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Conditioning information and v...
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1
Conditioning information and variance bounds on pricing kernels with higher-order moments :
theory
and evidence
Chabi-Yo, Fousseni
-
2006
Persistent link: https://www.econbiz.de/10003387201
Saved in:
2
Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi
;
Robotti, Cesare
-
2001
Persistent link: https://www.econbiz.de/10001630681
Saved in:
3
Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt
Bußmann, Philip
-
2016
Persistent link: https://www.econbiz.de/10011454959
Saved in:
4
Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun
;
Chang, Ya-Kai
- In:
International review of financial analysis
42
(
2015
),
pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
Saved in:
5
Information efficiency premium can also explain expected stock returns : evidence from Karachi stock exchange
Fraz, Ahmad
;
Hassan, Arshad
- In:
The Pakistan development review : PDR
56
(
2017
),
pp. 341-357
Persistent link: https://www.econbiz.de/10011964071
Saved in:
6
Conditional skewness in asset pricing tests
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1263-1295
Persistent link: https://www.econbiz.de/10001497600
Saved in:
7
Asset pricing with heterogenous consumers and limited participation : empirical evidence
Brav, Alon
;
Kōnstantinidēs, Giōrgos
;
Géczy, Christopher
-
1999
Persistent link: https://www.econbiz.de/10001447281
Saved in:
8
Low and high frequency macroeconomic forces in asset pricing
Bjornson, Bruce
;
Kim, Hong Shik
;
Lee, Kiseok
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
1
,
pp. 77-100
Persistent link: https://www.econbiz.de/10001433862
Saved in:
9
Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation
Liu, Crocker H.
-
1988
Persistent link: https://www.econbiz.de/10001445060
Saved in:
10
Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon
;
Kōnstantinidēs, Giōrgos
;
Géczy, Christopher
-
1999
Persistent link: https://www.econbiz.de/10001425214
Saved in:
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