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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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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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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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Sentiment and art prices
Pénasse, Julien; Renneboog, Luc; Spaenjers, Christophe - In: Economics letters 122 (2014) 3, pp. 432-434
Persistent link: https://www.econbiz.de/10010395617
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A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon - In: Economics letters 196 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Measuring excess-predictability of asset returns and market efficiency over time
Levich, Richard M.; Conlon, Thomas; Potì, Valerio - In: Economics letters 175 (2019), pp. 92-96
Persistent link: https://www.econbiz.de/10012121197
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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Political orientation and compensation for idiosyncratic risk
Lee, Seunghyup - In: Economics letters 218 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013466385