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There are 32655 results for: content related to: Ex Ante Skewness and Expected Stock Returns

  1. 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

  2. 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

  3. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  4. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  5. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  6. Identification of Maximal Affine Term Structure Models

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 743–795, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and CHRISTOPHER S. JONES

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01331.x

  7. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  8. 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

  9. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  10. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  11. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  12. You have free access to this content
    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  13. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  14. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2171–2212, HUI CHEN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01613.x

  15. 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

  16. Financial Distress and the Cross-section of Equity Returns

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 789–822, LORENZO GARLAPPI and HONG YAN

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01652.x

  17. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  18. Stochastic Volatilities and Correlations of Bond Yields

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1491–1524, BING HAN

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01242.x

  19. You have free access to this content
    Information Disclosure and Corporate Governance

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 195–233, BENJAMIN E. HERMALIN and MICHAEL S. WEISBACH

    Version of Record online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01710.x

  20. The Risk-Adjusted Cost of Financial Distress

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2557–2586, HEITOR ALMEIDA and THOMAS PHILIPPON

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01286.x