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Are stocks really less volatile in the long run?
Pástor, Ľuboš; Stambaugh, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003830679
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Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2008
Persistent link: https://www.econbiz.de/10003785795
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Asset prices, news shocks and the current account
Fratzscher, Marcel; Straub, Roland - 2010
Persistent link: https://www.econbiz.de/10008747129
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Preferred risk habitat of individual investors
Dorn, Daniel; Huberman, Gur - 2007
Persistent link: https://www.econbiz.de/10003574334
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2007
Persistent link: https://www.econbiz.de/10003549572
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The secondary market for hedge funds and the closed-hedge fund premium
Ramadorai, Tarun - 2008
Persistent link: https://www.econbiz.de/10003728570
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Equilibrium asset prices and investor behavior in the presence of money illusion
Başak, Suleyman; Yan, Hongjun - 2009
Persistent link: https://www.econbiz.de/10003879971
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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The price effects of liquidity shocks : a study of SEC's tick-size experiment
Albuquerque, Rui; Song, Shiyun; Yao, Chen - 2017
Persistent link: https://www.econbiz.de/10011820060
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000