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The conditional relation between beta and returns
Pettengill, Glenn N. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10001218109
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Time-varying return and risk in the corporate bond market
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
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Dividend increases and initiations and default risk in equity returns
Charitou, Andreas; Lambertides, Neophytos; Theodoulou, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1521-1543
Persistent link: https://www.econbiz.de/10009424093
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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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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
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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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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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Interpreting common stock returns around proxy statement disclosures and annual shareholder meetings
Brickley, James A. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 3, pp. 343-349
Persistent link: https://www.econbiz.de/10001012661
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Predictable patterns after large stock price changes on the Tokyo Stock Exchange
Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365
Persistent link: https://www.econbiz.de/10001230900
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Book-to-market across firm size, exchange, and seasonality : is there an effect?
Loughran, Tim - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 249-268
Persistent link: https://www.econbiz.de/10001230908