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De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546

Persistent link: https://www.econbiz.de/10003729147

Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence

Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154

Persistent link: https://www.econbiz.de/10003854572

Trading futures spreads : an application of correlation and threshold filters

Dunis, C. L.; Laws, Jason; Evans, Ben - In: Applied financial economics 16 (2006) 12, pp. 903-914

Persistent link: https://www.econbiz.de/10003377844

Do consumption-based asset pricing models explain return predictability?

Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027

Persistent link: https://www.econbiz.de/10003377861

Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases

Johnson, Robert S.; Zuber, Richard A.; Gandar, John M. - In: Applied financial economics 16 (2006) 14, pp. 1029-1046

Persistent link: https://www.econbiz.de/10003377862

An empirical analysis of structural models of corporate debt pricing

Teixeira, João C. A. - In: Applied financial economics 17 (2007) 13/15, pp. 1141-1165

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Can political factors explain the behaviour of stock prices beyond the standard present value models?

Wisniewski, Tomasz Piotr - In: Applied financial economics 19 (2009) 22/24, pp. 1873-1884

This article documents that political factors can be linked to that part of stock prices which cannot be explained by the standard present value models. The nonfundamental component of stock market index appears to be significantly influenced by the political orientation of the president and his...

Persistent link: https://www.econbiz.de/10003921097

A reexamination of the causes of time-varying stock return volatilities

Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684

Persistent link: https://www.econbiz.de/10008657206

Testing the CAPM across observed and fundamental returns

Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636

Persistent link: https://www.econbiz.de/10009153240

The impact of investability on asset valuation

Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163

Persistent link: https://www.econbiz.de/10011431154