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Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas; Kryzanowski, Lawrence - In: Journal of empirical finance 37 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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Economic and financial crises and the predictability of US stock returns
Hartmann, Daniel; Kempa, Bernd; Pierdzioch, Christian - In: Journal of empirical finance 15 (2008) 3, pp. 468-480
Persistent link: https://www.econbiz.de/10003759550
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.; Perron, Pierre - In: Journal of empirical finance 17 (2010) 1, pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki; Venetis, Ioannis A. - In: Journal of empirical finance 33 (2015), pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
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Market timing and return prediciton under model instability
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.; Hyung, Namwon - In: Journal of empirical finance 11 (2004) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508