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Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-301
Persistent link: https://www.econbiz.de/10001206313
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The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol; Na, Haejung - In: Journal of empirical finance 39 (2016), pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
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Structural change and time dependence in models of stock returns
Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308
Persistent link: https://www.econbiz.de/10001426368
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Structural change and time dependence in models of stock returns
Kim, D.; Kon, S.J. - In: Journal of empirical finance 6 (1999) 3, pp. 283-308
Persistent link: https://www.econbiz.de/10007244731
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Asset pricing models with and without consumption data: An empirical evaluation
Hardouvelis, G.A.; Kim, D.; Wizman, T.A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-302
Persistent link: https://www.econbiz.de/10007253429