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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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The changing functional relation between stock returns and dividend yields
Christie, William G. - In: Journal of empirical finance 1 (1993) 2, pp. 161-191
Persistent link: https://www.econbiz.de/10001158656
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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The structure of international stock returns and the integration of capital markets
Heston, Steven L. - In: Journal of empirical finance 2 (1995) 3, pp. 173-197
Persistent link: https://www.econbiz.de/10001203347
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Time-varying risk : the case of the American computer industry
González-Rivera, Gloria - In: Journal of empirical finance 2 (1996) 4, pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361