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La valoración de los dividendos en relación a las ganancias de capital : un estudio del comportamiento del precio de las acciones en el día del pago del dividendo
Basarrate Urízar, Begoña - In: Herri - ekonomiaz (1989), pp. 31-52
Persistent link: https://www.econbiz.de/10001094544
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Exploring asset pricing anomalies
Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of banking & finance 75 (2017), pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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Long rage dependence in daily stock returns
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 14 (2004) 6, pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
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Equilibrium cross section of returns
Gomes Neto, João Batista F.; Kogan, Leonid; Zhang, Lu - In: Journal of political economy 111 (2003) 4, pp. 693-732
Persistent link: https://www.econbiz.de/10001786306