Narrow search
Showing 1 - 10 of 2,101
Cover Image
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S. - In: Journal of financial economics 106 (2012) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Cover Image
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Cover Image
Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong; Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial economics 130 (2018) 1, pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
Cover Image
How does the stock market absorb shocks?
Frank, Murray Z.; Sanati, Ali - In: Journal of financial economics 129 (2018) 1, pp. 136-153
Persistent link: https://www.econbiz.de/10011982171
Cover Image
Anomalies across the globe : once public, no longer existent?
Jacobs, Heiko; Müller, Sebastian - In: Journal of financial economics 135 (2020) 1, pp. 213-230
Persistent link: https://www.econbiz.de/10012431394
Cover Image
Stock returns after major price shocks : the impact of information
Savor, Pavel - In: Journal of financial economics 106 (2012) 3, pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
Cover Image
Missing values handling for machine learning portfolios
Chen, Andrew Y.; McCoy, Jack - In: Journal of financial economics 155 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015072208
Cover Image
Efficient tests of stock return predictability
Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60
Persistent link: https://www.econbiz.de/10003340663
Cover Image
The asset growth effect : insights from international equity markets
Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563
Persistent link: https://www.econbiz.de/10009749325
Cover Image
Is momentum really momentum?
Novy-Marx, Robert - In: Journal of financial economics 103 (2012) 3, pp. 429-453
Persistent link: https://www.econbiz.de/10009520656