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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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Improved methods for tests of long-run abnormal stock returns
Lyon, John D.; Barber, Brad M.; Tsai, Chih-Ling - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
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On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 773-789
Persistent link: https://www.econbiz.de/10001367865
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The performance of hedge funds : risk, return, and incentives
Ackermann, Carl; MacEnally, Richard; Ravenscraft, David … - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 823-874
Persistent link: https://www.econbiz.de/10001395651
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Are some mutual fund managers better than others? : Cross-sectional patterns in behavior and performance
Chevalier, Judith A.; Ellison, Glenn - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 875-899
Persistent link: https://www.econbiz.de/10001395667
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Is money smart? : A study of mutual fund investors' fund selection ability
Lu, Zheng - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 901-933
Persistent link: https://www.econbiz.de/10001395671