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Predicting systematic risk : implications from growth options
Jacquier, Eric; Titman, Sheridan; Yalçın, Atakan - In: Journal of empirical finance 17 (2010) 5, pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Does intraday technical analysis in the US equity market have value?
Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of empirical finance 15 (2008) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10003699122
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
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Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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Interpreting the predictive power of the consumption-wealth ratio
Hahn, Jaehoon; Lee, Hangyong - In: Journal of empirical finance 13 (2006) 2, pp. 183-202
Persistent link: https://www.econbiz.de/10003296948
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Forecasting asymmetries in aggregate stock market returns : evidence from conditional skewness
Hueng, C. James; McDonald, James B. - In: Journal of empirical finance 12 (2005) 5, pp. 666-685
Persistent link: https://www.econbiz.de/10003190415
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Small levels of predictabilty and large economic gains
Xu, Yexiao - In: Journal of empirical finance 11 (2004) 2, pp. 247-275
Persistent link: https://www.econbiz.de/10001981333
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A nonparametric examination of market information : application to technical trading rules
Goldbaum, David - In: Journal of empirical finance 6 (1999) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10001426353