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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10007228386
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Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of empirical finance 5 (1998) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10007247493
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Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of empirical finance 5 (1998) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001668827
Cover Image
Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Order flow and volatility : an empirical investigation
Opschoor, Anne; Taylor, Nicholas; Wel, Michel van der; … - In: Journal of empirical finance 28 (2014), pp. 185-201
Persistent link: https://www.econbiz.de/10011285068