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The time-series relations among expected return, risk, and book-to-market
Lewellen, Jonathan - In: Journal of financial economics 54 (1999) 1, pp. 5-43
Persistent link: https://www.econbiz.de/10001407051
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Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
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Endogenous uncertainty and market volatility
Kurz, Mordecai; Motolese, Maurizio - In: Economic theory : official journal of the Society for … 17 (2001) 3, pp. 497-544
Persistent link: https://www.econbiz.de/10001574742
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Corporate production and shareholder cooperation under uncertainty
Haller, Hans - In: International economic review 32 (1991) 4, pp. 823-842
Persistent link: https://www.econbiz.de/10001114747
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Risk aversion, uncertain information, and market efficiency
Brown, Keith C. - In: Journal of financial economics 2 (1988), pp. 355-385
Persistent link: https://www.econbiz.de/10001061823
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Are return seasonalities due to risk or mispricing?
Keloharju, Matti; Linnainmaa, Juhani; Nyberg, Peter - In: Journal of financial economics 139 (2021) 1, pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
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Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Journal of financial economics 140 (2021) 1, pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
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Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander - In: Journal of financial economics 129 (2018) 3, pp. 458-478
Persistent link: https://www.econbiz.de/10011982283