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The cross section of cashflow volatility and expected stock returns
Huang, Alan Guoming - In: Journal of empirical finance 16 (2009) 2, pp. 409-429
Persistent link: https://www.econbiz.de/10003856807
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Timing the investment grade securities market : evidence from high quality bond funds
Boney, Vaneesha; Comer, George; Kelly, Lynne - In: Journal of empirical finance 16 (2009) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10003800199
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The investment value of the frequency of analyst recommendation changes for the ordinary investor
Hobbs, Jeffrey; Kovacs, Tunde; Sharma, Vivek - In: Journal of empirical finance 19 (2012) 1, pp. 94-108
Persistent link: https://www.econbiz.de/10009615814
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Market closures and time-varying volatility in the Australian equity market
Brailsford, Timothy J. - In: Journal of empirical finance 2 (1995) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001183228
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W. - In: Journal of empirical finance 2 (1995) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001183231
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Time-varying risk : the case of the American computer industry
González-Rivera, Gloria - In: Journal of empirical finance 2 (1996) 4, pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte - In: Journal of empirical finance 7 (2000) 5, pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064