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The Leverage Effect and the Basket-Index Put Spread

Journal of Financial Economics (2018)

Bai Jennie, Goldstein Robert, and Yang Fan

Securitized Markets, International Capital Flows, and Global Welfare

Journal of Financial Economics (2019)

Phelan Gregory and Toda Alexis Akira

Technical trading revisited: False discoveries, persistence tests, and transaction costs

Journal of Financial Economics (2012)

Bajgrowicz Pierre and Scaillet Olivier

Maximum likelihood estimation of the equity premium

Journal of Financial Economics (2017)

Avdis Efstathios and Wachter Jessica

Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM, and Portfolio Sorts

Journal of Financial Economics (2010)

Patton Andrew J. and Timmermann Allan

Extracting Factors from Heteroskedastic Asset Returns

Journal of Financial Economics (2001)

Jones Christopher

Competition and the Cost of Debt

Journal of Financial Economics (2012)

Valta Philip