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A synthesis of two factor estimation methods
Connor, Gregory; Korajczyk, Robert A.; Uhlaner, Robert T. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Moment risk premia and stock return predictability
Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
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Horizon pricing
Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1769-1793
Persistent link: https://www.econbiz.de/10011654674
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100