Journal of financial economics

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  Año 2004, Vol. 72, Número 2

  • On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach

    Qiang Kang, Michael W. Brandt

    págs. 217-257

    

  • A theory of corporate spin-offs

    Thomas J. Chemmanur, An Yan

    págs. 259-290

    

  • The importance of the loss function in option valuation

    Peter Christoffersen, Kris Jacobs

    págs. 291-318

    

  • The effect of capital market characteristics on the value of start-up firms

    Holger M. Müller, Roman Inderst

    págs. 319-356

    

  • The effects of government ownership on bank lending

    Paola Sapienza

    págs. 357-384

    

  • Data-generating process uncertainty: What difference does it make in portfolio decisions?

    Guofu Zhou, Jun Tu

    págs. 385-421