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The economic value of predicting stock index returns and volatility

Marquering, Wessel A. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10001528578

An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265

Persistent link: https://www.econbiz.de/10001426363

An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Marquering, Wessel A.; Verbeek, Marno - 1998

Persistent link: https://www.econbiz.de/10000674756

The economic value of predicting stock index returns and volatility

Marquering, Wessel A.; Verbeek, Marno - 2000

Persistent link: https://www.econbiz.de/10001522477

The economic value of predicting stock index returns and volatility

Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429

Persistent link: https://www.econbiz.de/10002103735

A multivariate nonparametric test for return and volatility timing

Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260

Persistent link: https://www.econbiz.de/10003307431

Seasonal Predictability of Stock Market Returns

Marquering, W. - In: Review of Business and Economics XLVII (2002) 4, pp. 557-576

This paper focuses on the seasonal predictability of stock market returns. we investigate the statistical significance of predicting stock returns from several calendar dummies. Our main findings, using monthly stock market returns from Belgium. Germany, the Netherlands, UK and US, are that the...

Persistent link: https://www.econbiz.de/10008684249

Union coverage and sectoral wages : evidence from the Netherlands

Lever, Marcel H. C.; Marquering, Wessel A. - 1995

Persistent link: https://www.econbiz.de/10000914271

Union coverage and sectoral wages : evidence from the Netherlands

Lever, Marcel H. C. - In: Empirical economics : a journal of the Institute for … 21 (1996) 4, pp. 483-499

Persistent link: https://www.econbiz.de/10001209923

Seasonal predictability of stock market returns

Marquering, Wessel A. - In: Tijdschrift voor economie en management 47 (2002) 4, pp. 557-576

Persistent link: https://www.econbiz.de/10001781123