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Consumption growth and the time-varying expected stock returns
Møller, Stig Vinther - In: Finance research letters 5 (2008) 3, pp. 129-136
Persistent link: https://www.econbiz.de/10003769867
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tay's as good as cay
Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
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tay's as good as cay: reply
Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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Evaluating density forecasts via the copula approach
Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
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A note on the predictability of excess bond returns and regime shifts
Zhu, Xiaoneng - In: Finance research letters 8 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009301292
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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European business cycles and stock return predictability
Zhu, Yanjian; Zhu, Xiaoneng - In: Finance research letters 11 (2014) 4, pp. 446-453
Persistent link: https://www.econbiz.de/10011300431
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Overnight information flow and realized volatility forecasting
Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
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Can analysts predict rallies better than crashes?
Medovikov, Ivan - In: Finance research letters 11 (2014) 4, pp. 319-325
Persistent link: https://www.econbiz.de/10011300448