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~subject:"Volatility"
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Volatility
Theorie
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Campbell, John Y.
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9
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6
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6
Xu, Yexiao
6
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4
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4
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3
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Two puzzles of asset pricing and their implications for investors
Campbell, John Y.
- In:
New frontiers in economics
,
(pp. 128-170)
.
2004
Persistent link: https://www.econbiz.de/10002545289
Saved in:
2
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001456475
Saved in:
3
What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.
;
Ammer, John
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000815847
Saved in:
4
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
5
What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.
;
Ammer, John
-
1991
Persistent link: https://www.econbiz.de/10000818288
Saved in:
6
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Cochrane, John H.
-
1994
Persistent link: https://www.econbiz.de/10000899054
Saved in:
7
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Cochrane, John H.
-
1995
Persistent link: https://www.econbiz.de/10000907901
Saved in:
8
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
9
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001575057
Saved in:
10
Two puzzles of asset pricing and their implications for investors
Campbell, John Y.
- In:
The American economist : journal of Omnicron Delta …
47
(
2003
)
1
,
pp. 48-74
Persistent link: https://www.econbiz.de/10001781599
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