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person:"Lakonishok, Josef"
~person:"Campbell, John Y."
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Financial market"
~subject:"Volatility"
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Lakonishok, Josef
Campbell, John Y.
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65
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55
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54
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53
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52
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49
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48
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47
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40
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36
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31
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31
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30
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29
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29
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29
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29
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28
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28
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27
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27
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ECONIS (ZBW)
62
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1
Predictable bond and stock returns in the United States and Japan : a study of long-term capital market integration
Campbell, John Y.
;
Hamao, Yasushi
-
1988
Persistent link: https://www.econbiz.de/10000133036
Saved in:
2
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
3
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
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
Predictable stock returns in the United States and Japan : a study of long-term capital market integration
Campbell, John Y.
;
Hamao, Yasushi
-
1989
Persistent link: https://www.econbiz.de/10000780012
Saved in:
6
Asset prices, consumption, and the business cycle
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10000659469
Saved in:
7
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
8
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
9
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
Saved in:
10
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Campbell, John Y.
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001215829
Saved in:
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