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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
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A theory of overconfidence, self-attribution, and security market under- and over-reactions
Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - 1997
Persistent link: https://www.econbiz.de/10000958854
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000603372
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Where is the market going? : Uncertain facts and novel theories
Cochrane, John H. - 1997
Persistent link: https://www.econbiz.de/10000641496
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Production-based asset pricing and the link between stock returns and economic fluctuations
Cochrane, John H. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 209-237
Persistent link: https://www.econbiz.de/10001106449
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Where is he market going? : Uncertain facts and novel theories
Cochrane, John H. - In: Economic perspectives 21 (1997) 6, pp. 3-37
Persistent link: https://www.econbiz.de/10001230153
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A cross-sectional test of an investment-based asset pricing model
Cochrane, John H. - In: Journal of political economy 104 (1996) 3, pp. 572-621
Persistent link: https://www.econbiz.de/10001199123