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Bayesian analysis of stochastic betas
Jostova, Gergana; Philipov, Alexander - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
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New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
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Estimation of multivariate asset models with jumps
Ballotta, Laura; Fusai, Gianluca; Loregian, Angela; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
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Analyst disagreement and aggregate volatility risk
Barinov, Alexander - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1877-1900
Persistent link: https://www.econbiz.de/10010388244
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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The pricing of exchange rate risk in the stock market
Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
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Asset pricing in a generalized mean-lower partial moment framework : theory and evidence
Harlow, W. V. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 285-311
Persistent link: https://www.econbiz.de/10001074012
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Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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An equilibrium model of asset pricing with progressive personal taxes
Lai, Tsong-yue - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 117-127
Persistent link: https://www.econbiz.de/10001063195
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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