Similar Search Results

Consumption, wealth, the elasticity of intertemporal substitution and long-run stock market returns

Favero, Carlo A. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003213907

A multivariate model of strategic asset allocation

Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - 2001

Persistent link: https://www.econbiz.de/10001624453

Efficient tests of stock return predictability

Campbell, John Y. (contributor); Yogo, Motohiro (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001736825

Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - 2003

Persistent link: https://www.econbiz.de/10001815414

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001456475

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011