Similar Search Results

Market underreaction to open market share repurchases

Ikenberry, David; Lakonishok, Josef; Vermaelen, Theo - 1993

Persistent link: https://www.econbiz.de/10000879079

The risk and return from factors

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997

Persistent link: https://www.econbiz.de/10000634580

Are insiders' trades informative?

Lakonishok, Josef; Lee, Inmoo - 1998

Persistent link: https://www.econbiz.de/10000673936

Equity market volatility and expected risk premium

Chen, Long (contributor); Guo, Hui (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739618

Understanding stock return predictability

Guo, Hui (contributor); Savickas, Robert (contributor) - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003739712

The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries

Guo, Hui (contributor); Savickas, Robert (contributor) - 2006

Persistent link: https://www.econbiz.de/10003740047

Understanding stock return predictability

Guo, Hui; Savickas, Robert - 2007

Persistent link: https://www.econbiz.de/10003617807

Is value premium a proxy for time-varying investment opportunities : some time series evidence

Guo, Hui (contributor) - 2005

"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...

Persistent link: https://www.econbiz.de/10002995301

On the real-time forecasting ability of the consumption-wealth ratio

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979828

On the cross of conditionally expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986896