGEN

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12397

  12. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  13. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  14. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  15. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  16. Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2471–2511, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12110

  17. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

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    Local Risk, Local Factors, and Asset Prices

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 325–370, SELALE TUZEL and MIAO BEN ZHANG

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12465

  19. Idiosyncratic Cash Flows and Systematic Risk

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 425–456, ILONA BABENKO, OLIVER BOGUTH and YURI TSERLUKEVICH

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12280

  20. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244