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Stare down the barrel and center the crosshairs : targeting the ex ante equity premium
Donaldson, Glen; Kamstra, Mark J.; Kramer, Lisa A. - 2003
Persistent link: https://www.econbiz.de/10001740779
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Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off
Donaldson, Glen (contributor); Kamstra, Mark J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002571438
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Estimating the equity premium
Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
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Pricing firms on the basis of fundamentals
Kamstra, Mark J. - In: Economic review 88 (2003) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10001747487
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International evidence on psychological barriers in asset prices and the efficient market hypothesis
Donaldson, R. Glen - 1990
Persistent link: https://www.econbiz.de/10000812565
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Psychological barriers in asset prices, rationality and the efficient market hypothesis
Donaldson, R. Glen - 1990
Persistent link: https://www.econbiz.de/10000941727
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Costly liquidation, interbank trade, bank runs and panics
Donaldson, R. Glen - In: Journal of financial intermediation 2 (1992) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001127032
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Sources of panics : evidence from the weekly data
Donaldson, R. Glen - In: Journal of monetary economics 30 (1992) 2, pp. 277-305
Persistent link: https://www.econbiz.de/10001138892
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Financing banking crises : lessons from the panic of 1907
Donaldson, R. Glen - In: Journal of monetary economics 31 (1993) 1, pp. 69-95
Persistent link: https://www.econbiz.de/10001140290
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123