12 results
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 7 / November 2023
- Published online by Cambridge University Press:
- 31 October 2023, pp. 3195-3200
- Print publication:
- November 2023
-
- Article
-
- You have access
- Export citation
Inferring Aggregate Market Expectations from the Cross Section of Stock Prices
-
- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 11 April 2023, pp. 1-36
-
- Article
-
- You have access
- Open access
- Export citation
Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 56 / Issue 6 / September 2021
- Published online by Cambridge University Press:
- 13 October 2020, pp. 2136-2169
- Print publication:
- September 2021
-
- Article
- Export citation
The Macroeconomic Uncertainty Premium in the Corporate Bond Market
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 56 / Issue 5 / August 2021
- Published online by Cambridge University Press:
- 06 July 2020, pp. 1653-1678
- Print publication:
- August 2021
-
- Article
- Export citation
Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 55 / Issue 7 / November 2020
- Published online by Cambridge University Press:
- 22 August 2019, pp. 2150-2180
- Print publication:
- November 2020
-
- Article
- Export citation
A Lottery-Demand-Based Explanation of the Beta Anomaly
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 6 / December 2017
- Published online by Cambridge University Press:
- 27 December 2017, pp. 2369-2397
- Print publication:
- December 2017
-
- Article
- Export citation
Risk, Uncertainty, and Expected Returns
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 51 / Issue 3 / June 2016
- Published online by Cambridge University Press:
- 29 July 2016, pp. 707-735
- Print publication:
- June 2016
-
- Article
-
- You have access
- Export citation
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 48 / Issue 4 / August 2013
- Published online by Cambridge University Press:
- 19 August 2013, pp. 1145-1171
- Print publication:
- August 2013
-
- Article
- Export citation
Is There an Intertemporal Relation between Downside Risk and Expected Returns?
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 4 / August 2009
- Published online by Cambridge University Press:
- 01 August 2009, pp. 883-909
- Print publication:
- August 2009
-
- Article
- Export citation
Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 657-684
- Print publication:
- September 2008
-
- Article
- Export citation
Idiosyncratic Volatility and the Cross Section of Expected Returns
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 29-58
- Print publication:
- March 2008
-
- Article
- Export citation
Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 2 / June 2000
- Published online by Cambridge University Press:
- 06 April 2009, pp. 191-215
- Print publication:
- June 2000
-
- Article
- Export citation