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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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Skill-biased technical change in US manufacturing : a general index approach
Baltagi, Badi H.; Rich, Daniel P. - In: Journal of econometrics 126 (2005) 2, pp. 549-570
Persistent link: https://www.econbiz.de/10002647899
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor; Bollerslev, Tim - In: Journal of econometrics 157 (2010) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
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Earnings management and long-run stock performance following private equity placements
Chou, De-wai; Gombola, Michael J.; Liu, Feng-ying - In: Review of quantitative finance and accounting 34 (2010) 2, pp. 225-245
Persistent link: https://www.econbiz.de/10003965080
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Short and long-term interactions between venture capital returns and the macroeconomy : evidence for the United States
Füss, Roland; Schweizer, Denis - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 391-410
Persistent link: https://www.econbiz.de/10009532181
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The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
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Testing index-based models in UK stock returns
Davies, J. R.; Fletcher, Jonathan; Marshall, Andrew P. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962