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Regression vs. non-regression models of normal returns : implications for event studies
Cable, John R.; Holland, Kevin - In: Economics letters 64 (1999) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10001399191
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Modeling asymmetric comovements of asset returns
Kroner, Kenneth F.; Ng, Victor K. - In: The review of financial studies 11 (1998) 4, pp. 817-844
Persistent link: https://www.econbiz.de/10001355083
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Security market returns and the social discount rate : a note on welfare in the overlapping generations model
Dow, James - In: Economics letters 43 (1993) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001151878
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Expectations and volatility of consumption and asset returns
Kandel, Shmuel - In: The review of financial studies 3 (1990) 2, pp. 207-232
Persistent link: https://www.econbiz.de/10001105904
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A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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Cross-sectional consumption-based asset pricing : a reappraisal
Engsted, Tom; Møller, Stig Vinther - In: Economics letters 132 (2015), pp. 101-104
Persistent link: https://www.econbiz.de/10011431410
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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu; Durand, Robert B. - In: Economics letters 132 (2015), pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995