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The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables
Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10001982951
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
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Time-varying factor models for equity portfolio construction
Ebner, Markus; Neumann, Thorsten - In: The European journal of finance 14 (2008) 5/6, pp. 381-395
Persistent link: https://www.econbiz.de/10003771720
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Forecasting U.S. stock returns
McMillan, David G. - In: The European journal of finance 27 (2021) 1/2, pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
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Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew - In: The European journal of finance 3 (1997) 3, pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
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Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
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The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
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An investigation of the stability of returns in Western European equity markets
Sinclair, C. Donald (contributor) - In: The European journal of finance 3 (1997) 1, pp. 87-106
Persistent link: https://www.econbiz.de/10001219141
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143