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The Pricing of Forward Contracts for Foreign Exchange
In: Journal of political economy, Volume 93, Issue 2, p. 346-368
ISSN: 1537-534X
The Pricing of Forward Contracts for Foreign Exchange
In: Journal of political economy, Volume 93, Issue 2, p. 346
ISSN: 0022-3808
Large Sample Estimators of the Stochastic Discount Factor
In: Journal of Financial Econometrics, forthcoming.
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Working paper
Semi-strong Factors in Asset Returns
In: Journal of Financial Econometrics, Volume 22, Issue 1 (Winter 2024)
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Do High-Frequency Traders Improve your Implementation Shortfall?
In: Journal of Investment Management, 18 (First Quarter 2020): 18-33.
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Working paper
Capital Structure Choice: Macroeconomic Conditions and Financial Constraints
In: Journal of Financial Economics (JFE), Volume 68, Issue 1
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Assessing the Market Training Performance of Managed Portfolios
In: The journal of business, Volume 59, Issue 2, p. 217
ISSN: 1537-5374
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?
In: The journal of business, Volume 68, Issue 3, p. 309
ISSN: 1537-5374
Equity risk premia and the pricing of foreign exchange risk
In: Journal of international economics, Volume 33, Issue 3-4, p. 199-219
ISSN: 0022-1996
An Intangibles-Adjusted Profitability Factor
In: NBER Working Paper No. w31068
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Intangibles Investment and Asset Quality
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Characteristic-Based Returns: Alpha or Smart Beta?
In: Journal of Investment Management, Forthcoming
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Working paper
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Working paper