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1
Marketwide private information in stocks : forecasting currency returns
Albuquerque, Rui
;
De Francisco, Eva
;
Marques, Luis
-
2006
Persistent link: https://www.econbiz.de/10003322634
Saved in:
2
Skewness in stock returns : reconciling the evidence on firm versus aggregate returns
Albuquerque, Rui H. P. L. de
-
2010
Persistent link: https://www.econbiz.de/10003994505
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3
Caught on tape : institutional trading, stock returns, and earnings announcements
Campbell, John Y.
;
Ramadorai, Tarun
;
Schwartz, Allie
-
2007
Persistent link: https://www.econbiz.de/10003515789
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4
Evaporating liquidity
Nagel, Stefan
-
2012
Persistent link: https://www.econbiz.de/10009502427
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5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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6
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin
;
Nieuwerburgh, Stijn van
-
2005
Persistent link: https://www.econbiz.de/10003226085
Saved in:
7
Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco
;
Favero, Carlo A.
-
2003
Persistent link: https://www.econbiz.de/10001778766
Saved in:
8
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
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9
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10013422875
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10
Stock markets and corporate performance : a comparison of quoted and unquoted companies
Mayer, Colin P.
;
Alexander, Ian
-
1991
Persistent link: https://www.econbiz.de/10000128544
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