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On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939555
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Foreign speculators and emerging equity markets
Bekaert, Geert; Harvey, Campbell R. - 1997
Persistent link: https://www.econbiz.de/10000983929
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Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000915842
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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The behavior of emerging market returns
Bekaert, Geert; Erb, Claude B.; Harvey, Campbell R.; … - In: Emerging market capital flows : proceedings of a …, (pp. 107-173). 1998
Persistent link: https://www.econbiz.de/10001395719
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Emerging equity market volatility
Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77
Persistent link: https://www.econbiz.de/10001213778
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The cross-section of volatility and autocorrelation in emerging markets
Harvey, Campbell R. - In: Finanzmarkt und Portfolio-Management 9 (1995) 1, pp. 12-34
Persistent link: https://www.econbiz.de/10001221989
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Emerging equity market volatility
Bekaert, Geert; Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10000928776
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Is there a low-risk anomaly across countries?
Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
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Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167
Persistent link: https://www.econbiz.de/10011982555