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Why does the correlation between stock and bond returns vary over time?

Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151

Persistent link: https://www.econbiz.de/10003739018

The financial structure of nonlisted firms

Hol, Suzan; Wijst, Nico van der - In: Applied financial economics 18 (2008) 7/9, pp. 559-568

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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns

Verma, Rahul; Baklaci, Hasan; Soydemir, Gökçe A. - In: Applied financial economics 18 (2008) 16/18, pp. 1303-1317

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Idiosyncratic volatility and stock returns : a cross country analysis

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281

Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully eliminated through diversification. Using Exponential...

Persistent link: https://www.econbiz.de/10003886161