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The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin; Gallmeyer, Michael F.; Petkevich, Alex - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
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Enhanced global asset pricing factors
Zimmermann, Lukas - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2692-2731
Persistent link: https://www.econbiz.de/10014365211
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Risk-return tradeoff in US stock returns over the business cycle
Nyberg, Henri - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10009623139
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Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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Volume and volatility in a common-factor mixture of distributions model
He, Xiaojun; Velu, Raja P. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10010407917
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On the relation between EGARCH idiosyncratic volatility and expected stock returns
Guo, Hui; Kassa, Haimanot; Ferguson, Michael F. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 271-296
Persistent link: https://www.econbiz.de/10010408532
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Hindsight effects in dollar-weighted returns
Hayley, Simon - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 249-269
Persistent link: https://www.econbiz.de/10010408533
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Deviations from norms and informed trading
Kumar, Alok; Page, Jeremy K. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 1005-1037
Persistent link: https://www.econbiz.de/10010486524
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Aggregate earnings and market returns : international evidence
He, Wen; Hu, Maggie - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 879-901
Persistent link: https://www.econbiz.de/10010486540
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Asset specificity, industry-driven recovery risk, and loan pricing
James, Christopher M.; Kizilaslan, Atay - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 599-631
Persistent link: https://www.econbiz.de/10010487091