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Momentum and mean reversion across national equity markets
Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
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House prices and rents : an equilibrium asset pricing approach
Ayuso, Juan; Restoy, Fernando - In: Journal of empirical finance 13 (2006) 3, pp. 371-388
Persistent link: https://www.econbiz.de/10003334597
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Learning about beta : time-varying factor loadings, expected returns, and the conditional CAPM
Adrian, Tobias; Franzoni, Francesco - In: Journal of empirical finance 16 (2009) 4, pp. 537-556
Persistent link: https://www.econbiz.de/10003900252
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It takes a model to beat a model : volatility bounds
Liu, Ludan - In: Journal of empirical finance 15 (2008) 1, pp. 80-110
Persistent link: https://www.econbiz.de/10003693004
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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The critical role of conditioning information in determining if value is really riskier than growth
Cooper, Michael J.; Gubellini, Stefano - In: Journal of empirical finance 18 (2011) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10009301119
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Evaluating alternative methods for testing asset pricing models with historical data
Lozano-Banda, Martín; Rubio, Gonzalo - In: Journal of empirical finance 18 (2011) 1, pp. 136-146
Persistent link: https://www.econbiz.de/10009301158
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Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
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Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw; Liu, Bo; Cheng, Xiaolin - In: Journal of empirical finance 17 (2010) 4, pp. 702-721
Persistent link: https://www.econbiz.de/10009267256
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532