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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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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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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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Overnight returns and firm-specific investor sentiment
Aboody, David; Even-Tov, Omri; Lehavy, Reuven; Trueman, … - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 485-505
Persistent link: https://www.econbiz.de/10011929468
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Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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Corporate R&D and stock returns : international evidence
Hou, Kewei; Hsu, Po-Hsuan; Wang, Shiheng; Watanabe, Akiko; … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 4, pp. 1377-1408
Persistent link: https://www.econbiz.de/10013270315
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The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915