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There are 7869 results for: content related to: Approximating the Asset Pricing Kernel

  1. 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

  2. Herding and Feedback Trading by Institutional and Individual Investors

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2263–2295, John R. Nofsinger and Richard W. Sias

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00188

  3. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  4. The Price Is (Almost) Right

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2739–2782, RANDOLPH B. COHEN, CHRISTOPHER POLK and TUOMO VUOLTEENAHO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01516.x

  5. Investor Inattention and Friday Earnings Announcements

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 709–749, STEFANO DELLAVIGNA and JOSHUA M. POLLET

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01447.x

  6. Bayesian Alphas and Mutual Fund Persistence

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2251–2288, JEFFREY A. BUSSE and PAUL J. IRVINE

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01057.x

  7. Mutual Fund Herding and the Impact on Stock Prices

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 581–622, Russ Wermers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00118

  8. Driven to Distraction: Extraneous Events and Underreaction to Earnings News

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2289–2325, DAVID HIRSHLEIFER, SONYA SEONGYEON LIM and SIEW HONG TEOH

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01501.x

  9. Corporate Political Contributions and Stock Returns

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 687–724, MICHAEL J. COOPER, HUSEYIN GULEN and ALEXEI V. OVTCHINNIKOV

    Version of Record online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01548.x

  10. 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

  11. Is the Value Spread a Good Predictor of Stock Returns? UK Evidence

    Journal of Business Finance & Accounting

    Volume 36, Issue 7-8, September/October 2009, Pages: 925–950, Maria Michou

    Version of Record online : 7 AUG 2009, DOI: 10.1111/j.1468-5957.2009.02148.x

  12. Individual Investor Trading and Stock Returns

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 273–310, RON KANIEL, GIDEON SAAR and SHERIDAN TITMAN

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01316.x

  13. IQ and Stock Market Participation

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2121–2164, MARK GRINBLATT, MATTI KELOHARJU and JUHANI LINNAINMAA

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01701.x

  14. 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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    Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 55–92, MARTIN LETTAU and JESSICA A. WACHTER

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01201.x

  16. Share Issuance and Factor Timing

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 761–798, ROBIN GREENWOOD and SAMUEL G. HANSON

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01730.x

  17. The Market for Mergers and the Boundaries of the Firm

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1169–1211, MATTHEW RHODES-KROPF and DAVID T. ROBINSON

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01355.x

  18. The Long-Lasting Momentum in Weekly Returns

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 415–447, ROBERTO C. GUTIERREZ JR and ERIC K. KELLEY

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01320.x

  19. Improved Methods for Tests of Long-Run Abnormal Stock Returns

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 165–201, John D. Lyon, Brad M. Barber and Chih-Ling Tsai

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00101

  20. 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