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Disagreement and return predictability of stock portfolios
Yu, Jialin - In: Journal of financial economics 99 (2011) 1, pp. 162-183
Persistent link: https://www.econbiz.de/10009241433
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The asset growth effect : insights from international equity markets
Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563
Persistent link: https://www.econbiz.de/10009749325
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Systematic risk and the cross section of hedge fund returns
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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Multifactor models and their consistency with the ICAPM
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial economics 106 (2012) 3, pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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A two-period model with portfolio choice : understanding results from different solution methods
Rabitsch, Katrin; Stepanchuk, Serhiy - In: Economics letters 124 (2014) 2, pp. 239-242
Persistent link: https://www.econbiz.de/10010493653
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Is momentum really momentum?
Novy-Marx, Robert - In: Journal of financial economics 103 (2012) 3, pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Stock return predictability and model uncertainty
Avramov, Doron - In: Journal of financial economics 64 (2002) 3, pp. 423-458
Persistent link: https://www.econbiz.de/10001687869