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On the estimation of beta-pricing models
Shanken, Jay - In: The review of financial studies 5 (1992) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
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Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
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An intertemporal equilibrium beta pricing model
Connor, Gregory - In: The review of financial studies 2 (1989) 3, pp. 373-392
Persistent link: https://www.econbiz.de/10001106378
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A critique of size-related anomalies
Berk, Jonathan B. - In: The review of financial studies 8 (1995) 2, pp. 275-286
Persistent link: https://www.econbiz.de/10001184652
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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Idiosyncratic volatility, the VIX and stock returns
Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441
Persistent link: https://www.econbiz.de/10012120113
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Financial markets with trade on risk and return
Smith, Kevin - In: The review of financial studies 32 (2019) 10, pp. 4042-4078
Persistent link: https://www.econbiz.de/10012108175
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The human capital that matters : expected returns and high-income households
Campbell, Sean D.; Delikouras, Stefanos; Jiang, Danling; … - In: The review of financial studies 29 (2016) 9, pp. 2523-2563
Persistent link: https://www.econbiz.de/10011610998
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Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian; Ma, Chenghu - In: Applied economics 48 (2016) 34/36, pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
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Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015