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Stock returns, term structure, inflation and real activity : an international perspective
Canova, Fabio - 1997
Persistent link: https://www.econbiz.de/10013422316
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
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Regime switching in stock market returns
Schaller, Huntley - In: Applied financial economics 7 (1997) 2, pp. 177-191
Persistent link: https://www.econbiz.de/10001227569
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Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter - In: Applied financial economics 8 (1998) 3, pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sergio; Massa, Massimo - 2016
Persistent link: https://www.econbiz.de/10011544509
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973