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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

The economic value of predicting stock index returns and volatility

Marquering, Wessel A.; Verbeek, Marno - 2000

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

Do macroeconomic announcements cause asymetric volatility?

Goeij, Peter de (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001713906

Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach

Goeij, Peter de (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001639402

The generalized asymmetric dynamic covariance model

Goeij, Peter de; Marquering, Wessel A. - In: Finance research letters 2 (2005) 2, pp. 67-74

Persistent link: https://www.econbiz.de/10002883177

Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach

Goeij, Peter de; Marquering, Wessel A. - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 531-564

Persistent link: https://www.econbiz.de/10002349838

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

Macroeconomic announcements and asymmetric volatility in bond returns

Goeij, Peter de; Marquering, Wessel A. - In: Journal of banking & finance 30 (2006) 10, pp. 2659-2680

Persistent link: https://www.econbiz.de/10003376418

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

Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs

Brounen, Dirk; Kok, Nils; Ling, David C. - In: Journal of International Money and Finance 31 (2012) 7, pp. 1867-1889

The shareholder composition of listed property companies has changed from the fragmented, retail ownership, to more concentrated, institutional ownership over the past decade. In this paper, we first document significant variation in the composition of the shareholder base across the world's...

Persistent link: https://www.econbiz.de/10010594701