Asymmetric cross-sectional dispersion in stock returns: evidence and implications
Year of publication: |
2001
|
---|---|
Authors: | Duffee, Gregory R. |
Institutions: | Federal Reserve Bank of San Francisco |
Subject: | Stock market | Econometric models |
-
Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels
Choi, Sangyup, (2015)
-
Asymmetric cross-sectional dispersion in stock returns: evidence and implications
Duffee, Gregory R., (2001)
-
Uncovering the risk-return relation in the stock market
Guo, Hui, (2005)
- More ...
-
Asymmetric cross-sectional dispersion in stock returns: evidence and implications
Duffee, Gregory R., (2001)
-
Term premia and interest rate forecasts in affine models
Duffee, Gregory R., (2000)
-
Term premia and interest rate forecasts in affine models
Duffee, Gregory R., (2000)
- More ...