Biblio

Export 51 results:
2009
Brunnermeier MK, Pedersen LHeje. "Market liquidity and funding liquidity." Review of Financial studies. 2009;22:2201-2238.
2007
Lustig H, Verdelhan A. "The cross section of foreign currency risk premia and consumption growth risk." The American economic review. 2007;97:89-117.
Ang A, Bekaert G. "Stock return predictability: Is it there?" Review of Financial studies. 2007;20:651-707.
Blitz DC, van Vliet P. "The Volatility Effect." The Journal of Portfolio Management. 2007;34(1):102-113.
2005
Cochrane JH. Asset Pricing. Princeton University Press Princeton; 2005.
Zhang L. "The value premium." The Journal of Finance. 2005;60:67-103.
1984
Fama EF. "Forward and spot exchange rates." Journal of Monetary Economics. 1984;14:319-338.
1976
Ross SA. "The Arbitrage Theory of Capital Asset Pricing." Journal of Economic Theory. 1976;13:341-360.
1975
Haugen RA, A Heins J. "Risk and the rate of return on financial assets: Some old wine in new bottles." Journal of Financial and Quantitative Analysis. 1975;10:775-784.

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