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Economic and financial crises and the predictability of US stock returns
Hartmann, Daniel; Kempa, Bernd; Pierdzioch, Christian - In: Journal of empirical finance 15 (2008) 3, pp. 468-480
Persistent link: https://www.econbiz.de/10003759550
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Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.; Stivers, Christopher T. - In: Journal of empirical finance 13 (2006) 1, pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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A test of the representativeness bias effect on stock prices : a study of Super Bowl commercial likeability
Chang, Charles; Jiang, Jing; Kim, Kenneth A. - In: Economics letters 103 (2009) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10003839008
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Measuring the degree of time varying market inefficiency
Ito, Mikio; Sugiyama, Shunsuke - In: Economics letters 103 (2009) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10003839021
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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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CAPM over the long run : 1926 - 2001
Ang, Andrew; Chen, Joseph - In: Journal of empirical finance 14 (2007) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
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Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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Is there a symmetric nonlinear causal relationship between large and small firms?
Francis, Bill B.; Mougoué, Mbodja; Panchenko, Valentyn - In: Journal of empirical finance 17 (2010) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10003943922
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10009267268