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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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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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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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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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On the risk return relationship
Wang, Jian-xin; Yang, Minxian - In: Journal of empirical finance 21 (2013), pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
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Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding - In: Journal of empirical finance 20 (2013), pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - In: Journal of empirical finance 9 (2002) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
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Comovements of earnings, dividends, and stock prices
Lee, Bong-soo - In: Journal of empirical finance 3 (1996) 4, pp. 327-346
Persistent link: https://www.econbiz.de/10001215365
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Testing for a time-varying risk premium in the returns to US farmland
Hanson, Steven D. - In: Journal of empirical finance 2 (1995) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10001203343
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683