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Stock Return Predictability : Is it There?

Ang, Andrew - 2001

We ask whether stock returns in France, Germany, Japan, the UK and the US are predictable by three instruments: the …

Persistent link: https://www.econbiz.de/10012470517

"Peso Problem" Explanations for Term Structure Anomalies

Bekaert, Geert - 1997

States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …

Persistent link: https://www.econbiz.de/10012472666

Risk, uncertainty and asset prices

Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006

Persistent link: https://www.econbiz.de/10003395336

Risk, uncertainty, and asset prices

Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - In: Journal of financial economics 91 (2009) 1, pp. 59-82

Persistent link: https://www.econbiz.de/10003813183

Trading fees and efficiency in limit order markets

Colliard, Jean-Edouard; Foucault, Thierry - 2011

Persistent link: https://www.econbiz.de/10009155903

Ripple effects of noise on corporate investment

Dessaint, Olivier; Foucault, Thierry; Frésard, Laurent; … - 2016

Persistent link: https://www.econbiz.de/10011437548

Data abundance and asset price informativeness

Dugast, Jèrôme; Foucault, Thierry - 2016

Persistent link: https://www.econbiz.de/10011482235

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092

A family of autoregressive conditional duration models

Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003228621

Nonparametric specification tests for conditional duration models

Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 127 (2005) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10002756914