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High funding risk and low hedge fund returns
Klingler, Sven - In: Critical finance review 11 (2022) 3/4, pp. 505-539
Persistent link: https://www.econbiz.de/10013457303
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The cross-section of volatility and expected returns : then and now
Detzel, Andrew; Duarte, Jefferson; Kamara, Avraham; … - In: Critical finance review 12 (2023) 1/4, pp. 9-56
Persistent link: https://www.econbiz.de/10014370367
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The Fu (2009) positive relation between idiosyncratic volatility and expected returns is due to look-ahead bias
Park, Seongkyu; Wei, K. C. John; Zhang, Linti - In: Critical finance review 12 (2023) 1/4, pp. 57-124
Persistent link: https://www.econbiz.de/10014370370
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Has idiosyncratic volatility increased? : not in recent times
Chiah, Mardy; Gharghori, Philip; Zhong, Angel - In: Critical finance review 12 (2023) 1/4, pp. 125-170
Persistent link: https://www.econbiz.de/10014370371
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A new look at expected stock returns and volatility
Robins, Russell P.; Smith, Geoffrey Peter - In: Critical finance review 12 (2023) 1/4, pp. 225-270
Persistent link: https://www.econbiz.de/10014370375
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Expected stock market returns and volatility : three decades later
Kassa, Haimanot; Wang, Feifei; Yan, Xuemin Sterling - In: Critical finance review 12 (2023) 1/4, pp. 271-307
Persistent link: https://www.econbiz.de/10014370376
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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
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Better performance of mutual funds with lower R2's does not suggest that active management pays
Matallín-Sáez, Juan Carlos - In: Critical finance review 12 (2023) 1/4, pp. 367-387
Persistent link: https://www.econbiz.de/10014370381
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Understanding the performance of components in betting against beta
Han, Xing - In: Critical finance review 11 (2022) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10013455583
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Equity premium forecasts tend to perform worse against a buy-and-hold benchmark
Löffler, Gunter - In: Critical finance review 11 (2022) 1, pp. 66-77
Persistent link: https://www.econbiz.de/10013455591