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The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor
Madsen, Jakob Brøchner; Dzhumashev, Ratbek - In: Applied economics 44 (2012) 4/6, pp. 683-694
Persistent link: https://www.econbiz.de/10009532067
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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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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Are U.S. growth and value stocks similarly integrated with the world markets? : a test across business cycles
Rana, Shailesh; Phillips, G. Michael - In: Applied economics 48 (2016) 52/54, pp. 5168-5185
Persistent link: https://www.econbiz.de/10011645069
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Stock market volatility and economic factors
Binder, John J.; Merges, Matthias J. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001748128
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Autocorrelation, structural breaks and the predicitve ability of dividend yield
Chen, An-sing; Zhang, Tai-wei - In: Applied economics 39 (2007) 4/6, pp. 645-652
Persistent link: https://www.econbiz.de/10003461974
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Private information of the Fed and predictability of stock returns
Tas, Bedri Kamil Onur - In: Applied economics 43 (2011) 19/21, pp. 2381-2398
Persistent link: https://www.econbiz.de/10009379729
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Financial analysts' forecast accuracy and dispersion : high-tech versus low-tech stocks
Kwon, Sung S. - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001698803
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Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh; Li, Bin; Chen, Xiaoyue; Singh, Tarlok - In: Applied economics 55 (2023) 45, pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
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Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis
Auer, Benjamin R. - In: Applied economics 47 (2015) 25/27, pp. 2844-2859
Persistent link: https://www.econbiz.de/10010519853