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Conditional confidence intervals for the equity premium and other rates
Azar, Samih Antoine - In: Applied financial economics 18 (2008) 13/15, pp. 1085-1089
Persistent link: https://www.econbiz.de/10003752948
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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad - In: Applied financial economics 23 (2013) 22/24, pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
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High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng; McCarthy, Joseph; Pantalone, Coleen C. - In: Applied financial economics 24 (2014) 19/21, pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
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Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Shively, Philip A. - In: Applied financial economics 14 (2004) 13, pp. 945-952
Persistent link: https://www.econbiz.de/10002195483
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The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K. - In: Applied financial economics 14 (2004) 11, pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle - In: Applied financial economics 12 (2002) 10, pp. 715-724
Persistent link: https://www.econbiz.de/10001702510