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Return dynamics when persistence is unobservable
Johnson, Timothy C. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
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Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
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Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923