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There are 13919 results for: content related to: Reverse Survivorship Bias

  1. 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

  2. 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

  3. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  4. 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

  5. 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

  6. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x

  7. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  8. Noisy Prices and Inference Regarding Returns

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 665–714, ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER and IVALINA KALCHEVA

    Version of Record online : 7 MAR 2013, DOI: 10.1111/jofi.12010

  9. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  10. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  11. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  12. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  13. 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

  14. Security Design with Investor Private Information

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2587–2632, ULF AXELSON

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01287.x

  15. Financing Constraints and Workplace Safety

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2017–2058, JONATHAN B. COHN and MALCOLM I. WARDLAW

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12430

  16. 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

  17. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  18. 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

  19. 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

  20. 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