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Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min - In: Finance research letters 63 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
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Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo; Ye, Wuyi; Guo, Ranran - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Pricing within and across asset classes
Dobrynskaya, Victoria - In: Finance research letters 25 (2018), pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
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Nominal price illusion, return skewness, and momentum
Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062608
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Variance risk and the idiosyncratic volatility puzzle
Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit; Patel, Pratish - In: Finance research letters 24 (2018), pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
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Rational speculative bubbles in the US stock market and political cycles
Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9
Persistent link: https://www.econbiz.de/10011552305