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Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 55 (2020) 2, pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
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Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?
Fuertes, Ana María; Kalotychou, Elena; Todorovic, Natasa - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 251-278
Persistent link: https://www.econbiz.de/10011333120
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Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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Consumption-based capital asset pricing models : issues and controversies
Choi, Wonnho - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 181-205
Persistent link: https://www.econbiz.de/10011979103
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Using equity premium survey data to estimate future wealth
Freeman, Mark C.; Groom, Benjamin - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 665-693
Persistent link: https://www.econbiz.de/10011532065
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A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S. - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10011333146
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The return premiums to accruals quality
Bandyopadhyay, Sati P.; Huang, Alan Guoming; Sun, Kevin … - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
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Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj; Prat, Georges - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
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The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
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Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795