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ECONIS (ZBW)
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1
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
2
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
3
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
Saved in:
4
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng
;
Yan, Wei
;
Zhang, Rengui
- In:
Economic modelling
35
(
2013
),
pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
Saved in:
5
Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John
;
Wu, Feng
- In:
Economic modelling
36
(
2014
),
pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
Saved in:
6
A generalized
CAPM
model with asymmetric power distributed errors with an application to portfolio construction
Te, Bao
;
Diks, Cees G. H.
;
Li, Hao
- In:
Economic modelling
68
(
2018
),
pp. 611-621
Persistent link: https://www.econbiz.de/10011936164
Saved in:
7
Durable consumption and asset returns : cointegration analysis
Chen, Guojin
;
Hong, Zhiwu
;
Ren, Yu
- In:
Economic modelling
53
(
2016
),
pp. 231-244
Persistent link: https://www.econbiz.de/10011641014
Saved in:
8
Asset pricing in an inefficient market
Webb, Robert I.
- In:
Economic modelling
7
(
1990
)
4
,
pp. 395-399
Persistent link: https://www.econbiz.de/10001095113
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9
Equity premium and monetary policy in a model with limited asset market participation
Horváth, Roman
;
Kaszab, Lorant
;
Marsal, Ales
- In:
Economic modelling
95
(
2021
),
pp. 430-440
Persistent link: https://www.econbiz.de/10012696019
Saved in:
10
Financial frictions and the futures pricing puzzle
Gwilym, Rhys ap
;
Ebrahim, Muhammed Shahid
;
Alaoui, …
- In:
Economic modelling
87
(
2020
),
pp. 358-371
Persistent link: https://www.econbiz.de/10012416762
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