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Longer-term time-series volatility forecasts
Ederington, Louis H.; Guan, Wei - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1055-1076
Persistent link: https://www.econbiz.de/10008758045
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Autoregressive conditional skewness
Harvey, Campbell R.; Siddique, Akhtar R. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 465-487
Persistent link: https://www.econbiz.de/10001436379
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Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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The role of anchoring bias in the equity market : evidence from analysts' earnings forecasts and stock returns
Cen, Ling; Hilary, Gilles; Wei, K. C. John - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10009772412
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Market dynamics and momentum profits
Asem, Ebenezer; Tian, Gloria Y. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1549-1562
Persistent link: https://www.econbiz.de/10008909154
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The cross section of stock returns before World War I
Grossman, Richard S.; Shore, Stephen H. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 271-294
Persistent link: https://www.econbiz.de/10003331874
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Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326
Persistent link: https://www.econbiz.de/10011929006
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New evidence on conditional factor models
Cooper, Ilan; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
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Mining the short side : institutional investors and stock market anomalies
Gao, Xin; Wang, Ying - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 392-418
Persistent link: https://www.econbiz.de/10014247825