Narrow search
Showing 1 - 10 of 26
Cover Image
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Cover Image
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Cover Image
Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003
Persistent link: https://www.econbiz.de/10001738945
Cover Image
Stock market risk and return : an equilibrium approach
Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
Cover Image
Uncovering the risk-return relation in the stock market
Guo, Hui; Whitelaw, Robert F. - 2003
Persistent link: https://www.econbiz.de/10001787128
Cover Image
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003823652
Cover Image
Time-varying sharpe ratios and market timing
Tang, Yi; Whitelaw, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 465-493
Persistent link: https://www.econbiz.de/10009419267
Cover Image
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Cover Image
The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003259796
Cover Image
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461