Journal of financial economics

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  Año 2024, Vol. 161, Número 11

  • Efficient estimation of bid–ask spreads from open, high, low, and close prices

    David Ardia, Emanuele Guidotti, Tim A. Kroencke

    pág. 1

    

  • Uncertainty about what is in the price

    Joel Peress, Daniel Schmidt

    pág. 2

    

  • Monetary policy and fragility in corporate bond mutual funds

    John Chi-Fong Kuong, James O'Donovan, Jinyuan Zhang

    pág. 3

    

  • The risk and return of impact investing funds

    Jessica Jeffers, Tianshu Lyu, Kelly Posenau

    pág. 4

    

  • Modeling volatility in dynamic term structure models

    Hitesh Doshi, Kris Jacobs, Rui Liu

    pág. 5

    

  • The risk and return of equity and credit index options

    Hitesh Doshi, Jan Ericsson, Mathieu Fournier , Sang Byung Seo

    pág. 6

    

  • Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis

    Lukas Altermatt, Hugo van Buggenum, Lukas Voellmy

    pág. 7