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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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Portfolio choice with market closure and implications for liquidity premia
Dai, Min; Li, Peifan; Liu, Hong; Wang, Yajun - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
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Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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Incomplete information and the liquidity premium puzzle
Chen, Yingshan; Dai, Min; Goncalves-Pinto, Luis; Xu, Jing; … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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Known unknowns : a critical determinant of confidence and calibration
Walters, Daniel J.; Fernbach, Philip M.; Fox, Craig R.; … - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4298-4307
Persistent link: https://www.econbiz.de/10011785258
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Do people understand the benefit of diversification?
Reinholtz, Nicholas; Fernbach, Philip M.; Langhe, Bart de - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7322-7343
Persistent link: https://www.econbiz.de/10012815282