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ECONIS (ZBW)
668
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1
Risk and return of short-duration equity investments
Cejnek, Georg
;
Randl, Otto
- In:
Journal of empirical finance
36
(
2016
),
pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Saved in:
2
Measuring the effects of geographical distance on stock market correlation
Eckel, Stefanie Martina
;
Löffler, Gunter
;
Maurer, Alina
; …
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10009301123
Saved in:
3
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
4
Consumption growth predictability and asset prices
Roh, Tai-Yong
;
Lee, Changjun
;
Min, Byoung-Kyu
- In:
Journal of empirical finance
51
(
2019
),
pp. 95-118
Persistent link: https://www.econbiz.de/10012169973
Saved in:
5
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
Saved in:
6
Residual momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
7
A meta-analysis of the equity premium
Ewijk, Casper van
;
Groot, Henri L. F. de
;
Santing, A. J.
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 819-830
Persistent link: https://www.econbiz.de/10009700585
Saved in:
8
Comoment risk and stock returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
9
Exploring risk premium factors for country equity returns
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of empirical finance
63
(
2021
),
pp. 294-322
Persistent link: https://www.econbiz.de/10013259270
Saved in:
10
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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