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Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim; Osterrieder, Daniela; Sizova, Natalia; … - In: Journal of financial economics 108 (2013) 2, pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - In: Journal of financial economics 118 (2015) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
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Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - In: Journal of financial economics 120 (2016) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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International stock return predictability : on the role of the United States in bad and good times
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 10/12, pp. 771-773
Persistent link: https://www.econbiz.de/10011714201